An away-step Frank-Wolfe algorithm for constrained multiobjective optimization

DOI10.1007/S10589-024-00577-5MaRDI QIDQ6568923zbMATH OpenFDO

Authors Douglas S. Gonçalves, M. L. N. Gonçalves, J. G. Melo

Publication date 8 July 2024

Published in Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10589-024-00577-5

zbMATH Keywords

away-stepconditional gradient methodconstrained multiobjective problemFrank-Wolfe algorithmlinear convergence ratePareto optimality

Mathematics Subject Classification ID

Numerical methods based on necessary conditions (49M05) Multiobjective variational problems, Pareto optimality, applications to economics, etc. (58E17) Numerical mathematical programming methods (65K05) Multi-objective and goal programming (90C29)

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Cites work

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Cited in

(7)

• Faster convergence of conditional gradient method for multiobjective optimization under different step sizes
• A hybrid gradient method for vector optimization problems
• On the convergence of conditional gradient method for unbounded multiobjective optimization problems
• Improved convergence rates for the multiobjective Frank-Wolfe method
• An exact penalty method with nonmonotone line search and rapid infeasibility detection for constrained multiobjective optimization: application in supervised machine learning
• Complexity bounds for smooth multiobjective optimization
• A nonmonotone line search method for solving constrained multiobjective optimization problems

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