Comments (3)
salomonl
commented on July 28, 2024
Infortunately, NOMAD.jl is based on the software NOMAD 4, which does not implement a biobjective optimization algorithm. You have to use the C++ version of NOMAD 3.9 to have this functionality.
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ufechner7
commented on July 28, 2024
Well, you can always create a resulting objective that is a linear combination of any number of objectives with different weights. I think this will just work. By changing the weights you get the Pareto front...
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salomonl
commented on July 28, 2024
Not really, with this type of approach, you could miss non-convex parts of the Pareto front. You could reimplement the BiMADS algorithm given in this paper
MULTIOBJECTIVE OPTIMIZATION THROUGH A SERIES OF SINGLE-OBJECTIVE FORMULATIONS
or if you need more objectives the MultiMADS algorithm
A mesh adaptive direct search algorithm for multiobjective optimization
If you have enough patience, note that we are planning to upgrade NOMAD.jl, to make use of a new multiobjective algorithm, DMulti-MADS, implemented in NOMAD 4 but still in beta testing for the moment.
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Related Issues (20)
- Update the interface to support NOMAD4 options HOT 1
- TagBot trigger issue HOT 8
- NOMAD segfaults on Manjaro Linux when Julia is started with "-t n" with n>1 HOT 23
- pkg> test NOMAD fails on FreeBSD 13 HOT 15
- Add documentation about NOMAD executable
- [documentation] SOLAR and STYRENE
- Getting Inexact Errors from NOMAD.jl when tuning Integer and Boolean variables HOT 5
- Can't easily modify the nomad options from the NomadProblem constructor HOT 5
- `max_time` as an integer HOT 2
- Remove Union{Nothing, Int} in the interface
- Use surrogate models HOT 1
- Parallel evaluation of the black-box HOT 1
- SubproblemManager HOT 9
- Relationship between the granularity and the min_mesh_size of a NomadProblem HOT 1
- Release 2.3.0 HOT 1
- NOMAD_jll has .so libraries instead of .dylib on FreeBSD
- How to use NOMAD with a function that depends on both the parameters to be optimized (x) and fixed parameters (p)? HOT 2
- NOMAD exception HOT 3
- NOMAD v4.4.0 HOT 2
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