Iteration-complexity and asymptotic analysis of steepest descent method for multiobjective optimization on Riemannian manifolds

DOI10.1007/S10957-019-01615-7zbMATH Open1432.90137arXiv1906.05975OpenAlexW2992083372WikidataQ115382545 ScholiaQ115382545MaRDI QIDQ2302754FDOQ2302754

Authors: Maurício Silva Louzeiro, L. F. Prudente, O. P. Ferreira 

Publication date: 26 February 2020

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Abstract: The steepest descent method for multiobjective optimization on Riemannian manifolds with lower bounded sectional curvature is analyzed in this paper. The aim of the paper is twofold. Firstly, an asymptotic analysis of the method is presented with three different finite procedures for determining the stepsize, namely, Lipschitz stepsize, adaptive stepsize and Armijo-type stepsize. The second aim is to present, by assuming that the Jacobian of the objective function is componentwise Lipschitz continuous, iteration-complexity bounds for the method with these three stepsizes strategies. In addition, some examples are presented to emphasize the importance of working in this new context. Numerical experiments are provided to illustrate the effectiveness of the method in this new setting and certify the obtained theoretical results.

Full work available at URL: https://arxiv.org/abs/1906.05975

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zbMATH Keywords

Riemannian manifoldsteepest descent methodmultiobjective optimization problemiteration-complexity boundlower bounded curvature

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Multi-objective and goal programming (90C29) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited In (11)

• On \(q\)-steepest descent method for unconstrained multiobjective optimization problems
• A generalized geometric spectral conjugate gradient algorithm for finding zero of a monotone tangent vector field on a constant curvature Hadamard manifold
• Inexact proximal point algorithm for quasiconvex optimization problems on Hadamard manifolds
• Multiobjective BFGS method for optimization on Riemannian manifolds
• An incremental descent method for multi-objective optimization
• Riemannian conjugate gradient methods: general framework and specific algorithms with convergence analyses
• A trust region method for solving multicriteria optimization problems on Riemannian manifolds
• On the convergence of steepest descent methods for multiobjective optimization
• Convergence of inexact steepest descent algorithm for multiobjective optimizations on Riemannian manifolds without curvature constraints
• An inexact steepest descent method for multicriteria optimization on Riemannian manifolds
• Complexity bound of trust-region methods for convex smooth unconstrained multiobjective optimization

Uses Software

• Expokit
• ALGENCAN
• Algorithm 500

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