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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…
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…
We present a coordinate ascent method for a class of semidefinite programming problems that arise in non-convex quadratic integer optimization. These semidefinite programs are characterized by a small total number of active constraints and…
Design problems in industrial engineering often involve a large number of design variables with multiple objectives, under complex nonlinear constraints. The algorithms for multiobjective problems can be significantly different from the…
In this paper, we propose a unifying framework incorporating several momentum-related search directions for solving strongly monotone variational inequalities. The specific combinations of the search directions in the framework are made to…
Efficiently solving multi-objective optimization problems for simulation optimization of important scientific and engineering applications such as materials design is becoming an increasingly important research topic. This is due largely to…
In this paper, a new variant of accelerated gradient descent is proposed. The pro-posed method does not require any information about the objective function, usesexact line search for the practical accelerations of convergence, converges…
In this paper, we propose a multilevel stochastic framework for the solution of nonconvex unconstrained optimization problems. The proposed approach uses random regularized first-order models that exploit an available hierarchical…
This paper extends the SQP-approach of the well-known bundle-Newton method for nonsmooth unconstrained minimization to the nonlinearly constrained case. Instead of using a penalty function or a filter or an improvement function to deal with…
We develop a line-search second-order algorithmic framework for minimizing finite sums. We do not make any convexity assumptions, but require the terms of the sum to be continuously differentiable and have Lipschitz-continuous gradients.…
We present PESMO, a Bayesian method for identifying the Pareto set of multi-objective optimization problems, when the functions are expensive to evaluate. The central idea of PESMO is to choose evaluation points so as to maximally reduce…
We propose a novel decoding approach for neural machine translation (NMT) based on continuous optimisation. We convert decoding - basically a discrete optimization problem - into a continuous optimization problem. The resulting constrained…
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…
Automating design minimizes errors, accelerates the design process, and reduces cost. However, automating robot design is challenging due to recursive constraints, multiple design objectives, and cross-domain design complexity possibly…
The decomposition-based method has been recognized as a major approach for multi-objective optimization. It decomposes a multi-objective optimization problem into several single-objective optimization subproblems, each of which is usually…
Recently the away-step Frank-Wolfe algoritm for constrained multiobjective optimization has been shown linear convergence rate over a polytope which is generated by finite points set. In this paper we design a decomposition-invariant…
We study the problem of minimizing a $m$-weakly convex and possibly nonsmooth function. Weak convexity provides a broad framework that subsumes convex, smooth, and many composite nonconvex functions. In this work, we propose a…
In this paper, we consider mixed-integer nonsmooth constrained optimization problems whose objective/constraint functions are available only as the output of a black-box zeroth-order oracle (i.e., an oracle that does not provide derivative…
Variational inequalities play a key role in machine learning research, such as generative adversarial networks, reinforcement learning, adversarial training, and generative models. This paper is devoted to the constrained variational…
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…