Revisiting norm optimization for multi-objective black-box problems: a finite-time analysis

Abdullah Al-Dujaili () and S. Suresh ()
Additional contact information
Abdullah Al-Dujaili: MIT
S. Suresh: Nanyang Technological University

Journal of Global Optimization, 2019, vol. 73, issue 3, No 10, 659-673

Abstract: Abstract The complexity of Pareto fronts imposes a great challenge on the convergence analysis of multi-objective optimization methods. While most theoretical convergence studies have addressed finite-set and/or discrete problems, others have provided probabilistic guarantees, assumed a total order on the solutions, or studied their asymptotic behaviour. In this paper, we revisit the Tchebycheff weighted method in a hierarchical bandits setting and provide a finite-time bound on the Pareto-compliant additive $$\epsilon $$ ϵ -indicator. To the best of our knowledge, this paper is one of few that establish a link between weighted sum methods and quality indicators in finite time.

Keywords: Multi-objective optimization; Black-box optimization; Derivative-free optimization; Finite-time analysis (search for similar items in EconPapers)
Date: 2019
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10898-018-0709-z Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jglopt:v:73:y:2019:i:3:d:10.1007_s10898-018-0709-z

Ordering information: This journal article can be ordered from
http://www.springer. ... search/journal/10898

DOI: 10.1007/s10898-018-0709-z

Access Statistics for this article

Journal of Global Optimization is currently edited by Sergiy Butenko

More articles in Journal of Global Optimization from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().