A3 Refereed book chapter or chapter in a compilation book
Multiobjective double bundle method for DC optimization
Authors: Outi Montonen, Kaisa Joki
Editors: Adil M. Bagirov, Manlio Gaudioso, Napsu Karmitsa, Marko M. Mäkelä, Sona Taheri
Edition: 1
Publication year: 2020
Book title : Numerical Nonsmooth Optimization: State of the Art Algorithms
First page : 481
Last page: 497
ISBN: 978-3-030-34909-7
eISBN: 978-3-030-34910-3
DOI: https://doi.org/10.1007/978-3-030-34910-3_14
Self-archived copy’s web address: https://research.utu.fi/converis/portal/detail/Publication/50379163
We discuss about the multiobjective double bundle method for nonsmooth multiobjective optimization where objective and constraint functions are presented as a difference of two convex (DC) functions. By utilizing a special technique called the improvement function, we are able to handle several objectives and constraints simultaneously. The method improves every objective at each iteration and the improvement function preserves DC property of the objectives and constraints. Once the improvement function is formed, we can approximate it by using a special cutting plane model capturing the convex and concave behaviour of a DC function. We solve the problem with a modified version of the single-objective double bundle method using the cutting plane model as a objective. The multiobjective double bundle method is proved to be finitely convergent to a weakly Pareto stationary solution under mild assumptions. Moreover, the applicability of the method is considered.
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