Algorithm 1028: VTMOP: Solver for Blackbox Multiobjective Optimization Problems

Abstract

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. 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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“…Non-multiobjective-optimization-specific Python packages that are often used for implementing multiobjective optimization solvers include BoTorch (Balandat et al, 2020) and DEAP (Fortin et al, 2012). Other non-Python packages include the Fortran solvers MODIR (Campana et al, 2018) and VTMOP (Chang et al, 2022), and the Matlab toolboxes PlatEMO (Tian et al, 2017) and BoostDFO (Tavares et al, 2022).…”

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