Multiibjective optimization : an inertial dynamical approach to Pareto optima
Optimization and Control
2015-06-10 v1
Abstract
We present some first results concerning a gradient-based dynamic approach to multi-objective optimization problems, involving inertial effects. We prove the existence of global solution trajectories for this second-order differential equation, and their convergence to weak Pareto points in the convex case. It is a first step towards the design of fast numerical methods for multi-objective optimization.
Cite
@article{arxiv.1506.02823,
title = {Multiibjective optimization : an inertial dynamical approach to Pareto optima},
author = {Hédy Attouch and Guillaume Garrigos},
journal= {arXiv preprint arXiv:1506.02823},
year = {2015}
}