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Multiibjective optimization : an inertial dynamical approach to Pareto optima

We present some first results concerning a gradient-based dynamic approach to multi-objective optimization problems, involving inertial effects. We prove the existence of global solution trajectories for this second-order differential equation, and their convergence to weak Pareto points in the convex case. It is a first step towards the design of fast numerical methods for multi-objective optimization.

preprint2015arXivOpen access
Hédy AttouchGuillaume Garrigos
math.OC
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Open access2 authors1 topic
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Hédy AttouchGuillaume Garrigos

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