A dynamic gradient approach to Pareto optimization with nonsmooth convex objective functions

DOI10.1016/J.JMAA.2014.09.001zbMATH Open1304.49032arXiv1406.1694OpenAlexW1992296912MaRDI QIDQ458364FDOQ458364

Authors: Guillaume Garrigos, Xavier Goudou, Hédy Attouch 

Publication date: 7 October 2014

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Abstract: In a general Hilbert framework, we consider continuous gradient-like dynamical systems for constrained multiobjective optimization involving non-smooth convex objective functions. Our approach is in the line of a previous work where was considered the case of convex di erentiable objective functions. Based on the Yosida regularization of the subdi erential operators involved in the system, we obtain the existence of strong global trajectories. We prove a descent property for each objective function, and the convergence of trajectories to weak Pareto minima. This approach provides a dynamical endogenous weighting of the objective functions. Applications are given to cooperative games, inverse problems, and numerical multiobjective optimization.

Full work available at URL: https://arxiv.org/abs/1406.1694

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zbMATH Keywords

subdifferential operatorsYosida regularizationgradient-like methodsmultiobjective convex optimizationPareto minima

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Nonsmooth analysis (49J52) Methods of reduced gradient type (90C52)

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Cited In (7)

• An efficient descent method for locally Lipschitz multiobjective optimization problems
• Fast convergence of inertial multiobjective gradient-like systems with asymptotic vanishing damping
• Multiobjective optimal control of a non-smooth semilinear elliptic partial differential equation
• A unifying convex analysis and switching system approach to consensus with undirected communication graphs
• Multiple reduced gradient method for multiobjective optimization problems
• A continuous gradient-like dynamical approach to Pareto-optimization in Hilbert spaces
• A descent method for nonsmooth multiobjective optimization in Hilbert spaces

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