Proximal Bundle Method for Nonsmooth and Nonconvex Multiobjective Optimization




Makela MM, Karmitsa N, Wilppu O

Pekka Neittaanmäki, Sergey Repin, Tero Tuovinen

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

2016

Mathematical Modeling and Optimization of Complex Structures

MATHEMATICAL MODELING AND OPTIMIZATION OF COMPLEX STRUCTURES

COMPUT METH APPL SCI

Computational Methods in Applied Sciences

40

40

191

204

14

978-3-319-23563-9

978-3-319-23564-6

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



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