Sie haben Javascript deaktiviert!
Sie haben versucht eine Funktion zu nutzen, die nur mit Javascript möglich ist. Um sämtliche Funktionalitäten unserer Internetseite zu nutzen, aktivieren Sie bitte Javascript in Ihrem Browser.

Perspektivenwechsel. Bildinformationen anzeigen


Foto: Universität Paderborn

Bennet Gebken


Institut für Industriemathematik

Mitglied - Wissenschaftlicher Mitarbeiter

Lehrstuhl für Angewandte Mathematik

Mitglied - Wissenschaftlicher Mitarbeiter

+49 5251 60-2657
Technologiepark 21
33100 Paderborn

Liste im Research Information System öffnen


An efficient descent method for locally Lipschitz multiobjective optimization problems

B. Gebken, S. Peitz, Journal of Optimization Theory and Applications (2021), 188, pp. 696-723

In this article, we present an efficient descent method for locally Lipschitz continuous multiobjective optimization problems (MOPs). The method is realized by combining a theoretical result regarding the computation of descent directions for nonsmooth MOPs with a practical method to approximate the subdifferentials of the objective functions. We show convergence to points which satisfy a necessary condition for Pareto optimality. Using a set of test problems, we compare our method to the multiobjective proximal bundle method by M\"akel\"a. The results indicate that our method is competitive while being easier to implement. While the number of objective function evaluations is larger, the overall number of subgradient evaluations is lower. Finally, we show that our method can be combined with a subdivision algorithm to compute entire Pareto sets of nonsmooth MOPs.


Inverse multiobjective optimization: Inferring decision criteria from data

B. Gebken, S. Peitz, Journal of Global Optimization (2020)

It is a challenging task to identify the objectives on which a certain decision was based, in particular if several, potentially conflicting criteria are equally important and a continuous set of optimal compromise decisions exists. This task can be understood as the inverse problem of multiobjective optimization, where the goal is to find the objective function vector of a given Pareto set. To this end, we present a method to construct the objective function vector of an unconstrained multiobjective optimization problem (MOP) such that the Pareto critical set contains a given set of data points with prescribed KKT multipliers. If such an MOP can not be found, then the method instead produces an MOP whose Pareto critical set is at least close to the data points. The key idea is to consider the objective function vector in the multiobjective KKT conditions as variable and then search for the objectives that minimize the Euclidean norm of the resulting system of equations. By expressing the objectives in a finite-dimensional basis, we transform this problem into a homogeneous, linear system of equations that can be solved efficiently. Potential applications of this approach include the identification of objectives (both from clean and noisy data) and the construction of surrogate models for expensive MOPs.

On the Treatment of Optimization Problems with L1 Penalty Terms via Multiobjective Continuation

K. Bieker, B. Gebken, S. Peitz, in: arXiv:2012.07483, 2020

We present a novel algorithm that allows us to gain detailed insight into the effects of sparsity in linear and nonlinear optimization, which is of great importance in many scientific areas such as image and signal processing, medical imaging, compressed sensing, and machine learning (e.g., for the training of neural networks). Sparsity is an important feature to ensure robustness against noisy data, but also to find models that are interpretable and easy to analyze due to the small number of relevant terms. It is common practice to enforce sparsity by adding the ℓ1-norm as a weighted penalty term. In order to gain a better understanding and to allow for an informed model selection, we directly solve the corresponding multiobjective optimization problem (MOP) that arises when we minimize the main objective and the ℓ1-norm simultaneously. As this MOP is in general non-convex for nonlinear objectives, the weighting method will fail to provide all optimal compromises. To avoid this issue, we present a continuation method which is specifically tailored to MOPs with two objective functions one of which is the ℓ1-norm. Our method can be seen as a generalization of well-known homotopy methods for linear regression problems to the nonlinear case. Several numerical examples - including neural network training - demonstrate our theoretical findings and the additional insight that can be gained by this multiobjective approach.


On the hierarchical structure of Pareto critical sets

B. Gebken, S. Peitz, M. Dellnitz, Journal of Global Optimization (2019), 73(4), pp. 891-913

In this article we show that the boundary of the Pareto critical set of an unconstrained multiobjective optimization problem (MOP) consists of Pareto critical points of subproblems where only a subset of the set of objective functions is taken into account. If the Pareto critical set is completely described by its boundary (e.g., if we have more objective functions than dimensions in decision space), then this can be used to efficiently solve the MOP by solving a number of MOPs with fewer objective functions. If this is not the case, the results can still give insight into the structure of the Pareto critical set.

    ROM-based multiobjective optimization of elliptic PDEs via numerical continuation

    S. Banholzer, B. Gebken, M. Dellnitz, S. Peitz, S. Volkwein, in: arXiv:1906.09075, 2019

    Multiobjective optimization plays an increasingly important role in modern applications, where several objectives are often of equal importance. The task in multiobjective optimization and multiobjective optimal control is therefore to compute the set of optimal compromises (the Pareto set) between the conflicting objectives. Since the Pareto set generally consists of an infinite number of solutions, the computational effort can quickly become challenging which is particularly problematic when the objectives are costly to evaluate as is the case for models governed by partial differential equations (PDEs). To decrease the numerical effort to an affordable amount, surrogate models can be used to replace the expensive PDE evaluations. Existing multiobjective optimization methods using model reduction are limited either to low parameter dimensions or to few (ideally two) objectives. In this article, we present a combination of the reduced basis model reduction method with a continuation approach using inexact gradients. The resulting approach can handle an arbitrary number of objectives while yielding a significant reduction in computing time.

    On the equivariance properties of self-adjoint matrices

    M. Dellnitz, B. Gebken, R. Gerlach, S. Klus, Dynamical Systems (2019), pp. 1-19


    A Descent Method for Equality and Inequality Constrained Multiobjective Optimization Problems

    B. Gebken, S. Peitz, M. Dellnitz, in: Numerical and Evolutionary Optimization – NEO 2017, 2018

    In this article we propose a descent method for equality and inequality constrained multiobjective optimization problems (MOPs) which generalizes the steepest descent method for unconstrained MOPs by Fliege and Svaiter to constrained problems by using two active set strategies. Under some regularity assumptions on the problem, we show that accumulation points of our descent method satisfy a necessary condition for local Pareto optimality. Finally, we show the typical behavior of our method in a numerical example.

      Liste im Research Information System öffnen

      Die Universität der Informationsgesellschaft