Related papers: Memory gradient method for multiobjective optimiza…
We introduce a nonmonotone extension of the Front Descent framework for multiobjective optimization. The method uses novel nonmonotone line searches that allow temporary increases in some objective functions. To our knowledge, this is the…
Interpreting gradient methods as fixed-point iterations, we provide a detailed analysis of those methods for minimizing convex objective functions. Due to their conceptual and algorithmic simplicity, gradient methods are widely used in…
Any gradient descent optimization requires to choose a learning rate. With deeper and deeper models, tuning that learning rate can easily become tedious and does not necessarily lead to an ideal convergence. We propose a variation of the…
In this paper, we propose a variable metric method for unconstrained multiobjective optimization problems (MOPs). First, a sequence of points is generated using different positive definite matrices in the generic framework. It is proved…
We propose an Adagrad-like algorithm for multi-objective unconstrained optimization that relies on the computation of a common descent direction only. Unlike classical local algorithms for multi-objective optimization, our approach does not…
It is a very challenging task to identify the objectives on which a certain decision was based, in particular if several, potentially conflicting criteria are equally important and a continuous set of optimal compromise decisions exists.…
We present a new gradient-like dynamical system related to unconstrained convex smooth multiobjective optimization which involves inertial effects and asymptotic vanishing damping. To the best of our knowledge, this system is the first…
Many modern deep learning applications require balancing multiple objectives that are often conflicting. Examples include multi-task learning, fairness-aware learning, and the alignment of Large Language Models (LLMs). This leads to…
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…
In this paper, we consider gradient methods for minimizing smooth convex functions, which employ the information obtained at the previous iterations in order to accelerate the convergence towards the optimal solution. This information is…
As the interest in multi- and many-objective optimization algorithms grows, the performance comparison of these algorithms becomes increasingly important. A large number of performance indicators for multi-objective optimization algorithms…
Multi-objective learning under user-specified preference is common in real-world problems such as multi-lingual speech recognition under fairness. In this work, we frame such a problem as a semivectorial bilevel optimization problem, whose…
Stochastic coordinate descent algorithms are efficient methods in which each iterate is obtained by fixing most coordinates at their values from the current iteration, and approximately minimizing the objective with respect to the remaining…
In this paper we consider large-scale composite optimization problems having the objective function formed as a sum of two terms (possibly nonconvex), one has (block) coordinate-wise Lipschitz continuous gradient and the other is…
Real-world problems are often multi-objective with decision-makers unable to specify a priori which trade-off between the conflicting objectives is preferable. Intuitively, building machine learning solutions in such cases would entail…
Many optimization problems require balancing multiple conflicting objectives. As gradient descent is limited to single-objective optimization, we introduce its direct generalization: Jacobian descent (JD). This algorithm iteratively updates…
Multimodality is one of the biggest difficulties for optimization as local optima are often preventing algorithms from making progress. This does not only challenge local strategies that can get stuck. It also hinders meta-heuristics like…
Multi-objective optimization (MOO) has become an influential framework in many machine learning problems with multiple objectives such as learning with multiple criteria and multi-task learning (MTL). In this paper, we propose a new…
For solving constrained multicriteria problems, we introduce the multiobjective barrier method (MBM), which extends the scalar-valued internal penalty method. This multiobjective version of the classical method also requires a penalty…
To date, the multi-objective optimization literature has mainly focused on conflicting objectives, studying the Pareto front, or requiring users to balance tradeoffs. Yet, in machine learning practice, there are many scenarios where such…