Revisiting norm optimization for multi-objective black-box problems : a finite-time analysis
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 so...
Saved in:
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
2020
|
| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/143267 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Nanyang Technological University |
| Language: | English |
| Summary: | 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. |
|---|