Sorin-Mihai Grad -A fresh look at algorithms for solving smooth multiobjective optimization problems
Description:
Explore a novel approach to solving smooth multiobjective optimization problems in this 24-minute conference talk from the "One World Optimization Seminar in Vienna" workshop. Delve into the construction of practical algorithms based on determining decreasing directions through linear programming problems. Examine the proposed iterative method for unconstrained, sign constrained, and linearly constrained multiobjective optimization problems. Learn how the objective function values sequence decreases with respect to the corresponding nonnegative orthant, and understand how accumulation points of the generated sequence become substationary points or weakly Pareto efficient solutions under convexity assumptions. Discover the advantages of this approach, which involves easily computable decreasing directions in polynomial time, setting it apart from similar algorithms in the literature. Gain insights from the collaborative work of Sorin-Mihai Grad, Tibor Illés, and Petra Renáta Rigó from the Corvinus Center for Operations Research at Corvinus Institute for Advanced Studies, Corvinus University of Budapest.
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A Fresh Look at Algorithms for Solving Smooth Multiobjective Optimization Problems
Erwin Schrödinger International Institute for Mathematics and Physics (ESI)