Simpliciality of strongly convex problems

DOI10.2969/JMSJ/83918391MaRDI QIDQ821589zbMATH OpenOpenAlexFDO

Authors Naoki Hamada, Shunsuke Ichiki

Publication date 21 September 2021

Published in Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1912.09328

zbMATH Keywords

generic linear perturbationmultiobjective optimizationsimplicial problemsingularity theorystrongly convex problemtransversality

Mathematics Subject Classification ID

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

Abstract: A multiobjective optimization problem is $C^r$ simplicial if the Pareto set and the Pareto front are $C^r$ diffeomorphic to a simplex and, under the $C^r$ diffeomorphisms, each face of the simplex corresponds to the Pareto set and the Pareto front of a subproblem, where $0leqrleqinfty$. In the paper titled "Topology of Pareto sets of strongly convex problems," it has been shown that a strongly convex $C^r$ problem is $C^{r-1}$ simplicial under a mild assumption on the ranks of the differentials of the mapping for $2leqrleqinfty$. On the other hand, in this paper, we show that a strongly convex $C^1$ problem is $C^0$ simplicial under the same assumption. Moreover, we establish a specialized transversality theorem on generic linear perturbations of a strongly convex $C^r$ mapping $(rgeq2)$. By the transversality theorem, we also give an application of singularity theory to a strongly convex $C^r$ problem for $2leqrleqinfty$.

Review text

A multiobjective optimization problem is \(C^r\) simplicial if the Pareto set and the Pareto front are \(C^r\) diffeomorphic to a simplex and, under the \(C^r\) diffeomorphisms, each face of the simplex corresponds to the Pareto set and the Pareto front of a subproblem, where \(r\) is a positive number. The simpliciality is an important property, which can be seen in several practical problems ranging from facility location studied already. The sparse modeling is actively developed now day. If a problem is simplicial, then it is possible to efficiently compute a parametric-surface approximation of the entire Pareto set with few samples points. In this paper, the authors give a specialized transversality theorem on generic linear perturbations of a strongly convex mapping and proof another theorem for a singularity theory to a strongly convex problem. In Section 2, are presented two examples of weakly simplicial problems and some remarks. By lemmas prepared in Section 3, it is proved in Section 4. Moreover, in Section 5, all manifolds are without boundary and assumed to have countable bases. The purpose of this section is to establish the specialized transversality theorem for generically linearly perturbed strongly convex mappings, which is an essential tool for the proof of theorem in Section 6. Section 7 is an appendix, which shows demonstrations of some lemmas used already in previous sections of the article.

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Cites work

• Characterization of generic transversality
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Cited in

(2)

• Topology of Pareto sets of strongly convex problems
• A refined transversality theorem on linear perturbations and its applications

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