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Bibliographic Details
Main Authors: Fan, Zhuoxin, Tang, Liping
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2409.04671
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Table of 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.