English

Fast Accelerated Proximal Gradient Method with New Extrapolation Term for Multiobjective Optimization

Optimization and Control 2025-10-17 v3

Abstract

In this paper, we propose a novel extrapolation coefficient scheme within a new extrapolation term and develop an accelerated proximal gradient algorithm. We establish that the algorithm achieves a sublinear convergence rate. The proposed scheme only requires the Lipschitz constant estimate sequence to satisfy mild initial conditions, under which a key equality property can be derived to support the convergence analysis. Numerical experiments are provided to demonstrate the effectiveness and practical performance of the proposed method.

Keywords

Cite

@article{arxiv.2507.06737,
  title  = {Fast Accelerated Proximal Gradient Method with New Extrapolation Term for Multiobjective Optimization},
  author = {Chengzhi Huang},
  journal= {arXiv preprint arXiv:2507.06737},
  year   = {2025}
}

Comments

arXiv admin note: substantial text overlap with arXiv:2412.14007