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Publication

Algorithm 1028: VTMOP: Solver for Blackbox Multiobjective Optimization Problems

Authors

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

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 [3, 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.