B2 Non-refereed book chapter or chapter in a compilation book

Proximal Bundle Method for Nonsmooth and Nonconvex Multiobjective Optimization




AuthorsMakela MM, Karmitsa N, Wilppu O

EditorsPekka Neittaanmäki, Sergey Repin, Tero Tuovinen

PublisherSPRINGER-VERLAG NEW YORK, MS INGRID CUNNINGHAM, 175 FIFTH AVE, NEW YORK, NY 10010 USA

Publication year2016

Book title Mathematical Modeling and Optimization of Complex Structures

Journal name in sourceMATHEMATICAL MODELING AND OPTIMIZATION OF COMPLEX STRUCTURES

Journal acronymCOMPUT METH APPL SCI

Series titleComputational Methods in Applied Sciences

Number in series40

Volume40

First page 191

Last page204

Number of pages14

ISBN978-3-319-23563-9

eISBN978-3-319-23564-6

DOIhttps://doi.org/10.1007/978-3-319-23564-6_12


Abstract

We present a proximal bundle method for finding weakly Pareto optimal solutions to constrained nonsmooth programming problems with multiple objectives. The method is a generalization of proximal bundle approach for single objective optimization. The multiple objective functions are treated individually without employing any scalarization. The method is globally convergent and capable of handling several nonconvex locally Lipschitz continuous objective functions subject to nonlinear (possibly nondifferentiable) constraints. Under some generalized convexity assumptions, we prove that the method finds globally weakly Pareto optimal solutions. Concluding, some numerical examples illustrate the properties and applicability of the method.




Last updated on 2024-26-11 at 12:15