An interactive method for nonsmooth multiobjective optimization with an application to optimal control
作者:
Kaisa Miettinen,
Marko M. Mäkelä,
期刊:
Optimization Methods and Software
(Taylor Available online 1993)
卷期:
Volume 2,
issue 1
页码: 31-44
ISSN:1055-6788
年代: 1993
DOI:10.1080/10556789308805533
出版商: Gordon and Breach Science Publishers
关键词: Nonsmooth multiobjective optimization;Geoffrion-Dyer-Feinberg method;bundle methods;optimal control
数据来源: Taylor
摘要:
An implementable method for nonsmooth multiobjective optimization is described. The algorithm is a modification of the well-known Geoffrion-Dyer-Feinberg (GDF) method for smooth interactive multiobjective problems. The smooth gradient-based Frank-Wolfe method exploited in the GDF method is replaced by a modified (Kiev) subgradient method in order to compute the search direction. The solutions are projected onto the set of Pareto optimal points by using exact penalty scalarizing functions. A bundle-type method is utilized to solve the nonsmooth single objective optimization problems arising in every iteration of the procedure.
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