An inexact multiple proximal bundle algorithm for nonsmooth nonconvex multiobjective optimization problems
| Autor: | N. Hoseini Monjezi, S. Nobakhtian |
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| Rok vydání: | 2020 |
| Předmět: |
Multiobjective optimization problem
021103 operations research Computer science Bundle MathematicsofComputing_NUMERICALANALYSIS 0211 other engineering and technologies General Decision Sciences 02 engineering and technology Management Science and Operations Research Descent direction Algorithm Subgradient method |
| Zdroj: | Annals of Operations Research. 311:1123-1154 |
| ISSN: | 1572-9338 0254-5330 |
| DOI: | 10.1007/s10479-020-03808-0 |
| Popis: | For a class of nonsmooth nonconvex multiobjective problems, we develop an inexact multiple proximal bundle method. In our approach instead of scalarization, we find descent direction for every objective function separately by utilizing the inexact proximal bundle method. Then we attempt to find a common descent direction for all objective functions. We study the effect of the inexactness of the objective and subgradient values on the new proposed method and obtain the reasonable convergence properties. We further consider a class of difficult nonsmooth nonconvex problems, made even more difficult by inserting the inexactness in the available information. At the end, to demonstrate the efficiency of the proposed algorithm, some encouraging numerical experiments are provided. |
| Databáze: | OpenAIRE |
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