Multi-objective optimization NSGA-II

[mitkof6]

My colleagues at BioRob are using multi-objective optimization (NSGA-II) to solve similar types of problems, where there are multiple competing measures of performance, with great success. I think this would be a nice feature to have along with CMAES.

[tgeijten]

Thanks for the suggestion! Multi-objective optimization indeed seems like an interesting addition to SCONE.

Do you know of any specific reason your colleagues chose NSGA-II over multi-objective versions of CMA-ES? The latter approach might be easier to integrate into SCONE.

[tgeijten]

https://github.com/esa/pagmo2 (suggested by @mitkof6)