A Scalarizing One-Stage Algorithm for Efficient Multi-Objective Optimization

A novel kriging-assisted algorithm is proposed for computationally expensive multi-objective optimization problems, such as those which arise in electromagnetic design. The algorithm combines the multiple objectives into a single objective, which it then optimizes using a one-stage method from single-objective optimization. Inequality and equality constraint handling techniques are included, as is a method for dealing with failed iterations. Its efficiency is demonstrated on the constrained optimization of a pair of Helmholtz coils.