A1 Vertaisarvioitu alkuperäisartikkeli tieteellisessä lehdessä
Multiple subgradient descent bundle method for convex nonsmooth multiobjective optimization
Tekijät: Outi Montonen, Napsu Karmitsa, Marko M. Mäkelä
Kustantaja: Taylor & Francis
Julkaisuvuosi: 2018
Lehti:: Optimization
Vuosikerta: 67
Numero: 1
Aloitussivu: 139
Lopetussivu: 158
Sivujen määrä: 20
ISSN: 0233-1934
eISSN: 1029-4945
DOI: https://doi.org/10.1080/02331934.2017.1387259
Rinnakkaistallenteen osoite: 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