Douglas S. Gonçalves, Max L. N. Gonçalves, Jefferson G. Melo
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引用次数: 0
Abstract
In this paper, we propose and analyze an away-step Frank–Wolfe algorithm designed for solving multiobjective optimization problems over polytopes. We prove that each limit point of the sequence generated by the algorithm is a weak Pareto optimal solution. Furthermore, under additional conditions, we show linear convergence of the whole sequence to a Pareto optimal solution. Numerical examples illustrate a promising performance of the proposed algorithm in problems where the multiobjective Frank–Wolfe convergence rate is only sublinear.
期刊介绍：
Computational Optimization and Applications is a peer reviewed journal that is committed to timely publication of research and tutorial papers on the analysis and development of computational algorithms and modeling technology for optimization. Algorithms either for general classes of optimization problems or for more specific applied problems are of interest. Stochastic algorithms as well as deterministic algorithms will be considered. Papers that can provide both theoretical analysis, along with carefully designed computational experiments, are particularly welcome.
Topics of interest include, but are not limited to the following:
Large Scale Optimization,
Unconstrained Optimization,
Linear Programming,
Quadratic Programming Complementarity Problems, and Variational Inequalities,
Constrained Optimization,
Nondifferentiable Optimization,
Integer Programming,
Combinatorial Optimization,
Stochastic Optimization,
Multiobjective Optimization,
Network Optimization,
Complexity Theory,
Approximations and Error Analysis,
Parametric Programming and Sensitivity Analysis,
Parallel Computing, Distributed Computing, and Vector Processing,
Software, Benchmarks, Numerical Experimentation and Comparisons,
Modelling Languages and Systems for Optimization,
Automatic Differentiation,
Applications in Engineering, Finance, Optimal Control, Optimal Design, Operations Research,
Transportation, Economics, Communications, Manufacturing, and Management Science.
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