A stochastic multiple gradient descent algorithm

•A new gradient-based algorithm for stochastic multiobjective optimization problem.•Mean-square and almost-sure convergence of the algorithm proven.•Algorithm tested on a variety of benchmark tests.•Performance compared to two optimization algorithms coupled with a Monte Carlo estimator.•Algorithm c...

Full description

Saved in:

Bibliographic Details
Published in:	European journal of operational research Vol. 271; no. 3; pp. 808 - 817
Main Authors:	Mercier, Quentin, Poirion, Fabrice, Désidéri, Jean-Antoine
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 16.12.2018 Elsevier
Subjects:	Engineering Sciences Materials Multiobjective stochastic optimization Multiple gradient descent algorithm Common descent vector Multiple objective programming Stochastic gradient algorithm Stochastic gradient algorithm Multiobjective stochastic optimization Multiple gradient descent algorithm Common descent vector Multiple objective programming COMMON DESCENT VECTOR OPTIMISATION MULTIOBJECTIF MULTIPLE GRADIENT DESCENT ALGORITHM INCERTITUDE MULTIOBJECTIVE STOCHASTIC OPTIMIZATION STOCHASTIC GRADIENT ALGORITHM MULTIPLE OBJECTIVE PROGRAMMING
ISSN:	0377-2217, 1872-6860
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!

Be the first to leave a comment!