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We present a proximal gradient method for solving convex multiobjective optimization problems, where each objective function is the sum of two convex functions, with one assumed to be continuously differentiable. The algorithm incorporates…

Optimization and Control · Mathematics 2024-04-18 Yunier Bello-Cruz , J. G. Melo , L. F. Prudente , R. V. G. Serra

The alternating direction method of multipliers (ADMM) is a versatile tool for solving a wide range of constrained optimization problems, with differentiable or non-differentiable objective functions. Unfortunately, its performance is…

Machine Learning · Computer Science 2017-07-20 Zheng Xu , Mario A. T. Figueiredo , Tom Goldstein

In this manuscript, we address continuous unconstrained multi-objective optimization problems and we discuss descent type methods for the reconstruction of the Pareto set. Specifically, we analyze the class of Front Descent methods, which…

Optimization and Control · Mathematics 2026-04-08 Matteo Lapucci , Pierluigi Mansueto , Davide Pucci

We propose a first-order method for solving inequality constrained optimization problems. The method is derived from our previous work [12], a modified search direction method (MSDM) that applies the singular-value decomposition of…

Optimization and Control · Mathematics 2020-03-12 Long Chen , Wenyi Chen , Kai-Uwe Bletzinger

Many-objective optimisation, a subset of multi-objective optimisation, involves optimisation problems with more than three objectives. As the number of objectives increases, the number of solutions needed to adequately represent the entire…

Artificial Intelligence · Computer Science 2026-04-13 Chao Jiang , Jingyu Huang , Miqing Li

Backtracking line search is foundational in numerical optimization. The basic idea is to adjust the step-size of an algorithm by a constant factor until some chosen criterion (e.g. Armijo, Descent Lemma) is satisfied. We propose a novel way…

Optimization and Control · Mathematics 2025-05-28 Joao V. Cavalcanti , Laurent Lessard , Ashia C. Wilson

We derive efficient algorithms to compute weakly Pareto optimal solutions for smooth, convex and unconstrained multiobjective optimization problems in general Hilbert spaces. To this end, we define a novel inertial gradient-like dynamical…

Optimization and Control · Mathematics 2022-07-27 Konstantin Sonntag , Sebastian Peitz

We consider whether conditions exist under which block-coordinate descent is asymptotically efficient in evolutionary multi-objective optimization, addressing an open problem. Block-coordinate descent, where an optimization problem is…

Neural and Evolutionary Computing · Computer Science 2024-07-17 Benjamin Doerr , Joshua Knowles , Aneta Neumann , Frank Neumann

We propose a unifying algorithm for non-smooth non-convex optimization. The algorithm approximates the objective function by a convex model function and finds an approximate (Bregman) proximal point of the convex model. This approximate…

Optimization and Control · Mathematics 2018-06-27 Peter Ochs , Jalal Fadili , Thomas Brox

Gradient methods are frequently used in large scale image deblurring problems since they avoid the onerous computation of the Hessian matrix of the objective function. Second order information is typically sought by a clever choice of the…

Numerical Analysis · Mathematics 2015-11-19 Federica Porta , Marco Prato , Luca Zanni

For optimization problems on Riemannian manifolds, many types of globally convergent algorithms have been proposed, and they are often equipped with the Riemannian version of the Armijo line search for global convergence. Such existing…

Optimization and Control · Mathematics 2025-04-11 Hiroyuki Sato , Yuya Yamakawa , Kensuke Aihara

Local optimization presents a promising approach to expensive, high-dimensional black-box optimization by sidestepping the need to globally explore the search space. For objective functions whose gradient cannot be evaluated directly,…

Machine Learning · Computer Science 2023-01-18 Quan Nguyen , Kaiwen Wu , Jacob R. Gardner , Roman Garnett

The modified BFGS optimization algorithm is generally used when the objective function is non-convex. In this method, one has to move in a specific direction such that the value of the objective function reduces. Therefore, the different…

Optimization and Control · Mathematics 2025-04-07 Manish Kumar Sahu , Suvendu Ranjan Pattanaik , Santosh Kumar Panda

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

The purpose of this paper is to present a boosted scaled subgradient-type method (BSSM) to minimize the difference of two convex functions (DC functions), where the first function is differentiable and the second one is possibly non-smooth.…

Optimization and Control · Mathematics 2021-03-22 Orizon P. Ferreira , Elianderson M. Santos , João Carlos O. Souza

We develop a new proximal-gradient method for minimizing the sum of a differentiable, possibly nonconvex, function plus a convex, possibly non differentiable, function. The key features of the proposed method are the definition of a…

Numerical Analysis · Mathematics 2016-05-13 Silvia Bonettini , Ignace Loris , Federica Porta , Marco Prato

Monotonicity and nonmonotonicity play a key role in studying the global convergence and the efficiency of iterative schemes employed in the field of nonlinear optimization, where globally convergent and computationally efficient schemes are…

Optimization and Control · Mathematics 2014-08-21 Masoud Ahookhosh , Susan Ghaderi

In this paper, we introduce several new quasi-Newton methods for the composite multiobjective optimization problems (in short, CMOP) with Armijo line search. These multiobjective versions of quasi-Newton methods include BFGS quasi-Newnon…

Optimization and Control · Mathematics 2023-09-12 Jian-Wen Peng , Jen-Chih Yao

This article deals with multiobjective composite optimization problems that consist of simultaneously minimizing several objective functions, each of which is composed of a combination of smooth and non-smooth functions. To tackle these…

Optimization and Control · Mathematics 2023-02-28 P. B. Assunção , O. P. Ferreira , L. F. Prudente

The renewed interest in Steepest Descent (SD) methods following the work of Barzilai and Borwein [IMA Journal of Numerical Analysis, 8 (1988)] has driven us to consider a globalization strategy based on SD, which is applicable to any…

Optimization and Control · Mathematics 2020-06-24 Daniela di Serafino , Gerardo Toraldo , Marco Viola