B2 Vertaisarvioimaton kirjan tai muun kokoomateoksen osa
Proximal Bundle Method for Nonsmooth and Nonconvex Multiobjective Optimization
Tekijät: Makela MM, Karmitsa N, Wilppu O
Toimittaja: Pekka Neittaanmäki, Sergey Repin, Tero Tuovinen
Kustantaja: SPRINGER-VERLAG NEW YORK, MS INGRID CUNNINGHAM, 175 FIFTH AVE, NEW YORK, NY 10010 USA
Julkaisuvuosi: 2016
Kokoomateoksen nimi: Mathematical Modeling and Optimization of Complex Structures
Tietokannassa oleva lehden nimi: MATHEMATICAL MODELING AND OPTIMIZATION OF COMPLEX STRUCTURES
Lehden akronyymi: COMPUT METH APPL SCI
Sarjan nimi: Computational Methods in Applied Sciences
Numero sarjassa: 40
Vuosikerta: 40
Aloitussivu: 191
Lopetussivu: 204
Sivujen määrä: 14
ISBN: 978-3-319-23563-9
eISBN: 978-3-319-23564-6
DOI: https://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.
