Complexity iteration analysis for strongly convex multi-objective optimization using a Newton path-following procedure
In this note we consider the iteration complexity of solving strongly convex multi objective optimization. We discuss the precise meaning of this problem, and indicate it is loosely defined, but the most natural notion is to find a set of Pareto optimal points across a grid of scalarized problems. W...
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| creator | Bergou, E Diouane, Y Kungurtsev, V |
| description | In this note we consider the iteration complexity of solving strongly convex
multi objective optimization. We discuss the precise meaning of this problem,
and indicate it is loosely defined, but the most natural notion is to find a
set of Pareto optimal points across a grid of scalarized problems. We derive
that in most cases, performing sensitivity based path-following after obtaining
one solution is the optimal strategy for this task in terms of iteration
complexity. |
| doi_str_mv | 10.48550/arxiv.2004.02979 |
| format | Article |
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multi objective optimization. We discuss the precise meaning of this problem,
and indicate it is loosely defined, but the most natural notion is to find a
set of Pareto optimal points across a grid of scalarized problems. We derive
that in most cases, performing sensitivity based path-following after obtaining
one solution is the optimal strategy for this task in terms of iteration
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multi objective optimization. We discuss the precise meaning of this problem,
and indicate it is loosely defined, but the most natural notion is to find a
set of Pareto optimal points across a grid of scalarized problems. We derive
that in most cases, performing sensitivity based path-following after obtaining
one solution is the optimal strategy for this task in terms of iteration
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multi objective optimization. We discuss the precise meaning of this problem,
and indicate it is loosely defined, but the most natural notion is to find a
set of Pareto optimal points across a grid of scalarized problems. We derive
that in most cases, performing sensitivity based path-following after obtaining
one solution is the optimal strategy for this task in terms of iteration
complexity.</abstract><doi>10.48550/arxiv.2004.02979</doi><oa>free_for_read</oa></addata></record> |
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| subjects | Mathematics - Optimization and Control |
| title | Complexity iteration analysis for strongly convex multi-objective optimization using a Newton path-following procedure |
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