Fast Multiobjective Gradient Methods with Nesterov Acceleration via Inertial Gradient-like Systems
From MaRDI portal
Abstract: We derive efficient algorithms to compute weakly Pareto optimal solutions for smooth, convex and unconstrained multiobjective optimization problems in general Hilbert spaces. To this end, we define a novel inertial gradient-like dynamical system in the multiobjective setting, whose trajectories converge weakly to Pareto optimal solutions. Discretization of this system yields an inertial multiobjective algorithm which generates sequences that converge weakly to Pareto optimal solutions. We employ Nesterov acceleration to define an algorithm with an improved convergence rate compared to the plain multiobjective steepest descent method (Algorithm 1). A further improvement in terms of efficiency is achieved by avoiding the solution of a quadratic subproblem to compute a common step direction for all objective functions, which is usually required in first order methods. Using a different discretization of our inertial gradient-like dynamical system, we obtain an accelerated multiobjective gradient method that does not require the solution of a subproblem in each step (Algorithm 2). While this algorithm does not converge in general, it yields good results on test problems while being faster than standard steepest descent by two to three orders of magnitude.
Recommendations
- Fast convergence of inertial multiobjective gradient-like systems with asymptotic vanishing damping
- A dynamic gradient approach to Pareto optimization with nonsmooth convex objective functions
- Accelerated diagonal steepest descent method for unconstrained multiobjective optimization
- A gradient like algorithm for linearly constrained multi-objective optimization
- A continuous gradient-like dynamical approach to Pareto-optimization in Hilbert spaces
Cited in
(8)- MONOTONICITY FOR MULTIOBJECTIVE ACCELERATED PROXIMAL GRADIENT METHODS
- An away-step Frank-Wolfe algorithm for constrained multiobjective optimization
- Fast convergence of inertial multiobjective gradient-like systems with asymptotic vanishing damping
- Improvements to steepest descent method for multi-objective optimization
- Inertial dynamics with vanishing Tikhonov regularization for multiobjective optimization
- Preconditioned Barzilai-Borwein methods for multiobjective optimization problems
- Generalized conditional gradient methods for multiobjective composite optimization problems with Hölder condition
- Common pitfalls to avoid while using multiobjective optimization in machine learning
This page was built for publication: Fast Multiobjective Gradient Methods with Nesterov Acceleration via Inertial Gradient-like Systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6406075)
