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math.OC2021

Derivative-Free Multiobjective Trust Region Descent Method Using Radial Basis Function Surrogate Models

Manuel Berkemeier, Sebastian Peitz

We present a flexible trust region descend algorithm for unconstrained and convexly constrained multiobjective optimization problems. It is targeted at heterogeneous and expensive…

math.OC2020

On the Treatment of Optimization Problems with L1 Penalty Terms via Multiobjective Continuation

Katharina Bieker, Bennet Gebken, Sebastian Peitz

We present a novel algorithm that allows us to gain detailed insight into the effects of sparsity in linear and nonlinear optimization, which is of great importance in many scienti…

math.OC2020

An efficient descent method for locally Lipschitz multiobjective optimization problems

Bennet Gebken, Sebastian Peitz

In this article, we present an efficient descent method for locally Lipschitz continuous multiobjective optimization problems (MOPs). The method is realized by combining a theoreti…

math.OC2020

Data-Driven Model Predictive Control using Interpolated Koopman Generators

Sebastian Peitz, Samuel E. Otto, Clarence W. Rowley

In recent years, the success of the Koopman operator in dynamical systems analysis has also fueled the development of Koopman operator-based control frameworks. In order to preserv…

math.OC2020

Explicit Multi-objective Model Predictive Control for Nonlinear Systems Under Uncertainty

Carlos Ignacio Hernández Castellanos, Sina Ober-Blöbaum, Sebastian Peitz

In real-world problems, uncertainties (e.g., errors in the measurement, precision errors) often lead to poor performance of numerical algorithms when not explicitly taken into acco…

math.OC2019

ROM-based multiobjective optimization of elliptic PDEs via numerical continuation

Stefan Banholzer, Bennet Gebken, Michael Dellnitz +2

Multiobjective optimization plays an increasingly important role in modern applications, where several objectives are often of equal importance. The task in multiobjective optimiza…