A3 Refereed book chapter or chapter in a compilation book

Multiobjective double bundle method for DC optimization




AuthorsOuti Montonen, Kaisa Joki

EditorsAdil M. Bagirov, Manlio Gaudioso, Napsu Karmitsa, Marko M. Mäkelä, Sona Taheri

Edition1

Publication year2020

Book title Numerical Nonsmooth Optimization: State of the Art Algorithms

First page 481

Last page497

ISBN978-3-030-34909-7

eISBN978-3-030-34910-3

DOIhttps://doi.org/10.1007/978-3-030-34910-3_14

Self-archived copy’s web addresshttps://research.utu.fi/converis/portal/detail/Publication/50379163


Abstract

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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Last updated on 2024-26-11 at 20:10