[Opt-Net] MOSQP - MultiObjective Sequential Quadratic Programming - has been released

[A. Ismael F. Vaz]

Dear colleagues,

we are happy to announce that version 1.0 of the MultiObjective Sequential Quadratic Programming (MOSQP) solver has been released.

MOSQP is a multiobjective optimization solver for bound, linear, and nonlinear constrained problems (for which the derivatives of the objective functions and constraints are available).

The algorithm performs Sequential Quadratic Programming type iterations to build an approximation to the Pareto front.

MOSQP makes use of derivative information of the objective functions and constraints to build quadratic models from which search directions are obtained. It has been shown to be efficient and robust for a large set of bound and constrained multiobjective optimization problems.

The code is written in MATLAB and it provides an interface with AMPL. 

For more information, check out the solver website:
http://www.norg.uminho.pt/aivaz/MOSQP

Best regards,
Ismael Vaz