Algorithm 1028: VTMOP: Solver for Blackbox Multiobjective Optimization Problems

Chang, Tyler H.; Watson, Layne T.; Larson, Jeffrey; Neveu, Nicole; Thacker, William I.; Deshpande, Shubhangi; Lux, Thomas C. H.

doi:10.1145/3529258

Title: Algorithm 1028: VTMOP: Solver for Blackbox Multiobjective Optimization Problems

Journal Article · Sat Sep 10 00:00:00 EDT 2022 · ACM Transactions on Mathematical Software

DOI:https://doi.org/10.1145/3529258· OSTI ID:1888744

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Virginia Polytechnic Inst. and State Univ. (Virginia Tech), Blacksburg, VA (United States); Argonne National Lab. (ANL), Lemont, IL (United States)
Virginia Polytechnic Inst. and State Univ. (Virginia Tech), Blacksburg, VA (United States)
Argonne National Lab. (ANL), Lemont, IL (United States)
SLAC National Accelerator Lab., Menlo Park, CA (United States)
Winthrop University, Rock Hill, SC (United States)
Oracle Labs, Belmont, CA (United States)

VTMOP is a Fortran 2008 software package containing two Fortran modules for solving computationally expensive bound-constrained blackbox multiobjective optimization problems. VTMOP implements the algorithm of [32], which handles two or more objectives, does not require any derivatives, and produces well-distributed points over the Pareto front. The first module contains a general framework for solving multiobjective optimization problems by combining response surface methodology, trust region methodology, and an adaptive weighting scheme. The second module features a driver subroutine that implements this framework when the objective functions can be wrapped as a Fortran subroutine. Lastly, support is provided for both serial and parallel execution paradigms, and VTMOP is demonstrated on several test problems as well as one real-world problem in the area of particle accelerator optimization.

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Research Organization:: Argonne National Laboratory (ANL), Argonne, IL (United States)

Sponsoring Organization:: USDOE Office of Science (SC), Basic Energy Sciences (BES); USDOE Office of Science (SC), Advanced Scientific Computing Research (ASCR). Scientific Discovery through Advanced Computing (SciDAC); National Science Foundation (NSF)

Grant/Contract Number:: AC02-06CH11357; DGE-154362; CNS-1565314; CNS-1838271; 17- SC-20-SC; AC-02-76SF00515; SC0014664

OSTI ID:: 1888744

Journal Information:: ACM Transactions on Mathematical Software, Vol. 48, Issue 3; ISSN 0098-3500

Publisher:: Association for Computing MachineryCopyright Statement

Country of Publication:: United States

Language:: English

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97 MATHEMATICS AND COMPUTING
algorithms
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Title: Algorithm 1028: VTMOP: Solver for Blackbox Multiobjective Optimization Problems

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