A1 Refereed original research article in a scientific journal

Multiple subgradient descent bundle method for convex nonsmooth multiobjective optimization




AuthorsOuti Montonen, Napsu Karmitsa, Marko M. Mäkelä

PublisherTaylor & Francis

Publication year2018

JournalOptimization

Volume67

Issue1

First page 139

Last page158

Number of pages20

ISSN0233-1934

eISSN1029-4945

DOIhttps://doi.org/10.1080/02331934.2017.1387259

Self-archived copy’s web addresshttps://research.utu.fi/converis/portal/Publication/27435042


Abstract

The aim of this paper is to propose a new multiple subgradient descent bundle method for solving unconstrained convex nonsmooth multiobjective optimization problems. Contrary to many existing multiobjective optimization methods, our method treats the objective functions as they are without employing a scalarization in a classical sense. The main idea of this method is to find descent directions for every objective function separately by utilizing the proximal bundle approach, and then trying to form a common descent direction for every objective function. In addition, we prove that the method is convergent and it finds weakly Pareto



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