Numerical results for the multiobjective trust region algorithm MHT

In this data article, we report data and numerical results related to the research article entitled ”A trust region algorithm for heterogeneous multiobjective optimization” by Thomann and Eichfelder in SIAM Journal on Optimization. The method MHT which is presented there is designed for multiobjective heterogeneous optimization problems where one of the objective functions is an expensive black-box function, for example given by a time-consuming simulation. Here, we present the data of numerical tests with a set of 78 test problems mainly collected from literature and only complemented by few self-chosen test problems. The presence of expensive functions is artificially introduced in the test problems by defining one of the objective functions as expensive.