Skip to main content
Erschienen in: Journal of Applied Mathematics and Computing 4/2022

01.10.2021 | Original Research

Combined gradient methods for multiobjective optimization

verfasst von: Peng Wang, Detong Zhu

Erschienen in: Journal of Applied Mathematics and Computing | Ausgabe 4/2022

Einloggen

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

In this paper, the combined gradient methods are designed to solve multiobjective optimization problems. According to the special structure of the problem, we only use the gradient information of each objective function and combine each gradient by combining parameters to obtain the search direction of the problem. The Hessian matrix of each objective function is avoided in the methods. Under the assumption that the gradient of objective function is linearly independent, we prove that the methods can always produce a subsequence that converges to the local Pareto point of the problem, and analysis its worst-case iteration complexity. The numerical results are reported for showing the effectiveness of the algorithm.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Literatur
1.
Zurück zum Zitat Bagchi, U.: Simultaneous minimization of mean and variation of flow time and waiting time in single machine systems. Oper. Res. 37, 118–125 (1989)MathSciNetCrossRef Bagchi, U.: Simultaneous minimization of mean and variation of flow time and waiting time in single machine systems. Oper. Res. 37, 118–125 (1989)MathSciNetCrossRef
2.
Zurück zum Zitat Numer, I.B.I.T., Bai, Z.Z., Duff, I.S., Wathen, A.J.: A class of incomplete orthogonal factorization methods. Methods Theor. Math. 41, 53–70 (2001)MathSciNetMATH Numer, I.B.I.T., Bai, Z.Z., Duff, I.S., Wathen, A.J.: A class of incomplete orthogonal factorization methods. Methods Theor. Math. 41, 53–70 (2001)MathSciNetMATH
3.
Zurück zum Zitat Bai, Z.Z., Yin, J.F.: Modified incomplete orthogonal factorization methods using givens rotations. Computing 86, 53–69 (2009)MathSciNetCrossRef Bai, Z.Z., Yin, J.F.: Modified incomplete orthogonal factorization methods using givens rotations. Computing 86, 53–69 (2009)MathSciNetCrossRef
4.
Zurück zum Zitat Bazaraa, M.S., Sherali, H.D., Shetty, C.M.: Nolinear Programming Theory and Algorithms. Wiley, New York, Chichester, Brisbane, Toronto, Singapore (1993)MATH Bazaraa, M.S., Sherali, H.D., Shetty, C.M.: Nolinear Programming Theory and Algorithms. Wiley, New York, Chichester, Brisbane, Toronto, Singapore (1993)MATH
5.
Zurück zum Zitat Bento, G.C., Allende, G.B., Pereira, Y.R.L.: A Newton-like method for variable order vector optimization problems. J. Optim. Theory Appl. 177, 201–221 (2018)MathSciNetCrossRef Bento, G.C., Allende, G.B., Pereira, Y.R.L.: A Newton-like method for variable order vector optimization problems. J. Optim. Theory Appl. 177, 201–221 (2018)MathSciNetCrossRef
6.
Zurück zum Zitat Bento, G.C., Neto, J.X.C., Lopez, G., Soubeyran, A., Souza, J.C.O.: The proximal point method for locally lipschtz functions in multiobjective optimization with application to the compromise problem. SIAM J. OPTIM. 28(2), 1104–1120 (2018)MathSciNetCrossRef Bento, G.C., Neto, J.X.C., Lopez, G., Soubeyran, A., Souza, J.C.O.: The proximal point method for locally lipschtz functions in multiobjective optimization with application to the compromise problem. SIAM J. OPTIM. 28(2), 1104–1120 (2018)MathSciNetCrossRef
7.
Zurück zum Zitat Bonnel, H., Iusem, A.N., Svaiter, B.F.: Proximal methods in vector optimization. SIAM J. Optim. 15, 953–970 (2005)MathSciNetCrossRef Bonnel, H., Iusem, A.N., Svaiter, B.F.: Proximal methods in vector optimization. SIAM J. Optim. 15, 953–970 (2005)MathSciNetCrossRef
8.
Zurück zum Zitat Burachik, R.S., Kaya, C.Y., Rizvi, M.M.: A new scalarization technique and new algorithms to generate pareto fronts. SIAM J. Optim. 27(2), 1010–1034 (2017)MathSciNetCrossRef Burachik, R.S., Kaya, C.Y., Rizvi, M.M.: A new scalarization technique and new algorithms to generate pareto fronts. SIAM J. Optim. 27(2), 1010–1034 (2017)MathSciNetCrossRef
9.
Zurück zum Zitat Chen, Z., Huang, X.X., Yang, X.Q.: Generalized proximal point algorithms for multiobjective optimization problems. Appl. Anal. 90, 935–949 (2011)MathSciNetCrossRef Chen, Z., Huang, X.X., Yang, X.Q.: Generalized proximal point algorithms for multiobjective optimization problems. Appl. Anal. 90, 935–949 (2011)MathSciNetCrossRef
10.
Zurück zum Zitat Cruz, J.Y.B.: A subgradient method foe vector optimization problems. SIAM J. Optim. 23(4), 2169–2182 (2013)MathSciNetCrossRef Cruz, J.Y.B.: A subgradient method foe vector optimization problems. SIAM J. Optim. 23(4), 2169–2182 (2013)MathSciNetCrossRef
11.
Zurück zum Zitat Das, I., Dennis, J.E.: Normal-boundary intersection: a new method for generating pareto optimal points in nonlinear multicriteria optimization problems. SIAM J. Optim. 8, 631–657 (1998)MathSciNetCrossRef Das, I., Dennis, J.E.: Normal-boundary intersection: a new method for generating pareto optimal points in nonlinear multicriteria optimization problems. SIAM J. Optim. 8, 631–657 (1998)MathSciNetCrossRef
12.
Zurück zum Zitat Dolan, E.D., Moré, I.J.: Benchmarking optimization software with performance profiles. Math. Programm. 91, 201–312 (2002)MathSciNetCrossRef Dolan, E.D., Moré, I.J.: Benchmarking optimization software with performance profiles. Math. Programm. 91, 201–312 (2002)MathSciNetCrossRef
13.
Zurück zum Zitat Drummond, L.M.G., Iusem, A.N.: A projected gradient method for vector optimization problems. Comput. Optim. Appl. 28, 5–29 (2004)MathSciNetCrossRef Drummond, L.M.G., Iusem, A.N.: A projected gradient method for vector optimization problems. Comput. Optim. Appl. 28, 5–29 (2004)MathSciNetCrossRef
14.
Zurück zum Zitat Drummond, L.M.G., Raupp, F.M.P., Svaiter, B.F.: A quadratically convergent Newton method for vector optimization. Optimization 63, 661–677 (2014)MathSciNetCrossRef Drummond, L.M.G., Raupp, F.M.P., Svaiter, B.F.: A quadratically convergent Newton method for vector optimization. Optimization 63, 661–677 (2014)MathSciNetCrossRef
15.
Zurück zum Zitat Drummond, L.M.G., Svaiter, B.F.: A steepest descent method for vector optimization. J. Comput. Appl. Math. 175, 395–414 (2005)MathSciNetCrossRef Drummond, L.M.G., Svaiter, B.F.: A steepest descent method for vector optimization. J. Comput. Appl. Math. 175, 395–414 (2005)MathSciNetCrossRef
16.
Zurück zum Zitat Eschenauer, H., Koski, J., Osyczka, A.: Multicriteria Design Optimization. Springer, Berlin (1990)CrossRef Eschenauer, H., Koski, J., Osyczka, A.: Multicriteria Design Optimization. Springer, Berlin (1990)CrossRef
17.
Zurück zum Zitat Eichfelder, G.: Adaptive Scalarization Methods in Multiobjective Optimization. Springer-Verlag, Berlin, Heidelberg (2008)CrossRef Eichfelder, G.: Adaptive Scalarization Methods in Multiobjective Optimization. Springer-Verlag, Berlin, Heidelberg (2008)CrossRef
18.
Zurück zum Zitat Fliege, J., Vaz, A.I.F.: A method for constrained multiobjective optimization based on SQP techniques. SIAM J. Optim. 26(4), 2091–2119 (2016)MathSciNetCrossRef Fliege, J., Vaz, A.I.F.: A method for constrained multiobjective optimization based on SQP techniques. SIAM J. Optim. 26(4), 2091–2119 (2016)MathSciNetCrossRef
19.
Zurück zum Zitat Fliege, J., Drummond, L.M.G., Svaiter, B.F.: Newtons method for multiobjective optimization. SIAM J. Optim. 20, 602–626 (2009)MathSciNetCrossRef Fliege, J., Drummond, L.M.G., Svaiter, B.F.: Newtons method for multiobjective optimization. SIAM J. Optim. 20, 602–626 (2009)MathSciNetCrossRef
20.
Zurück zum Zitat Fliege, J., Svaiter, B.F.: Steepest descent methods for multicriteria optimization. Math. Methods Oper. Res. 51, 479–494 (2000)MathSciNetCrossRef Fliege, J., Svaiter, B.F.: Steepest descent methods for multicriteria optimization. Math. Methods Oper. Res. 51, 479–494 (2000)MathSciNetCrossRef
21.
Zurück zum Zitat Grandoni, F., Krysta, P., Leonardi, S., Ventre, C.: Utilitarian mechanism design for multiobjective optimization. SIAM J. Optim. 43(4), 1263–1290 (2014)MathSciNetMATH Grandoni, F., Krysta, P., Leonardi, S., Ventre, C.: Utilitarian mechanism design for multiobjective optimization. SIAM J. Optim. 43(4), 1263–1290 (2014)MathSciNetMATH
22.
Zurück zum Zitat Jin, Y., Olhofer, M., Sendhoff, B.: Dynamic weighted aggregation for evolutionary multiobjective optimization: Why does it work and how?, In: Proceedings of the Genetic and Evolutionary Computation Conference, pp. 1042–1049 (2001) Jin, Y., Olhofer, M., Sendhoff, B.: Dynamic weighted aggregation for evolutionary multiobjective optimization: Why does it work and how?, In: Proceedings of the Genetic and Evolutionary Computation Conference, pp. 1042–1049 (2001)
23.
Zurück zum Zitat Kim, I.Y., de Weck, O.L.: Adaptive weighted sum method for bi-objective optimization: Pareto fron generation. Struct. Multidiscip. Optim. 29, 149–158 (2005)CrossRef Kim, I.Y., de Weck, O.L.: Adaptive weighted sum method for bi-objective optimization: Pareto fron generation. Struct. Multidiscip. Optim. 29, 149–158 (2005)CrossRef
24.
Zurück zum Zitat Leschine, T.M., Wallenius, H., Verdini, W.A.: Interactive multiobjective analysis and assimilative capacity-based ocean disposal decisions. European J. Oper. Res. 56, 278–289 (1992)CrossRef Leschine, T.M., Wallenius, H., Verdini, W.A.: Interactive multiobjective analysis and assimilative capacity-based ocean disposal decisions. European J. Oper. Res. 56, 278–289 (1992)CrossRef
25.
Zurück zum Zitat Lipovetsky, S., Conklin, W.M.: Ridge regression in two-parameter solution. Appl. Stoch. Models Bus. Ind. 21, 525–540 (2005)MathSciNetCrossRef Lipovetsky, S., Conklin, W.M.: Ridge regression in two-parameter solution. Appl. Stoch. Models Bus. Ind. 21, 525–540 (2005)MathSciNetCrossRef
26.
Zurück zum Zitat Liuzzi, G., Lucidi, S., Rinaldi, F.: A derivative free approach to constrained multiobjective nonsmooth optimization. SIAM J. Optim. 26(4), 2744–2774 (2016)MathSciNetCrossRef Liuzzi, G., Lucidi, S., Rinaldi, F.: A derivative free approach to constrained multiobjective nonsmooth optimization. SIAM J. Optim. 26(4), 2744–2774 (2016)MathSciNetCrossRef
27.
Zurück zum Zitat Morovati, V., Pourkarimi, L.: Extension of Zoutendijk method for solving constrained multiobjective optimization problems. Eur. J. Operat. Res. 273(1), 44–57 (2019)MathSciNetCrossRef Morovati, V., Pourkarimi, L.: Extension of Zoutendijk method for solving constrained multiobjective optimization problems. Eur. J. Operat. Res. 273(1), 44–57 (2019)MathSciNetCrossRef
28.
Zurück zum Zitat Preuss, M., Naujoks, B., Rudolph, G.: Pareto set and EMOA behavior for simple multimodal multiobjective functions, In: Proceedings of the Ninth International Conference on Parallel Problem Solving from Nature (PPSN IX), Runarsson, T. P. et al., (eds.), Springer, Berlin, pp. 513–522 (2006) Preuss, M., Naujoks, B., Rudolph, G.: Pareto set and EMOA behavior for simple multimodal multiobjective functions, In: Proceedings of the Ninth International Conference on Parallel Problem Solving from Nature (PPSN IX), Runarsson, T. P. et al., (eds.), Springer, Berlin, pp. 513–522 (2006)
29.
Zurück zum Zitat Ryu, J.H., Kim, S.: A derivative-free trust-region method for biobjective optimization. SIAM J. Optim. 24, 334–362 (2014)MathSciNetCrossRef Ryu, J.H., Kim, S.: A derivative-free trust-region method for biobjective optimization. SIAM J. Optim. 24, 334–362 (2014)MathSciNetCrossRef
30.
Zurück zum Zitat Schreibmann, E., Lahanas, M., Xing, L., Baltas, D.: Multiobjective evolutionary optimization of the number of beams, their orientations and weights for intensity-modulated radiation therapy. Phys. Med. Biol. 49, 747–770 (2004)CrossRef Schreibmann, E., Lahanas, M., Xing, L., Baltas, D.: Multiobjective evolutionary optimization of the number of beams, their orientations and weights for intensity-modulated radiation therapy. Phys. Med. Biol. 49, 747–770 (2004)CrossRef
31.
Zurück zum Zitat Wang, J., Hu, Y., Yu, C.K.W., Li, C., Yang, X.: Extened Newton methods for multiobjective optimization: majirizing function technique and convergence analysis. SIAM J. Optim. 29(3), 2388–2421 (2019)MathSciNetCrossRef Wang, J., Hu, Y., Yu, C.K.W., Li, C., Yang, X.: Extened Newton methods for multiobjective optimization: majirizing function technique and convergence analysis. SIAM J. Optim. 29(3), 2388–2421 (2019)MathSciNetCrossRef
32.
Zurück zum Zitat Wiecek, M.M.: Advances in cone-based preference modeling for decision making with multiple criteria. Decis. Mak. Manuf. Serv. 1, 153–173 (2007)MathSciNetMATH Wiecek, M.M.: Advances in cone-based preference modeling for decision making with multiple criteria. Decis. Mak. Manuf. Serv. 1, 153–173 (2007)MathSciNetMATH
33.
Zurück zum Zitat Zhang, H., Conn, A.R., Scheinberg, K.: A derivative-free algorithm for least-squares minimization, SIAM. J. Optim. 20, 3555–3576 (2010)MathSciNetMATH Zhang, H., Conn, A.R., Scheinberg, K.: A derivative-free algorithm for least-squares minimization, SIAM. J. Optim. 20, 3555–3576 (2010)MathSciNetMATH
34.
Zurück zum Zitat Zhang, H., Conn, A.R.: On the local convergence of a derivative-free algorithm for least-squares minimization. Comput. Optim. Appl. 51, 481–507 (2012)MathSciNetCrossRef Zhang, H., Conn, A.R.: On the local convergence of a derivative-free algorithm for least-squares minimization. Comput. Optim. Appl. 51, 481–507 (2012)MathSciNetCrossRef
35.
Zurück zum Zitat Zitzler, E., Deb, K., Thiele, L.: Comparison of multiobjective evolutionary algorithms: empirical results. Evolut. Comput. 8, 173–195 (2000)CrossRef Zitzler, E., Deb, K., Thiele, L.: Comparison of multiobjective evolutionary algorithms: empirical results. Evolut. Comput. 8, 173–195 (2000)CrossRef
Metadaten
Titel
Combined gradient methods for multiobjective optimization
verfasst von
Peng Wang
Detong Zhu
Publikationsdatum
01.10.2021
Verlag
Springer Berlin Heidelberg
Erschienen in
Journal of Applied Mathematics and Computing / Ausgabe 4/2022
Print ISSN: 1598-5865
Elektronische ISSN: 1865-2085
DOI
https://doi.org/10.1007/s12190-021-01636-4

Weitere Artikel der Ausgabe 4/2022

Journal of Applied Mathematics and Computing 4/2022 Zur Ausgabe

Premium Partner