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arXiv · 2403.02671

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

Wang Chen·Yong Zhao·Liping Tang·Xinmin Yang
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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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Wang Chen, Yong Zhao, Liping Tang, Xinmin Yang. 2024-03-05. On the convergence of conditional gradient method for unbounded multiobjective optimization problems. https://arxiv.org/abs/2403.02671

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