Topology of Pareto sets of strongly convex problems

DOI10.1137/19M1271439zbMATH Open1454.90054arXiv1904.03615OpenAlexW3090972983MaRDI QIDQ4971019FDOQ4971019

Authors: Naoki Hamada, Kenta Hayano, Shunsuke Ichiki, Yutaro Kabata, Hiroshi Teramoto 

Publication date: 8 October 2020

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Abstract: A multiobjective optimization problem is simplicial if the Pareto set and front are homeomorphic to a simplex and, under the homeomorphisms, each face of the simplex corresponds to the Pareto set and front of a subproblem. In this paper, we show that strongly convex problems are simplicial under a mild assumption on the ranks of the differentials of the objective mappings. We further prove that one can make any strongly convex problem satisfy the assumption by a generic linear perturbation, provided that the dimension of the source is sufficiently larger than that of the target. We demonstrate that the location problems, a biological modeling, and the ridge regression can be reduced to multiobjective strongly convex problems via appropriate transformations preserving the Pareto ordering and the topology.

Full work available at URL: https://arxiv.org/abs/1904.03615

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zbMATH Keywords

multiobjective optimizationsimplicial problemstrongly convex mappingtopology of differentiable mapping

Mathematics Subject Classification ID

Convex programming (90C25) Multi-objective and goal programming (90C29) Singularities of differentiable mappings in differential topology (57R45) Differentiable mappings in differential topology (57R35)

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Cited In (5)

• Simpliciality of strongly convex problems
• The fixed point property in convex multi-objective optimization problem
• A refined transversality theorem on linear perturbations and its applications
• Comprehensive standard system for generalized mixed module and its application to singularity theory
• Properties of pareto sets in locally convex spaces

Uses Software

• MOEA/D

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