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A proximal bundle-based algorithm for nonsmooth constrained multiobjective optimization problems with inexact data
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A proximal bundle-based algorithm for nonsmooth constrained multiobjective optimization problems with inexact data
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Journal Article
A proximal bundle-based algorithm for nonsmooth constrained multiobjective optimization problems with inexact data
2022
Overview
In this paper, a proximal bundle-based method for solving nonsmooth nonconvex constrained multiobjective optimization problems with inexact information is proposed and analyzed. In this method, each objective function is treated individually without employing any scalarization. Using the improvement function, we transform the problem into an unconstrained one. At each iteration, by the proximal bundle method, a piecewise linear model is built and by solving a convex subproblem, a new candidate iterate is obtained. For locally Lipschitz objective and constraint functions, we study the problem of computing an approximate substationary point (a substationary point), when only inexact (exact) information about the functions and subgradient values are accessible. At the end, some numerical experiments are provided to illustrate the effectiveness of the method and certify the theoretical results.
Publisher
Springer US,Springer Nature B.V
