Support for multi-objective problems

CMA-ES / libcmaes

libcmaes is a multithreaded C++11 library with Python bindings for high performance blackbox stochastic optimization using the CMA-ES algorithm for Covariance Matrix Adaptation Evolution Strategy

Other

315 stars 79 forks source link

Support for multi-objective problems #209

Open nirmalsnair opened 4 years ago

nirmalsnair commented 4 years ago

Does any of the currently available algorithms support multi-objective problems?

beniz commented 4 years ago

Hi, libcmaes does not have built-in support for MO problems.

A good intro to MO-CMA-ES: http://www.cmap.polytechnique.fr/~anne.auger/pgmo14/pgmoDimo_20141030_web.pdf

I don't have the bandwith to write MO code in libcmaes, but I can help discuss it if it makes sense and if someone is interested in adding it as a PR.

Also, @nikohansen can probably recommend an existing up-to-date implementation of MO-CMA-ES.

nikohansen commented 4 years ago

Two links that may help:

Implementation of MO-CMA-ES in C++: http://image.diku.dk/shark/sphinx_pages/build/html/rest_sources/tutorials/algorithms/mocma.html
Implementation of COMO-CMA-ES in Python: https://github.com/CMA-ES/pycomocma

nirmalsnair commented 4 years ago

Thank you for the links @beniz @nikohansen.