Time-Varying Multi-Objective Optimization: Tradeoff Regret Bounds
Fuente:
arXiv
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| Hauptverfasser: | , |
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| Format: | Preprint |
| Veröffentlicht: |
2022
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| _version_ | 1866914228753924096 |
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| author | Shafiei, Allahkaram Marecek, Jakub |
| author_facet | Shafiei, Allahkaram Marecek, Jakub |
| contents | Multi-objective optimization studies the process of seeking multiple competing desiderata in some operation. Solution techniques highlight marginal tradeoffs associated with weighing one objective over others. In this paper, we consider time-varying multi-objective optimization, in which the objectives are parametrized by a continuously varying parameter and a prescribed computational budget is available at each time instant to algorithmically adjust the decision variables to accommodate for the changes. We prove regret bounds indicating the relative guarantees on performance for the competing objectives. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2211_09774 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | Time-Varying Multi-Objective Optimization: Tradeoff Regret Bounds Shafiei, Allahkaram Marecek, Jakub Optimization and Control Multi-objective optimization studies the process of seeking multiple competing desiderata in some operation. Solution techniques highlight marginal tradeoffs associated with weighing one objective over others. In this paper, we consider time-varying multi-objective optimization, in which the objectives are parametrized by a continuously varying parameter and a prescribed computational budget is available at each time instant to algorithmically adjust the decision variables to accommodate for the changes. We prove regret bounds indicating the relative guarantees on performance for the competing objectives. |
| title | Time-Varying Multi-Objective Optimization: Tradeoff Regret Bounds |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2211.09774 |