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MOSQP Solver
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MOSQP

MOSQP is a multiobjective optimization solver for bound, linear, and nonlinear constrained problems (for which the derivatives of the objective functions and constraints exist).

The algorithm performs Sequential Quadratic Programming type iterations to build an approximation to the Pareto front.

MOSQP makes use of derivative information of the objective functions and constraints to build quadratic models from which search directions are obtained. It has been shown to be efficient and robust for a large set of bound and constrained multiobjective optimization problems.

The code is written in MATLAB. It provides an interface with AMPL.

 

Benchmarks (MOSQP vs NSGA-II)

      :: performance profiles for bound constrained problems

      :: performance profiles for constrained problems

      :: data profiles for bound constrained problems

      :: data profiles for constrained problems

 

Benchmarks (MOSQP vs NSGA-II vs MOScalar)

      :: performance profiles for bound constrained bi-objective problems

      :: performance profiles for constrained bi-objective problems

      :: data profiles for bound constrained bi-objective problems

      :: data profiles for constrained bi-objective problems

 

Pareto fronts (MOSQP vs MOScalar and MOSQP vs NSGA-II)

      :: bound constrained bi-objective problems

      :: constrained constrained bi-objective problems

 

Downloading and Conditions for Use

Conditions for Use:

MOSQP is freely available for educational, research, and commercial use, but we expect that all publications describing work using this software quote the reference given below.

J. Fliege and A. I. F. Vaz, A method for constrained multiobjective optimization based on SQP techniques, SIAM J. Optim., 26(4), 20912119.

 

Download (version 1.1):

Source code

Description
MOSQP_V1.1 MOSQP for MATLAB (multiobjective constrained optimization). Includes the Rosetta real-world application and a change in the Cassini real-word application.
MOSQP_V1.0 MOSQP for MATLAB (multiobjective constrained optimization)

 

Test problems

Description
Send an email to author Bound constrained multiobjective test problems used for the profiles
Send an email to author Constrained multiobjective test problems used for the profiles


Profiles (eps and pdf)

Description
Performance Profiles Bound constrained performance profiles in eps and pdf formats
Data Profiles Constrained data profiles in eps and pdf formats

Author

A. Ismael F. Vaz


 

Last updated: October 2015 - aivaz@dps.uminho.pt