Skip to main content
Top

2016 | OriginalPaper | Chapter

Proximal Bundle Method for Nonsmooth and Nonconvex Multiobjective Optimization

Authors : Marko M. Mäkelä, Napsu Karmitsa, Outi Wilppu

Published in: Mathematical Modeling and Optimization of Complex Structures

Publisher: Springer International Publishing

Activate our intelligent search to find suitable subject content or patents.

search-config
loading …

Abstract

We present a proximal bundle method for finding weakly Pareto optimal solutions to constrained nonsmooth programming problems with multiple objectives. The method is a generalization of proximal bundle approach for single objective optimization. The multiple objective functions are treated individually without employing any scalarization. The method is globally convergent and capable of handling several nonconvex locally Lipschitz continuous objective functions subject to nonlinear (possibly nondifferentiable) constraints. Under some generalized convexity assumptions, we prove that the method finds globally weakly Pareto optimal solutions. Concluding, some numerical examples illustrate the properties and applicability of the method.

Dont have a licence yet? Then find out more about our products and how to get one now:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Literature
2.
go back to reference N.V. Banichuk, P. Neittaanmäki, Structural Optimization with Uncertainties, vol. 162, Solid Mechanics and Its Applications (Springer, Berlin, 2010) N.V. Banichuk, P. Neittaanmäki, Structural Optimization with Uncertainties, vol. 162, Solid Mechanics and Its Applications (Springer, Berlin, 2010)
3.
go back to reference F.H. Clarke, Optimization and Nonsmooth Analysis (Wiley, New York, 1983)MATH F.H. Clarke, Optimization and Nonsmooth Analysis (Wiley, New York, 1983)MATH
4.
go back to reference M. Gaudioso, M.F. Monaco, Quadratic approximations in convex nondifferentiable optimization. SIAM J. Control Optim. 29(1), 58–70 (1991)MathSciNetCrossRefMATH M. Gaudioso, M.F. Monaco, Quadratic approximations in convex nondifferentiable optimization. SIAM J. Control Optim. 29(1), 58–70 (1991)MathSciNetCrossRefMATH
5.
go back to reference J. Haslinger, P. Neittaanmäki, Finite Element Approximation for Optimal Shape, Material and Topology Design (Wiley, Chichester, 1996)MATH J. Haslinger, P. Neittaanmäki, Finite Element Approximation for Optimal Shape, Material and Topology Design (Wiley, Chichester, 1996)MATH
6.
go back to reference J.-B. Hiriart-Urruty, New concepts in nondifferentiable programming. Bull. Soc. Math. France Mém 60, 57–85 (1979)MathSciNetMATH J.-B. Hiriart-Urruty, New concepts in nondifferentiable programming. Bull. Soc. Math. France Mém 60, 57–85 (1979)MathSciNetMATH
7.
go back to reference K.C. Kiwiel, A descent method for nonsmooth convex multiobjective minimization. Large Scale Syst. 8(2), 119–129 (1985)MathSciNetMATH K.C. Kiwiel, A descent method for nonsmooth convex multiobjective minimization. Large Scale Syst. 8(2), 119–129 (1985)MathSciNetMATH
8.
go back to reference K.C. Kiwiel, Methods of Descent for Nondifferentiable Optimization, vol. 1133, Lecture Notes in Mathematics (Springer, Berlin, 1985) K.C. Kiwiel, Methods of Descent for Nondifferentiable Optimization, vol. 1133, Lecture Notes in Mathematics (Springer, Berlin, 1985)
9.
10.
go back to reference C. Lemaréchal. Nondifferentiable Optimization, eds. by G.L. Nemhauser, A.H.G.Rinnooy Kan, M.J. Todd. Optimization (North-Holland, Amsterdam, 1989), pp. 529–572 C. Lemaréchal. Nondifferentiable Optimization, eds. by G.L. Nemhauser, A.H.G.Rinnooy Kan, M.J. Todd. Optimization (North-Holland, Amsterdam, 1989), pp. 529–572
11.
go back to reference L. Lukšan, J. Vlček, Globally convergent variable metric method for convex nonsmooth unconstrained minimization. J. Optim. Theory Appl. 102(3), 593–613 (1999)MathSciNetCrossRefMATH L. Lukšan, J. Vlček, Globally convergent variable metric method for convex nonsmooth unconstrained minimization. J. Optim. Theory Appl. 102(3), 593–613 (1999)MathSciNetCrossRefMATH
13.
go back to reference M.M. Mäkelä, P. Neittaanmäki, Nonsmooth Optimization: Analysis and Algorithms with Applications to Optimal Control (World Scientific, Singapore, 1992)CrossRefMATH M.M. Mäkelä, P. Neittaanmäki, Nonsmooth Optimization: Analysis and Algorithms with Applications to Optimal Control (World Scientific, Singapore, 1992)CrossRefMATH
14.
go back to reference M.M. Mäkelä, V.-P. Eronen, N. Karmitsa, On nonsmooth optimality conditions with generalized convexities. TUCS Technical Reports 1056, Turku Centre for Computer Science, Turku, 2012 M.M. Mäkelä, V.-P. Eronen, N. Karmitsa, On nonsmooth optimality conditions with generalized convexities. TUCS Technical Reports 1056, Turku Centre for Computer Science, Turku, 2012
15.
go back to reference M.M. Mäkelä, V.-P. Eronen, N. Karmitsa, On nonsmooth multiobjective optimality conditions with generalized convexities, in Optimization in Science and Engineering, ed. by ThM Rassias, C.A. Floudas, S. Butenko (Springer, New York, 2014), pp. 333–357CrossRef M.M. Mäkelä, V.-P. Eronen, N. Karmitsa, On nonsmooth multiobjective optimality conditions with generalized convexities, in Optimization in Science and Engineering, ed. by ThM Rassias, C.A. Floudas, S. Butenko (Springer, New York, 2014), pp. 333–357CrossRef
16.
go back to reference K. Miettinen, Nonlinear Multiobjective Optimization (Kluwer, Boston, 1999)MATH K. Miettinen, Nonlinear Multiobjective Optimization (Kluwer, Boston, 1999)MATH
17.
go back to reference K. Miettinen, M.M. Mäkelä, Interactive bundle-based method for nondifferentiable multiobjective optimization: NIMBUS. Optimization 34(3), 231–246 (1995)MathSciNetCrossRefMATH K. Miettinen, M.M. Mäkelä, Interactive bundle-based method for nondifferentiable multiobjective optimization: NIMBUS. Optimization 34(3), 231–246 (1995)MathSciNetCrossRefMATH
18.
go back to reference R. Mifflin, A modification and an extension of Lemarechal’s algorithm for nonsmooth minimization. Math. Program. Stud. 17, 77–90 (1982)MathSciNetCrossRefMATH R. Mifflin, A modification and an extension of Lemarechal’s algorithm for nonsmooth minimization. Math. Program. Stud. 17, 77–90 (1982)MathSciNetCrossRefMATH
19.
go back to reference J.J. Moreau, P.D. Panagiotopoulos, G. Strang (eds.), Topics in Nonsmooth Mechanics (Birkhäuser, Basel, 1988)MATH J.J. Moreau, P.D. Panagiotopoulos, G. Strang (eds.), Topics in Nonsmooth Mechanics (Birkhäuser, Basel, 1988)MATH
21.
go back to reference J. Outrata, M. Kočvara, J. Zowe, Nonsmooth approach to optimization problems with equilibrium constraints. Theory, Applications and Numerical Results (Kluwer, Dordrecht, 1998) J. Outrata, M. Kočvara, J. Zowe, Nonsmooth approach to optimization problems with equilibrium constraints. Theory, Applications and Numerical Results (Kluwer, Dordrecht, 1998)
22.
go back to reference H. Schramm, J. Zowe, A version of the bundle idea for minimizing a nonsmooth functions: conceptual idea, convergence analysis, numerical results. SIAM J. Optim. 2, 121–152 (1992)MathSciNetCrossRefMATH H. Schramm, J. Zowe, A version of the bundle idea for minimizing a nonsmooth functions: conceptual idea, convergence analysis, numerical results. SIAM J. Optim. 2, 121–152 (1992)MathSciNetCrossRefMATH
23.
go back to reference R.E. Steuer, Multiple Criteria Optimization: Theory, Computation, and Application (Wiley, New York, 1986)MATH R.E. Steuer, Multiple Criteria Optimization: Theory, Computation, and Application (Wiley, New York, 1986)MATH
24.
go back to reference S. Wang, Algorithms for multiobjective and nonsmooth optimization. In Methods of Operations Research 58 (Athenäum, Frankfurt am Main, 1989), pp. 131–142 S. Wang, Algorithms for multiobjective and nonsmooth optimization. In Methods of Operations Research 58 (Athenäum, Frankfurt am Main, 1989), pp. 131–142
Metadata
Title
Proximal Bundle Method for Nonsmooth and Nonconvex Multiobjective Optimization
Authors
Marko M. Mäkelä
Napsu Karmitsa
Outi Wilppu
Copyright Year
2016
DOI
https://doi.org/10.1007/978-3-319-23564-6_12

Premium Partners