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In this paper, we propose a new and efficient nonmonotone adaptive trust region algorithm to solve unconstrained optimization problems. This algorithm incorporates two novelties: it benefits from a radius dependent shrinkage parameter for…

Optimization and Control · Mathematics 2021-05-11 Ahmad Kamandi , Keyvan Amini

We consider the problem of nonnegative tensor completion. We adopt the alternating optimization framework and solve each nonnegative matrix completion problem via a stochastic variation of the accelerated gradient algorithm. We…

Signal Processing · Electrical Eng. & Systems 2021-09-21 Ioanna Siaminou , Ioannis Marios Papagiannakos , Christos Kolomvakis , Athanasios P. Liavas

Multi-objective optimization is central to many engineering and machine learning applications, where multiple objectives must be optimized in balance. While multi-gradient based optimization methods combine these objectives in each step,…

Optimization and Control · Mathematics 2026-05-13 Trang H. Tran , Luis Nunes Vicente

In this paper, we introduce two parabolic target-space interior-point algorithms for solving monotone linear complementarity problems. The first algorithm is based on a universal tangent direction, which has been recently proposed for…

Optimization and Control · Mathematics 2025-07-31 Marianna E. -Nagy , Tibor Illés , Yurii Nesterov , Petra Renáta Rigó

In this work, we consider multiobjective optimization problems with both bound constraints on the variables and general nonlinear constraints, where objective and constraint function values can only be obtained by querying a black box.…

Optimization and Control · Mathematics 2022-04-15 Giampaolo Liuzzi , Stefano Lucidi

The optimization problems associated with training generative adversarial neural networks can be largely reduced to certain {\em non-monotone} variational inequality problems (VIPs), whereas existing convergence results are mostly based on…

Optimization and Control · Mathematics 2021-03-09 Chaobing Song , Zhengyuan Zhou , Yichao Zhou , Yong Jiang , Yi Ma

It is desirable in many multi-objective machine learning applications, such as multi-task learning with conflicting objectives and multi-objective reinforcement learning, to find a Pareto solution that can match a given preference of a…

Machine Learning · Computer Science 2024-02-19 Xiaoyuan Zhang , Xi Lin , Qingfu Zhang

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

In this study, a nondominated-solution-based multi-objective greedy method is proposed and applied to a sensor selection problem based on the multiple indices of the optimal design of experiments. The proposed method simultaneously…

Signal Processing · Electrical Eng. & Systems 2023-06-21 Kumi Nakai , Yasuo Sasaki , Takayuki Nagata , Keigo Yamada , Yuji Saito , Taku Nonomura

Machine learning problems with multiple objective functions appear either in learning with multiple criteria where learning has to make a trade-off between multiple performance metrics such as fairness, safety and accuracy; or, in…

Machine Learning · Computer Science 2024-03-20 Heshan Fernando , Han Shen , Miao Liu , Subhajit Chaudhury , Keerthiram Murugesan , Tianyi Chen

In this work we propose a general nonmonotone line-search method for nonconvex multi\-objective optimization problems with convex constraints. At the $k$th iteration, the degree of nonmonotonicity is controlled by a vector $\nu_{k}$ with…

Optimization and Control · Mathematics 2024-11-15 Maria Eduarda Pinheiro , Geovani Nunes Grapiglia

This thesis derives, tests and applies two linear projection algorithms for machine learning under non-stationarity. The first finds a direction in a linear space upon which a data set is maximally non-stationary. The second aims to…

Machine Learning · Computer Science 2011-10-05 Duncan A. J. Blythe

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

This paper addresses some trust-region methods equipped with nonmonotone strategies for solving nonlinear unconstrained optimization problems. More specifically, the importance of using nonmonotone techniques in nonlinear optimization is…

Optimization and Control · Mathematics 2015-01-12 Masoud Ahookhosh , Susan Ghaderi

Optimization of conflicting functions is of paramount importance in decision making, and real world applications frequently involve data that is uncertain or unknown, resulting in multi-objective optimization (MOO) problems of stochastic…

Numerical Analysis · Mathematics 2021-02-08 Suyun Liu , Luis Nunes Vicente

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

Benson's outer approximation algorithm and its variants are the most frequently used methods for solving linear multiobjective optimization problems. These algorithms have two intertwined components: one-dimensional linear optimization one…

Optimization and Control · Mathematics 2019-03-21 Laszlo Csirmaz

The practical implementation of high-fidelity quantum gates faces significant challenges in simultaneously mitigating multiple operational errors arising from distinct physical mechanisms. These errors often span orders of magnitude in…

Quantum Physics · Physics 2025-10-10 Min-Hua Zhang , Jing Qian

In this paper, we propose a conditional gradient method for solving constrained vector optimization problems with respect to a partial order induced by a closed, convex and pointed cone with nonempty interior. When the partial order under…

Optimization and Control · Mathematics 2022-04-12 Wang Chen , Xinmin Yang , Yong Zhao

We consider rather a general class of multi-level optimization problems, where a convex objective function is to be minimized subject to constraints of optimality of nested convex optimization problems. As a special case, we consider a…

Optimization and Control · Mathematics 2024-04-30 Allahkaram Shafiei , Vyacheslav Kungurtsev , Jakub Marecek