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Multiple subgradient descent bundle method for convex nonsmooth multiobjective optimization




TekijätOuti Montonen, Napsu Karmitsa, Marko M. Mäkelä

KustantajaTaylor & Francis

Julkaisuvuosi2018

Lehti:Optimization

Vuosikerta67

Numero1

Aloitussivu139

Lopetussivu158

Sivujen määrä20

ISSN0233-1934

eISSN1029-4945

DOIhttps://doi.org/10.1080/02331934.2017.1387259

Rinnakkaistallenteen osoitehttps://research.utu.fi/converis/portal/Publication/27435042


Tiivistelmä

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



Last updated on 2024-26-11 at 20:28