A Descent Method for Nonsmooth Multiobjective Optimization in Hilbert Spaces

Konstantin Sonntag (), Bennet Gebken (), Georg Müller (), Sebastian Peitz () and Stefan Volkwein ()
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Konstantin Sonntag: Paderborn University
Bennet Gebken: Paderborn University
Georg Müller: Heidelberg University
Sebastian Peitz: Paderborn University
Stefan Volkwein: Konstanz University

Journal of Optimization Theory and Applications, 2024, vol. 203, issue 1, No 18, 455-487

Abstract: Abstract The efficient optimization method for locally Lipschitz continuous multiobjective optimization problems from Gebken and Peitz (J Optim Theory Appl 188:696–723, 2021) 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 Clarke 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.

Keywords: Multiobjective optimization; Nonsmooth optimization; Descent methods in Hilbert spaces; PDE-constrained optimization; Obstacle problem; 90C29; 49J52; 35B37; 34K35 (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s10957-024-02520-4

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