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Mathematics > Optimization and Control

Title: Multiibjective optimization : an inertial dynamical approach to Pareto optima

Authors: Hédy Attouch (I3M), Guillaume Garrigos (UTFSM, I3M)
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.
Subjects: Optimization and Control (math.OC)
Cite as: arXiv:1506.02823 [math.OC]
  (or arXiv:1506.02823v1 [math.OC] for this version)

Submission history

From: Guillaume Garrigos [view email]
[v1] Tue, 9 Jun 2015 08:31:12 GMT (74kb,D)

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