Descent algorithm for nonsmooth stochastic multiobjective optimization

DOI10.1007/S10589-017-9921-XMaRDI QIDQ1687314zbMATH OpenOpenAlexFDO

Authors Fabrice Poirion, Quentin Mercier, Jean-Antoine Désidéri

Publication date 22 December 2017

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

Full work available at URL https://hal.inria.fr/hal-01660788/file/articlePQD-COAP.pdf

zbMATH Keywords

almost sure convergencemultiobjective optimizationnonsmoothstochastic

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Stochastic programming (90C15)

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Cites work

• scientific article; zbMATH DE number 48952 (Why is no real title available?)
• scientific article; zbMATH DE number 976356 (Why is no real title available?)
• A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization
• A subgradient method for multiobjective optimization
• Approximating Subdifferentials by Random Sampling of Gradients
• Introduction to nonsmooth optimization. Theory, practice and software
• Methods of descent for nondifferentiable optimization
• Multiple subgradient descent bundle method for convex nonsmooth multiobjective optimization
• Multiple-gradient descent algorithm (MGDA) for multiobjective optimization
• Nonlinear multiobjective optimization
• Stochastic multiobjective optimization: Sample average approximation and applications
• Stochastic optimization over a Pareto set associated with a stochastic multi-objective optimization problem
• Survey of Bundle Methods for Nonsmooth Optimization

Cited in

(7)

• FlexiBO: A Decoupled Cost-Aware Multi-Objective Optimization Approach for Deep Neural Networks
• Adaptive sampling stochastic multigradient algorithm for stochastic multiobjective optimization
• An introduction to multiobjective simulation optimization
• The stochastic multi-gradient algorithm for multi-objective optimization and its application to supervised machine learning
• Efficient multi-objective reinforcement learning via multiple-gradient descent with iteratively discovered weight-vector sets
• A stochastic multiple gradient descent algorithm
• Non-convex multiobjective optimization under uncertainty: a descent algorithm. Application to sandwich plate design and reliability

Describes a project that uses

Uses Software

• GradSamp

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