Work

A generalized conditional gradient method for multiobjective composite optimization problems

Year: 2023

Type: article

Abstract: This article deals with multiobjective composite optimization problems that consist of simultaneously minimizing several objective functions, each of which is composed of a combination of smooth and non-smooth functions. To tackle these problems, we propose a generalized version of the conditional gradient method, also known as Frank-Wolfe method. The method is analysed with three step size strategies, including Armijo-type, adaptive, and diminishing step sizes. We establish asymptotic convergence properties and iteration-complexity bounds, with and without convexity assumptions on the objective functions. Numerical experiments illustrating the practical behaviour of the methods are presented.

Source: Optimization

DOI: 10.1080/02331934.2023.2257709

Authors: P. B. Assunção, O. P. Ferreira, L. F. Prudente

Institution: Universidade Federal de Goiás

Language: English

Topic: Optimization and Variational Analysis

Subfield: Computational Theory and Mathematics

Field: Computer Science

Domain: Physical Sciences

Open Access status: green

Funders: Coordenação de Aperfeiçoamento de Pessoal de Nível Superior, Conselho Nacional de Desenvolvimento Científico e Tecnológico

Awards: G2255545593, G7647985512, G8972730898