Barzilai-Borwein Proximal Gradient Methods for Multiobjective Composite Optimization Problems with Improved Linear Convergence
Year: 2023
Type: preprint
Abstract: When minimizing a multiobjective optimization problem (MOP) using multiobjective gradient descent methods, the imbalances among objective functions often decelerate the convergence. In response to this challenge, we propose two types of the Barzilai-Borwein proximal gradient method for multi-objective composite optimization problems (BBPGMO). We establish convergence rates for BBPGMO, demonstrating that it achieves rates of $O(\frac{1}{\sqrt{k}})$, $O(\frac{1}{k})$, and $O(r^{k})(0
Source: arXiv (Cornell University)
Authors: Chen, Jian, Tang, Liping, Yang, Xinmin
Institution: Chongqing Normal University
Language: English
Subfield: Computational Theory and Mathematics
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4381250874