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Coordinate descent (CD) algorithms have become the method of choice for solving a number of optimization problems in machine learning. They are particularly popular for training linear models, including linear support vector machine…

Machine Learning · Statistics 2014-01-16 Tobias Glasmachers , Ürün Dogan

This paper proposes a novel dynamical system called the Multiobjective Balanced Gradient Flow (MBGF), offering a dynamical perspective for normalized gradient methods in a class of multi-objective optimization problems. Under certain…

Optimization and Control · Mathematics 2025-08-26 Yingdong Yin

Fractional gradient descent has been studied extensively, with a focus on its ability to extend traditional gradient descent methods by incorporating fractional-order derivatives. This approach allows for more flexibility in navigating…

Machine Learning · Computer Science 2024-11-25 Teodor Alexandru Szente , James Harrison , Mihai Zanfir , Cristian Sminchisescu

Selecting an effective step-size is a fundamental challenge in first-order optimization, especially for problems with non-Euclidean geometries. This paper presents a novel adaptive step-size strategy for optimization algorithms that rely on…

Optimization and Control · Mathematics 2025-10-14 Abbas Khademi , Antonio Silveti-Falls

We present an adaptive step-size method, which does not include line-search techniques, for solving a wide class of nonconvex multiobjective programming problems on an unbounded constraint set. We also prove convergence of a general…

Optimization and Control · Mathematics 2024-02-12 Nguyen Anh Minh , Le Dung Muu , Tran Ngoc Thang

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

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…

Machine Learning · Computer Science 2023-11-30 Peiyao Xiao , Hao Ban , Kaiyi Ji

Numerous real-world applications of uncertain multiobjective optimization problems (UMOPs) can be found in science, engineering, business, and management. To handle the solution of uncertain optimization problems, robust optimization is a…

Optimization and Control · Mathematics 2025-03-11 Shubham Kumar , Nihar Kumar Mahatoa , Debdas Ghosh

In this work we are interested in stochastic particle methods for multi-objective optimization. The problem is formulated using parametrized, single-objective sub-problems which are solved simultaneously. To this end a consensus based…

Optimization and Control · Mathematics 2022-08-03 Giacomo Borghi , Michael Herty , Lorenzo Pareschi

In this paper we propose a variant of the random coordinate descent method for solving linearly constrained convex optimization problems with composite objective functions. If the smooth part of the objective function has Lipschitz…

Optimization and Control · Mathematics 2013-02-14 Ion Necoara , Andrei Patrascu

We propose an adaptive accelerated gradient method for solving smooth convex optimization problems. The method incorporates a scheme to determine the step size adaptively, by means of a local estimation of the smoothness constant, which is…

Optimization and Control · Mathematics 2025-12-24 Zepeng Wang , Juan Peypouquet

Over the past two decades, descent methods have received substantial attention within the multiobjective optimization field. Nonetheless, both theoretical analyses and empirical evidence reveal that existing first-order methods for…

Optimization and Control · Mathematics 2024-11-13 Jian Chen , Liping Tang , Xinmin Yang

Complex-variable matrix optimization problems (CMOPs) in Frobenius norm emerge in many areas of applied mathematics and engineering applications. In this letter, we focus on solving CMOPs by iterative methods. For unconstrained CMOPs, we…

Numerical Analysis · Mathematics 2023-04-06 Sai Wang , Yi Gong

We provide new gradient-based methods for efficiently solving a broad class of ill-conditioned optimization problems. We consider the problem of minimizing a function $f : \mathbb{R}^d \rightarrow \mathbb{R}$ which is implicitly…

Optimization and Control · Mathematics 2021-11-08 Jonathan Kelner , Annie Marsden , Vatsal Sharan , Aaron Sidford , Gregory Valiant , Honglin Yuan

This paper proposes a fractional order gradient method for the backward propagation of convolutional neural networks. To overcome the problem that fractional order gradient method cannot converge to real extreme point, a simplified…

Optimization and Control · Mathematics 2020-01-07 Dian Sheng , Yiheng Wei , Yuquan Chen , Yong Wang

In this article we propose a descent method for equality and inequality constrained multiobjective optimization problems (MOPs) which generalizes the steepest descent method for unconstrained MOPs by Fliege and Svaiter to constrained…

Optimization and Control · Mathematics 2020-12-18 Bennet Gebken , Sebastian Peitz , Michael Dellnitz

In this work, based on the continuous time approach, we propose an accelerated gradient method with adaptive residual restart for convex multiobjective optimization problems. For the first, we derive rigorously the continuous limit of the…

Optimization and Control · Mathematics 2025-02-06 Hao Luo , Liping Tang , Xinmin Yang

The class of nonsmooth codifferentiable functions was introduced by professor V.F.~Demyanov in the late 1980s. He also proposed a method for minimizing these functions called the method of codifferential descent (MCD). However, until now…

Optimization and Control · Mathematics 2023-03-31 M. V. Dolgopolik

Recent studies have shown that fractional calculus is an effective alternative mathematical tool in various scientific fields. However, some investigations indicate that results established in differential and integral calculus do not…

Optimization and Control · Mathematics 2026-03-09 Higor V. M. Ferreira , Camila A. Tavares , Nelson H. T. Lemes , José P. C. dos Santos

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