Preprint Review Version 1 This version is not peer-reviewed

A Survey of Recent Trends in Multiobjective Optimization – Surrogate Models, Feedback Control and Objective Reduction

Version 1 : Received: 15 May 2018 / Approved: 16 May 2018 / Online: 16 May 2018 (06:11:52 CEST)

How to cite: Peitz, S.; Dellnitz, M. A Survey of Recent Trends in Multiobjective Optimization – Surrogate Models, Feedback Control and Objective Reduction. Preprints 2018, 2018050221 (doi: 10.20944/preprints201805.0221.v1). Peitz, S.; Dellnitz, M. A Survey of Recent Trends in Multiobjective Optimization – Surrogate Models, Feedback Control and Objective Reduction. Preprints 2018, 2018050221 (doi: 10.20944/preprints201805.0221.v1).

Abstract

Multiobjective optimization plays an increasingly important role in modern applications, where several criteria are often of equal importance. The task in multiobjective optimization and multiobjective optimal control is therefore to compute the set of optimal compromises (the Pareto set) between the conflicting objectives. The advances in algorithms and the increasing interest in Pareto optimal solutions have led to a wide range of new applications related to optimal and feedback control which results in new challenges such as expensive models or real-time applicability. Since the Pareto set generally consists of an infinite number of solutions, the computational effort can quickly become challenging which is particularly problematic when the objectives are costly to evaluate or when a solution has to be presented very quickly. This article gives an overview over recent developments in accelerating multiobjective optimization for complex problems where either PDE constraints are present or where a feedback behavior has to be achieved. In the first case, surrogate models yield significant speed-ups. In the latter case, various promising model predictive control approaches have been proposed. We also briefly comment on dimension reduction in many-objective optimization problems as another technique for reducing the numerical effort.

Subject Areas

multiobjective optimization; optimal control; model order reduction; model predictive control

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