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Multiobjective Double Bundle Method for Nonsmooth Constrained Multiobjective DC Optimization

Outi Montonen, Kaisa Joki, Multiobjective Double Bundle Method for Nonsmooth Constrained Multiobjective DC Optimization. TUCS Technical Reports 1174, TUCS, 2017.

Abstract:

The 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 descent 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 general nonconvex method.

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BibTeX entry:

@TECHREPORT{tMoJo17a,
  title = {Multiobjective Double Bundle Method for Nonsmooth Constrained Multiobjective DC Optimization},
  author = {Montonen, Outi and Joki, Kaisa},
  number = {1174},
  series = {TUCS Technical Reports},
  publisher = {TUCS},
  year = {2017},
}

Belongs to TUCS Research Unit(s): Turku Optimization Group (TOpGroup)

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