Conditional gradient method for multiobjective optimization
Pedro Bonfim Assunção(pedro.ufg.matgmail.com)
Abstract: We analyze the conditional gradient method, also known as Frank-Wolfe method, for constrained multiobjective optimization. The constraint set is assumed to be convex and compact, and the objectives functions are assumed to be continuously differentiable. The method is considered with different strategies for obtaining the step sizes. Asymptotic convergence properties and iteration-complexity bounds with and without convexity assumptions on the objective functions are stablished. Numerical experiments are provided to illustrate the effectiveness of the method and certify the obtained theoretical results.
Keywords: Conditional gradient method; multiobjective optimization; Pareto optimality; constrained optimization problem
Category 1: Other Topics (Multi-Criteria Optimization )
Category 2: Nonlinear Optimization (Constrained Nonlinear Optimization )
Citation: P. B. Assunção, O. P. Ferreira, and L. F. Prudente, Conditional gradient method for multiobjective optimization, Federal University of Goias, 2020.
Entry Submitted: 04/07/2020
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