Fliege, J., Vaz, A.I.F. and Vicente, L.N. (2018) Complexity of gradient descent for multiobjective optimization. Optimization Methods and Software. (doi:10.1080/10556788.2018.1510928).
Abstract
A number of first-order methods have been proposed for smooth multiobjective optimization for which some form of convergence to first-order criticality has been proved. Such convergence is global in the sense of being independent of the starting point. In this paper, we analyse the rate of convergence of gradient descent for smooth unconstrained multiobjective optimization, and we do it for non-convex, convex, and strongly convex vector functions. These global rates are shown to be the same as for gradient descent in single-objective optimization and correspond to appropriate worst-case complexity bounds. In the convex cases, the rates are given for implicit scalarizations of the problem vector function.
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- Faculties (pre 2018 reorg) > Faculty of Engineering and the Environment (pre 2018 reorg) > Southampton Marine & Maritime Institute (pre 2018 reorg)
- Current Faculties > Faculty of Social Sciences > School of Mathematical Sciences > Operational Research
School of Mathematical Sciences > Operational Research
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