Omni-optimizer: a procedure for single and multi-objective optimization

Abstract

Due to the vagaries of optimization problems encountered in practice, users resort to different algorithms for solving different optimization problems. In this paper, we suggest an optimization procedure which specializes in solving multi-objective, multi-global problems. The algorithm is carefully designed so as to degenerate to efficient algorithms for solving other simpler optimization problems, such as single-objective uni-global problems, single-objective multi-global problems and multi-objective uni-global problems. The efficacy of the proposed algorithm in solving various problems is demonstrated on a number of test problems. Because of it's efficiency in handling different types of problems with equal ease, this algorithm should find increasing use in real-world optimization problems.