Smoothing Accelerated Proximal Gradient Method with Backtracking for Nonsmooth Multiobjective Optimization
Fuente:
arXiv
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| Natura: | Preprint |
| Pubblicazione: |
2025
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| _version_ | 1866913740447809536 |
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| author | Chengzhi, Huang |
| author_facet | Chengzhi, Huang |
| contents | For the composite multi-objective optimization problem composed of two nonsmooth terms, a smoothing method is used to overcome the nonsmoothness of the objective function, making the objective function contain at most one nonsmooth term. Then, inspired by the design idea of the aforementioned backtracking strategy, an update rule is proposed by constructing a relationship between an estimation sequence of the Lipschitz constant and a smoothing factor, which results in a backtracking strategy suitable for this problem, allowing the estimation sequence to be updated in a non-increasing manner. On this basis, a smoothing accelerated proximal gradient algorithm based on the backtracking strategy is further proposed. Under appropriate conditions, it is proven that all accumulation points of the sequence generated by this algorithm are weak Pareto optimal solutions. Additionally, the convergence rate of the algorithm under different parameters is established using a utility function. Numerical experiments show that, compared with the subgradient algorithm, the proposed algorithm demonstrates significant advantages in terms of runtime, iteration count, and function evaluations. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2503_12915 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Smoothing Accelerated Proximal Gradient Method with Backtracking for Nonsmooth Multiobjective Optimization Chengzhi, Huang Optimization and Control For the composite multi-objective optimization problem composed of two nonsmooth terms, a smoothing method is used to overcome the nonsmoothness of the objective function, making the objective function contain at most one nonsmooth term. Then, inspired by the design idea of the aforementioned backtracking strategy, an update rule is proposed by constructing a relationship between an estimation sequence of the Lipschitz constant and a smoothing factor, which results in a backtracking strategy suitable for this problem, allowing the estimation sequence to be updated in a non-increasing manner. On this basis, a smoothing accelerated proximal gradient algorithm based on the backtracking strategy is further proposed. Under appropriate conditions, it is proven that all accumulation points of the sequence generated by this algorithm are weak Pareto optimal solutions. Additionally, the convergence rate of the algorithm under different parameters is established using a utility function. Numerical experiments show that, compared with the subgradient algorithm, the proposed algorithm demonstrates significant advantages in terms of runtime, iteration count, and function evaluations. |
| title | Smoothing Accelerated Proximal Gradient Method with Backtracking for Nonsmooth Multiobjective Optimization |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2503.12915 |