A1 Refereed original research article in a scientific journal
Bundle-based descent method for nonsmooth multiobjective DC optimization with inequality constraints
Authors: Outi Montonen, Kaisa Joki
Publisher: Springer New York LLC
Publication year: 2018
Journal: Journal of Global Optimization
Journal name in source: Journal of Global Optimization
Volume: 72
Issue: 3
First page : 403
Last page: 429
Number of pages: 27
ISSN: 0925-5001
eISSN: 1573-2916
DOI: https://doi.org/10.1007/s10898-018-0651-0
Web address : https://link.springer.com/article/10.1007/s10898-018-0651-0
Self-archived copy’s web address: https://research.utu.fi/converis/portal/detail/Publication/31135857
Multiobjective DC optimization problems arise naturally, for example, in data classification and cluster analysis playing a crucial role in data mining. In this paper, we propose a new multiobjective double bundle method designed for nonsmooth multiobjective optimization problems having objective and constraint functions which can be presented as a difference of two convex (DC) functions. The method is of the descent type and it generalizes the ideas of the double bundle method for multiobjective and constrained problems. We utilize the special cutting plane model angled for the DC improvement function such that the convex and the concave behaviour of the function is captured. The method is proved to be finitely convergent to a weakly Pareto stationary point under mild assumptions. Finally, we consider some numerical experiments and compare the solutions produced by our method with the method designed for general nonconvex multiobjective problems. This is done in order to validate the usage of the method aimed specially for DC objectives instead of a general nonconvex method.
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