Decomposition-Invariant Pairwise Frank-Wolfe Algorithm for Constrained Multiobjective Optimization
Optimization and Control
2024-09-10 v1
Abstract
Recently the away-step Frank-Wolfe algoritm for constrained multiobjective optimization has been shown linear convergence rate over a polytope which is generated by finite points set. In this paper we design a decomposition-invariant pairwise frank-wolfe algorithm for multiobjective optimization that the feasible region is an arbitrary bounded polytope. We prove it has linear convergence rate of the whole sequence to a pareto optimal solution under strongly convexity without other assumptions.
Cite
@article{arxiv.2409.04671,
title = {Decomposition-Invariant Pairwise Frank-Wolfe Algorithm for Constrained Multiobjective Optimization},
author = {Zhuoxin Fan and Liping Tang},
journal= {arXiv preprint arXiv:2409.04671},
year = {2024}
}
Comments
10 pages, 2 figures