Stochastic Frank-Wolfe methods for stochastic multi-objective optimization

DOI10.1007/S11117-026-01236-1MaRDI QIDQ7402334zbMATH OpenFDO

Authors Yong Zhao, Yue-Lei Zhu, Wang Chen, Zaiyun Peng

Publication date 2026

Published in Positivity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11117-026-01236-1

zbMATH Keywords

convergence ratestochastic Frank-Wolfe algorithmstochastic multi-objective optimization

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Stochastic programming (90C15) Multi-objective and goal programming (90C29)

Cites work

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• The stochastic multi-gradient algorithm for multi-objective optimization and its application to supervised machine learning

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