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The multi-gradient descent algorithm (MGDA) finds a common descent direction that can improve all objectives by identifying the minimum-norm point in the convex hull of the objective gradients. This method has become a foundational tool in…

Optimization and Control · Mathematics 2025-04-16 Yuan-Zheng Lei , Yaobang Gong , Xianfeng Terry Yang

In this article, we propose a Newton-based method for solving multiobjective interval optimization problems (MIOPs). We first provide a connection between weakly Pareto optimal points and Pareto critical points in the context of MIOPs.…

Optimization and Control · Mathematics 2026-03-09 Tapas Mondal , Debdas Ghosh , Do Sang Kim

In this paper, a globally convergent Newton-type proximal gradient method is developed for composite multi-objective optimization problems where each objective function can be represented as the sum of a smooth function and a nonsmooth…

Optimization and Control · Mathematics 2024-10-25 Md Abu Talhamainuddin Ansary

In this paper, we develop a global descent method for non-convex multi-objective optimization problems. The proposed approach builds upon foundational concepts from single-objective global descent techniques while removing the need for…

Optimization and Control · Mathematics 2025-07-31 Bikram Adhikary , Md Abu Talhamainuddin Ansary , Savin Treanta

We propose a descent subgradient algorithm for unconstrained nonsmooth nonconvex multiobjective optimization problems. To find a descent direction, we present an iterative process that efficiently approximates the Goldstein subdifferential…

Optimization and Control · Mathematics 2024-06-24 Morteza Maleknia , Majid Soleimani-damaneh

In this work, the author presents a novel method for finding descent directions shared by two or more differentiable functions defined on the same unconstrained domain space. Then, the author illustrates an alternative Multiple-Gradient…

Optimization and Control · Mathematics 2026-01-08 Francesco Della Santa

Although application examples of multilevel optimization have already been discussed since the 1990s, the development of solution methods was almost limited to bilevel cases due to the difficulty of the problem. In recent years, in machine…

Optimization and Control · Mathematics 2021-10-27 Ryo Sato , Mirai Tanaka , Akiko Takeda

In this paper, we deal with multiobjective composite optimization problems, where each objective function is a combination of smooth and possibly non-smooth functions. We first propose a parameter-dependent conditional gradient method to…

Optimization and Control · Mathematics 2024-10-25 Wang Chen , Liping Tang , Xinmin Yang

This note proposes an algorithm to generate the Pareto front of a mixed discrete multi-objective optimization problem based on the pruning of irrelevant subproblems. An existing pruning-based method for a mixed discrete bi-objective problem…

Optimization and Control · Mathematics 2017-09-28 Juseong Lee , Sang-Il Lee , Jaemyung Ahn , Han-Lim Choi

In this work, multi-variable derivative-free optimization algorithms for unconstrained optimization problems are developed. A novel procedure for approximating the gradient of multi-variable objective functions based on non-commutative maps…

Optimization and Control · Mathematics 2021-11-17 Jan Feiling , Mohamed-Ali Belabbas , Christian Ebenbauer

For strongly convex objectives that are smooth, the classical theory of gradient descent ensures linear convergence relative to the number of gradient evaluations. An analogous nonsmooth theory is challenging. Even when the objective is…

Optimization and Control · Mathematics 2023-01-19 X. Y. Han , Adrian S. Lewis

The rapid progress in machine learning in recent years has been based on a highly productive connection to gradient-based optimization. Further progress hinges in part on a shift in focus from pattern recognition to decision-making and…

Machine Learning · Computer Science 2024-02-27 Neha S. Wadia , Yatin Dandi , Michael I. Jordan

In this article, we build on previous work to present an optimization algorithm for nonlinearly constrained multi-objective optimization problems. The algorithm combines a surrogate-assisted derivative-free trust-region approach with the…

Optimization and Control · Mathematics 2023-04-20 Manuel Berkemeier , Sebastian Peitz

Deep learning models form one of the most powerful machine learning models for the extraction of important features. Most of the designs of deep neural models, i.e., the initialization of parameters, are still manually tuned. Hence,…

Machine Learning · Computer Science 2023-05-18 Mrittika Chakraborty , Wreetbhas Pal , Sanghamitra Bandyopadhyay , Ujjwal Maulik

This article introduces the multi-objective adaptive order Caputo fractional gradient descent (MOAOCFGD) algorithm for solving unconstrained multi-objective problems. The proposed method performs equally well for both smooth and non-smooth…

Optimization and Control · Mathematics 2025-07-11 Barsha Shaw , Md Abu Talhamainuddin Ansary

Multiobjective optimization plays an increasingly important role in modern applications, where several objectives are often of equal importance. The task in multiobjective optimization and multiobjective optimal control is therefore to…

Optimization and Control · Mathematics 2019-06-24 Stefan Banholzer , Bennet Gebken , Michael Dellnitz , Sebastian Peitz , Stefan Volkwein

The vast majority of uncertainty quantification methods for deep object detectors such as variational inference are based on the network output. Here, we study gradient-based epistemic uncertainty metrics for deep object detectors to obtain…

Computer Vision and Pattern Recognition · Computer Science 2022-03-21 Tobias Riedlinger , Matthias Rottmann , Marius Schubert , Hanno Gottschalk

Many descent algorithms for multiobjective optimization have been developed in the last two decades. Tanabe et al. (Comput Optim Appl 72(2):339--361, 2019) proposed a proximal gradient method for multiobjective optimization, which can solve…

Optimization and Control · Mathematics 2022-04-11 Hiroki Tanabe , Ellen H. Fukuda , Nobuo Yamashita

The efficient optimization method for locally Lipschitz continuous multiobjective optimization problems from [1] is extended from finite-dimensional problems to general Hilbert spaces. The method iteratively computes Pareto critical points,…

Optimization and Control · Mathematics 2024-02-12 Konstantin Sonntag , Bennet Gebken , Georg Müller , Sebastian Peitz , Stefan Volkwein

In this paper, a descent method for nonsmooth multiobjective optimization problems on complete Riemannian manifolds is proposed. The objective functions are only assumed to be locally Lipschitz continuous instead of convexity used in…

Optimization and Control · Mathematics 2025-01-14 Chunming Tang , Hao He , Jinbao Jian , Miantao Chao