Decomposition-Invariant Pairwise Frank-Wolfe Algorithm for Constrained Multiobjective Optimization
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arXiv
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| Hauptverfasser: | , |
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| Format: | Preprint |
| Veröffentlicht: |
2024
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| _version_ | 1866914941262364672 |
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| author | Fan, Zhuoxin Tang, Liping |
| author_facet | Fan, Zhuoxin Tang, Liping |
| contents | Recently the away-step Frank-Wolfe algoritm for constrained multiobjective optimization has been shown linear convergence rate over a polytope which is generated by finite points set. In this paper we design a decomposition-invariant pairwise frank-wolfe algorithm for multiobjective optimization that the feasible region is an arbitrary bounded polytope. We prove it has linear convergence rate of the whole sequence to a pareto optimal solution under strongly convexity without other assumptions. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2409_04671 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Decomposition-Invariant Pairwise Frank-Wolfe Algorithm for Constrained Multiobjective Optimization Fan, Zhuoxin Tang, Liping Optimization and Control 49M05, 65K05, 90C29 Recently the away-step Frank-Wolfe algoritm for constrained multiobjective optimization has been shown linear convergence rate over a polytope which is generated by finite points set. In this paper we design a decomposition-invariant pairwise frank-wolfe algorithm for multiobjective optimization that the feasible region is an arbitrary bounded polytope. We prove it has linear convergence rate of the whole sequence to a pareto optimal solution under strongly convexity without other assumptions. |
| title | Decomposition-Invariant Pairwise Frank-Wolfe Algorithm for Constrained Multiobjective Optimization |
| topic | Optimization and Control 49M05, 65K05, 90C29 |
| url | https://arxiv.org/abs/2409.04671 |