Direct MultiSearch (DMS)
A solver for derivative-free multiobjective optimization
DMS is a solver for multiobjective optimization problems which does not use any derivatives of
the objective functions. It is based on a novel technique called direct multisearch, developed
by extending direct search from single to multiobjective optimization. The current version
can deal with any type of constraints (all it is required from the user is a function
indicating weather a point is feasible or not).
DMS is freely available for research,
educational or commercial use, under a GNU lesser general public license.
- DMS (Version 0.3, January 2015) is written in Matlab.
- Version 0.3 (January 2015) of DMS can be obtained by sending an e-mail.
References and complementary material:
- A. L. Custódio, J. F. A. Madeira, A. I. F. Vaz, and L. N. Vicente,
Direct multisearch for multiobjective optimization,
SIAM Journal on Optimization, 21 (2011) 1109-1140 PDF
(there is an errata for the published version)
- The corresponding complete set of numerical results.
- The corresponding collection of Multiobjective Optimization problems in AMPL
can also be obtained by sending an e-mail.
The DMS team:
Ana Luísa Custódio (New University of Lisbon)
José F. Aguilar Madeira (ISEL and IDMEC-IST, Lisbon)
A. Ismael F. Vaz (University of Minho)
Luís Nunes Vicente (University of Coimbra)