The Gradient Free Directed Search Method as Local Search within Multi-Objective Evolutionary Algorithms

Recently, the Directed Search Method has been proposed as a point-wise iterative search procedure that allows to steer the search, in any direction given in objective space, of a multi-objective optimization problem. While the original version requires the objectives’ gradients, we consider here a possible modification that allows to realize the method without gradient information. This makes the novel algorithm in particular interesting for hybridization with set oriented search procedures, such as multi-objective evolutionary algorithms.

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