MultiObjectiveLineSearches.jl

MultiObjectiveLineSearches provides line searches for multiobjective optimization. Given a point, a search direction and the objective values at the point, a line search looks for a step size along the direction that satisfies an acceptance condition on all objectives.

The available method is BackTracking: backtracking for an Armijo-type sufficient decrease condition, with safeguarded quadratic interpolation.

Contents

• Installation covers installation from GitHub and local checkouts.
• Quick Start provides a first configuration and line search.
• Using a line search explains evaluation, buffers and result handling.
• BackTracking presents the formulation, literature, safeguards and an executable example.
• API Reference documents the shared configuration and result types.
• References lists the cited publications.