An Adaptive Order Caputo Fractional Gradient Descent Method for Multi-objective Optimization Problems

Fuente: arXiv
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Main Authors: Shaw, Barsha, Ansary, Md Abu Talhamainuddin
Format: Preprint
Published: 2025
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author Shaw, Barsha
Ansary, Md Abu Talhamainuddin
author_facet Shaw, Barsha
Ansary, Md Abu Talhamainuddin
contents This article introduces the multi-objective adaptive order Caputo fractional gradient descent (MOAOCFGD) algorithm for solving unconstrained multi-objective problems. The proposed method performs equally well for both smooth and non-smooth multi-objective optimization problems. Moreover, the proposed method does not require any a priori chosen parameters or ordering information of the objective functions. At every iteration of the proposed method, a subproblem is solved to identify a suitable descent direction toward an optimal solution. This subproblem involves an adaptive-order Caputo fractional gradient for each objective function. An Armijo-type line search is applied to determine a suitable step length. The convergence of this method for the Tikhonov-regularized solution is justified under mild assumptions. The proposed method is verified using different numerical problems, including neural networks.
format Preprint
id arxiv_https___arxiv_org_abs_2507_07674
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle An Adaptive Order Caputo Fractional Gradient Descent Method for Multi-objective Optimization Problems
Shaw, Barsha
Ansary, Md Abu Talhamainuddin
Optimization and Control
26A33, 90C29, 90C25, 65K99, 49M05
This article introduces the multi-objective adaptive order Caputo fractional gradient descent (MOAOCFGD) algorithm for solving unconstrained multi-objective problems. The proposed method performs equally well for both smooth and non-smooth multi-objective optimization problems. Moreover, the proposed method does not require any a priori chosen parameters or ordering information of the objective functions. At every iteration of the proposed method, a subproblem is solved to identify a suitable descent direction toward an optimal solution. This subproblem involves an adaptive-order Caputo fractional gradient for each objective function. An Armijo-type line search is applied to determine a suitable step length. The convergence of this method for the Tikhonov-regularized solution is justified under mild assumptions. The proposed method is verified using different numerical problems, including neural networks.
title An Adaptive Order Caputo Fractional Gradient Descent Method for Multi-objective Optimization Problems
topic Optimization and Control
26A33, 90C29, 90C25, 65K99, 49M05
url https://arxiv.org/abs/2507.07674