Financial support through the following projects:
UIDB/00297/2020
UID/MAT/00297/2019
UID/MAT/00297/2013
PEst-OE/MAT/UI0297/2014
PEst-OE/MAT/UI0297/2011
Direct Multisearch (DMS), a solver suited for derivative-free multiobjective optimization, co-authored by Ana Luísa Custódio, one of the Operations Research Group members of CMA, is cited as a reference for a new function of the Global Optimization Toolbox of release 2018b of Matlab.
DMS is a general framework, proposed for multiobjective derivative-free optimization. The corresponding numerical implementation has proved to be competitive both for academic problems and real applications. According to Mathworks, the Matlab function paretosearch, included in the Global Optimization Toolbox of release 2018b, fits in this general framework, which is responsible by ensuring the corresponding convergence properties.
For more information:
https://www.mathworks.com/help/gads/paretosearch-algorithm.html