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Multiobjective Nelder-Mead algorithm using a mesh-map of weighted sums Nadeau, Patrick Charles

Abstract

An algorithm for finding approximations to Pareto fronts in the optimization of multiple objective functions is presented. A mesh of weighted sums of the multiple objective functions serves as a model to approximate the Pareto front. The Nelder-Mead algorithm then solves these individual weighted sums without the use of derivatives. This multiobjective Nelder-Mead algorithm was found to be competitive with current algorithms on convex problems.

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Attribution-NonCommercial-NoDerivatives 4.0 International