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Computational Technology Reviews
ISSN 2044-8430
Computational Technology Reviews
Volume 5, 2012
Recent Developments in Derivative-Free Multiobjective Optimisation
A.L. Custódio1, M. Emmerich2 and J.F.A. Madeira3,4

1Department of Mathematics, CMA, FCT-UNL, Caparica, Portugal
2Leiden Institute for Advanced Computer Science (LIACS), Faculty of Science, Leiden University, The Netherlands
3IDMEC-IST, TU-Lisbon, Portugal
4ISEL, Lisbon, Portugal

Full Bibliographic Reference for this paper
A.L. Custódio, M. Emmerich, J.F.A. Madeira, "Recent Developments in Derivative-Free Multiobjective Optimisation", Computational Technology Reviews, vol. 5, pp. 1-30, 2012. doi:10.4203/ctr.5.1
Keywords: multiobjective optimisation, derivative-free optimisation, Pareto dominance, direct search methods, evolutionary algorithms, genetic algorithms, covariance matrix adaptation.

In practical applications it is common to have several conflicting objective functions to optimise. Frequently, these functions are nondifferentiable or discontinuous, could be subject to numerical noise and/or be of black-box type, preventing the use of derivative-based techniques. In this paper we give an overview of some recent developments in derivative-free multiobjective optimisation. We introduce the basic concepts and ideas commonly considered for the algorithmic development in multiobjective optimisation and review some recent classes of methods which do not make use of derivatives. In particular, we will focus on direct search methods of directional type and evolutionary multiobjective optimisation.

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