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

dc.contributor.authorBergou, El Houcine
dc.contributor.authorDiouane, Youssef
dc.contributor.authorKungurtsev, Vyacheslav
dc.date.accessioned2020-08-09T11:22:28Z
dc.date.available2020-08-09T11:22:28Z
dc.date.issued2020-07-23
dc.date.submitted2020-03-07
dc.identifier.citationBergou, E.-H., Diouane, Y., & Kungurtsev, V. (2020). Complexity iteration analysis for strongly convex multi-objective optimization using a Newton path-following procedure. Optimization Letters. doi:10.1007/s11590-020-01623-x
dc.identifier.issn1862-4480
dc.identifier.issn1862-4472
dc.identifier.doi10.1007/s11590-020-01623-x
dc.identifier.urihttp://hdl.handle.net/10754/664521
dc.description.abstractIn this note, we consider the iteration complexity of solving strongly convex multi-objective optimization problems. We discuss the precise meaning of this problem, noting that its definition is ambiguous, and focus on the most natural notion of finding a set of Pareto optimal points across a grid of scalarized problems. We prove 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.
dc.description.sponsorshipWe would like to thank two anonymous referees for their careful readings and corrections that helped us to improve our manuscript significantly. E. Bergou received support from the AgreenSkills+ fellowship programme which has received funding from the EU’s Seventh Framework Programme under Grant Agreement No. FP7-609398 (AgreenSkills+ contract). V. Kungurtsev received support from the OP VVV Project CZ.02.1.01/0.0/0.0/16_019/0000765 “Research Center for Informatics”.
dc.publisherSpringer Nature
dc.relation.urlhttp://link.springer.com/10.1007/s11590-020-01623-x
dc.rightsArchived with thanks to Optimization Letters
dc.titleComplexity iteration analysis for strongly convex multi-objective optimization using a Newton path-following procedure
dc.typeArticle
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
dc.identifier.journalOptimization Letters
dc.rights.embargodate2021-07-23
dc.eprint.versionPost-print
dc.contributor.institutionMaIAGE, INRAE, Université Paris-Saclay, 78350, Jouy-en-Josas, France
dc.contributor.institutionISAE-SUPAERO, Université de Toulouse, 31055, Toulouse Cedex 4, France
dc.contributor.institutionDepartment of Computer Science, Faculty of Electrical Engineering, Czech Technical University in Prague, Prague, Czech Republic
dc.identifier.arxivid2004.02979
kaust.personBergou, El Houcine
dc.date.accepted2020-07-16
dc.identifier.eid2-s2.0-85088401328
refterms.dateFOA2020-08-10T05:26:21Z
dc.date.published-online2020-07-23
dc.date.published-print2021-06


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