Multiple subgradient descent bundle method for convex nonsmooth multiobjective optimization
: Outi Montonen, Napsu Karmitsa, Marko M. Mäkelä
Publisher: Taylor & Francis
: 2018
: Optimization
: 67
: 1
: 139
: 158
: 20
: 0233-1934
: 1029-4945
DOI: https://doi.org/10.1080/02331934.2017.1387259
: https://research.utu.fi/converis/portal/Publication/27435042
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