论文标题

复杂性迭代分析,用于使用牛顿路径遵循程序强烈凸出多目标优化

Complexity iteration analysis for strongly convex multi-objective optimization using a Newton path-following procedure

论文作者

Bergou, E., Diouane, Y., Kungurtsev, V.

论文摘要

在本说明中,我们考虑了解决强烈凸出多目标优化的迭代复杂性。我们讨论了此问题的确切含义,并表明它是松散的定义,但是最自然的概念是在标量的问题网格中找到一组帕累托最佳点。我们得出的是,在大多数情况下,在获得一种解决方案后,在迭代复杂性方面进行基于灵敏度的路径跟踪是该任务的最佳策略。

In this note we consider the iteration complexity of solving strongly convex multi objective optimization. We discuss the precise meaning of this problem, and indicate it is loosely defined, but the most natural notion is to find a set of Pareto optimal points across a grid of scalarized problems. We derive that in most cases, performing sensitivity based path-following after obtaining one solution is the optimal strategy for this task in terms of iteration complexity.

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