First order rejection tests for multiple-objective optimization |
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Authors: | Alexandre Goldsztejn Ferenc Domes Brice Chevalier |
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Institution: | 1. CNRS, LINA (UMR 6241), Nantes, France 2. LINA (UMR 6241), Université de Nantes, Nantes, France 3. Université de Nantes, Nantes, France
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Abstract: | Three rejection tests for multi-objective optimization problems based on first order optimality conditions are proposed. These tests can certify that a box does not contain any local minimizer, and thus it can be excluded from the search process. They generalize previously proposed rejection tests in several regards: Their scope include inequality and equality constrained smooth or nonsmooth multiple objective problems. Reported experiments show that they allow quite efficiently removing the cluster effect in mono-objective and multi-objective problems, which is one of the key issues in continuous global deterministic optimization. |
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