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LANS Informal Seminar: Brian Dandurand
May 8, 2019 @ 10:30 CDT
Seminar Title: Quadratic scalarization for decomposed multiobjective optimization
Speaker: Brian Dandurand, Postdoctoral Appointee, MCS/ANL
Date/Time: 2019-05-08 10:30
Location: Bldg. 240, Rm. 1404-05
Description:
Practical applications in multidisciplinary engineering design, business management, and military planning require distributed solution approaches for solving nonconvex, multiobjective optimization problems (MOPs). Under this motivation, a quadratic scalarization method (QSM) is developed with the goal to preserve decomposable structures of the MOP while addressing nonconvexity in a manner that avoids a high degree of nonlinearity and the introduction of additional nonsmoothness.
Under mild assumptions, necessary and sufficient conditions for QSM-generated solutions to be weakly and properly efficient for an MOP are developed, with any form of efficiency being understood in a local sense. QSM is shown to correspond with the relaxed, reformulated weighted-Chebyshev method as a special case. An example is provided for demonstrating the application of QSM to a nonconvex MOP.