On the use of polynomial models in multiobjective directional direct search

FCT - Fundacao para a Ciencia e a Tecnologia PTDC/MAT-APL/28400/2017; UIDB/00297/2020.Polynomial interpolation or regression models are an important tool in Derivative-free Optimization, acting as surrogates of the real function. In this work, we propose the use of these models in the multiobjective framework of directional direct search, namely the one of Direct Multisearch. Previously evaluated points are used to build quadratic polynomial models, which are minimized in an attempt of generating nondominated points of the true function, defining a search step for the algorithm. Numerical results state the competitiveness of the proposed approach.authorsversionpublishe

Multi-objective optimization of a wing fence on an unmanned aerial vehicle using surrogate-derived gradients

In this paper, the multi-objective, multifidelity optimization of a wing fence on an unmanned aerial vehicle (UAV) near stall is presented. The UAV under consideration is characterized by a blended wing body (BWB), which increases its efficiency, and a tailless design, which leads to a swept wing to ensure longitudinal static stability. The consequence is a possible appearance of a nose-up moment, loss of lift initiating at the tips, and reduced controllability during landing, commonly referred to as tip stall. A possible solution to counter this phenomenon is wing fences: planes placed on top of the wing aligned with the flow and developed from the idea of stopping the transverse component of the boundary layer flow. These are optimized to obtain the design that would fence off the appearance of a pitch-up moment at high angles of attack, without a significant loss of lift and controllability. This brings forth a constrained multi-objective optimization problem. The evaluations are performed through unsteady Reynolds-Averaged Navier-Stokes (URANS) simulations. However, since controllability cannot be directly assessed through computational fluid dynamics (CFD), surrogate-derived gradients are used. An efficient global optimization framework is developed employing surrogate modeling, namely regressive co-Kriging, updated using a multi-objective formulation of the expected improvement. The result is a wing fence design that extends the flight envelope of the aircraft, obtained with a feasible computational budget

Parallel strategies for Direct Multisearch

Publisher Copyright: © 2022, The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature.Direct multisearch (DMS) is a derivative-free optimization class of algorithms, suited for computing approximations to the complete Pareto front of a given multiobjective optimization problem. In DMS class, constraints are addressed with an extreme barrier approach, only evaluating feasible points. It has a well-supported convergence analysis and simple implementations present a good numerical performance, both in academic test sets and in real applications. Recently, this numerical performance was improved with the definition of a search step based on the minimization of quadratic polynomial models, corresponding to the algorithm BoostDMS. In this work, we propose and numerically evaluate strategies to improve the performance of BoostDMS, mainly through parallelization applied to the search and to the poll steps. The final parallelized version not only considerably decreases the computational time required for solving a multiobjective optimization problem, but also increases the quality of the computed approximation to the Pareto front. Extensive numerical results will be reported in an academic test set and in a chemical engineering application.preprintpublishe

Derivative-Free Optimization

Abstract. In many engineering applications it is common to find optimization problems where the cost function and/or constraints require complex simulations. Though it is often, but not always, theoretically possible in these cases to extract derivative information efficiently, the associated implementation procedures are typically non-trivial and time-consuming (e.g., adjoint-based methodologies). Derivative-free (non-invasive, black-box) optimization has lately received considerable attention within the optimization community, including the establishment of solid mathematical foundations for many of the methods considered in practice. In this chapter we will describe some of the most conspicuous derivative-free optimization techniques. Our depiction will concentrate first on local optimization such as pattern search techniques, and other methods based on interpolation/approximation. Then, we will survey a number of global search methodologies, and finally give guidelines on constraint handling approaches

Cardinality-Constrained Multi-Objective Optimization: Novel Optimality Conditions and Algorithms

In this paper, we consider multi-objective optimization problems with a sparsity constraint on the vector of variables. For this class of problems, inspired by the homonymous necessary optimality condition for sparse single-objective optimization, we define the concept of L-stationarity and we analyze its relationships with other existing conditions and Pareto optimality concepts. We then propose two novel algorithmic approaches: the first one is an Iterative Hard Thresholding method aiming to find a single L-stationary solution, while the second one is a two-stage algorithm designed to construct an approximation of the whole Pareto front. Both methods are characterized by theoretical properties of convergence to points satisfying necessary conditions for Pareto optimality. Moreover, we report numerical results establishing the practical effectiveness of the proposed methodologies.Comment: 20 pages, 7 figures, 1 tabl