A Descent Method for Nonsmooth Multiobjective Optimization in Hilbert Spaces

التفاصيل البيبلوغرافية
العنوان: A Descent Method for Nonsmooth Multiobjective Optimization in Hilbert Spaces
المؤلفون: Sonntag, Konstantin, Gebken, Bennet, Müller, Georg, Peitz, Sebastian, Volkwein, Stefan
سنة النشر: 2024
المجموعة: Mathematics
مصطلحات موضوعية: Mathematics - Optimization and Control, 90C29, 49J52, 35B37, 34K35
الوصف: The efficient optimization method for locally Lipschitz continuous multiobjective optimization problems from [1] is extended from finite-dimensional problems to general Hilbert spaces. The method iteratively computes Pareto critical points, where in each iteration, an approximation of the subdifferential is computed in an efficient manner and then used to compute a common descent direction for all objective functions. To prove convergence, we present some new optimality results for nonsmooth multiobjective optimization problems in Hilbert spaces. Using these, we can show that every accumulation point of the sequence generated by our algorithm is Pareto critical under common assumptions. Computational efficiency for finding Pareto critical points is numerically demonstrated for multiobjective optimal control of an obstacle problem.
Comment: 24 pages, 5 figures
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2402.06376
رقم الأكسشن: edsarx.2402.06376
قاعدة البيانات: arXiv