Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/143267
Title: Revisiting norm optimization for multi-objective black-box problems : a finite-time analysis
Authors: Al-Dujaili, Abdullah
Suresh, Sundaram
Keywords: Engineering::Computer science and engineering
Issue Date: 2018
Source: Al-Dujaili, A., & Suresh, S. (2019). Revisiting norm optimization for multi-objective black-box problems : a finite-time analysis. Journal of Global Optimization, 73(3), 659-673. doi:10.1007/s10898-018-0709-z
Journal: Journal of Global Optimization
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 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.
URI: https://hdl.handle.net/10356/143267
ISSN: 0925-5001
DOI: 10.1007/s10898-018-0709-z
Rights: © 2018 Springer. This is a post-peer-review, pre-copyedit version of an article published in Journal of Global Optimization. The final authenticated version is available online at: http://dx.doi.org/10.1007/s10898-018-0709-z.
Fulltext Permission: open
Fulltext Availability: With Fulltext
Appears in Collections:SCSE Journal Articles

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