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On the convergence of conditional gradient method for unbounded multiobjective optimization problems

2024/03/05 by Chen Wang, Yong Zhao, Chen, Wang +4
Computer Science · #Optimization and Variational Analysis

paper · pdf · doi:10.48550/arxiv.2403.02671

Abstract

This paper focuses on developing a conditional gradient algorithm for multiobjective optimization problems with an unbounded feasible region. We employ the concept of recession cone to establish the well-defined nature of the algorithm. The asymptotic convergence property and the iteration-complexity bound are established under mild assumptions. Numerical examples are provided to verify the algorithmic performance.

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