On the worst‐case optimal multi‐objective global optimization

On the worst‐case optimal multi‐objective global optimization

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Article ID: iaor2014289
Volume: 7
Issue: 8
Start Page Number: 1921
End Page Number: 1928
Publication Date: Dec 2013
Journal: Optimization Letters
Authors:
Keywords: global optimization
Abstract:

Multi‐objective optimization problem with Lipshitz objective functions is considered. It is shown that the worst‐case optimal passive algorithm can be reduced to the computation of centers of balls producing the optimal cover of a feasible region, where the balls are of equal minimum radius. It is also shown, that in the worst‐case, adaptivity does not improve the guaranteed accuracy achievable by the passive algorithm.

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