Improved front steepest descent for multi-objective optimization
M Lapucci, P Mansueto�- Operations Research Letters, 2023 - Elsevier
In this paper, we deal with the Front Steepest Descent algorithm for multi-objective
optimization. We point out that the algorithm from the literature is often incapable, by design,
of spanning large portions of the Pareto front. We thus introduce some modifications within
the algorithm aimed to overcome this significant limitation. We prove that the asymptotic
convergence properties of the algorithm are preserved and numerically show that the
proposed method significantly outperforms the original one.
optimization. We point out that the algorithm from the literature is often incapable, by design,
of spanning large portions of the Pareto front. We thus introduce some modifications within
the algorithm aimed to overcome this significant limitation. We prove that the asymptotic
convergence properties of the algorithm are preserved and numerically show that the
proposed method significantly outperforms the original one.
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