2017
DOI: 10.1007/s10589-017-9921-x
|View full text |Cite
|
Sign up to set email alerts
|

Descent algorithm for nonsmooth stochastic multiobjective optimization

Abstract: An algorithm for solving the expectation formulation of stochastic nonsmooth multiobjective optimization problems is proposed. The proposed method is an extension of the classical stochastic gradient algorithm to multiobjective optimization using the properties of a common descent vector defined in the deterministic context. The mean square and the almost sure convergence of the algorithm are proven. The algorithm efficiency is illustrated and assessed on an academic example.

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
1
1
1
1

Citation Types

0
17
0

Year Published

2018
2018
2023
2023

Publication Types

Select...
7
2

Relationship

0
9

Authors

Journals

citations
Cited by 23 publications
(18 citation statements)
references
References 13 publications
0
17
0
Order By: Relevance
“…These methods use multi-target Karush-Kuhn-Tucker (KKT) conditions [25] and find ways to reduce the descent direction of all targets. This approach extends the stochastic gradient descent proposed in [26,27]. Our work applies gradient-based multi-objective optimization to multi-task scheduling problem.…”
Section: Related Workmentioning
confidence: 94%
“…These methods use multi-target Karush-Kuhn-Tucker (KKT) conditions [25] and find ways to reduce the descent direction of all targets. This approach extends the stochastic gradient descent proposed in [26,27]. Our work applies gradient-based multi-objective optimization to multi-task scheduling problem.…”
Section: Related Workmentioning
confidence: 94%
“…For example, the gradient-based multi-objective optimization methods (Fliege & Svaiter, 2000;Désidéri, 2012) use multi-objective Karush-Kuhn-Tucker (KKT) conditions (Gordon & Tibshirani, 2012) to find a descent direction that decreases all objectives. This approach was then extended to the case of a stochastic gradient descent (Peitz & Dellnitz, 2016;Poirion, Mercier, & Désidéri, 2017). One key disadvantage of these approaches is that they scale poorly with the dimensionality of the gradients.…”
Section: Previous Workmentioning
confidence: 99%
“…The threat region has a range of 25km × 25km × 3km, the geographical location and types of threat sources are presented in Table 8. The coordinate of the starting point is (5, 5, 2)km, and the coordinate of the target point is (25,25,2)km, The numerical results of penetration route planning which is applied by different algorithms in the third scenario are depicted in Fig. 16.…”
Section: The Third Threat Scenariomentioning
confidence: 99%
“…The most common search algorithm can be divided into a random search algorithm and a deterministic search algorithm. On the one hand, deterministic search algorithms are adopted to solve UAV route planning, such as A-Star algorithm [20]- [22],D-Star algorithm [23]- [25], artificial potential field algorithm [26], [27],Dijkstra algorithm [28], [29], dynamic programming algorithm [30]- [32]. However, the A-Star algorithm, Dijkstra algorithm, and dynamic programming algorithm can only be applied for route planning in a small-scale static environment.…”
Section: Introductionmentioning
confidence: 99%