A Scalable Min-Max Multi-Gradient Descent Method for Multi-Objective Transportation Problems

Abstract

This paper develops a scalable min-max multi-gradient descent framework for multi-objective transportation problems with competing objectives and high-dimensional constraints. Unlike linear scalarization, which may conceal trade-offs behind pre-specified weights, and evolutionary heuristics, which can be inefficient in highly constrained feasible regions, the proposed method directly uses gradient information to construct a balanced common descent direction. At each iteration, it solves a constrained min-max problem that minimizes the worst directional derivative across all objectives, thereby prioritizing the least-improved objective and promoting robust progress. With linear constraints, the direction-finding problem reduces to a linear program. We prove the existence of the proposed direction, establish its relationship with Pareto criticality, and analyze convergence for a fixed-step update. Under a dense worst-case interior-point model, the linear-programming formulation has the same asymptotic complexity order as classical quadratic-programming-based steepest descent, while providing a distinct and more balanced direction-selection mechanism. Experiments on two transportation applications demonstrate its effectiveness. For a physics-informed car-following model, the method removes the need for manually fixed loss weights, achieves the best average predictive accuracy, reduces average RMSE by approximately /(5.81/%/) relative to the baseline, and substantially lowers variability across random seeds. For a multi-criteria traffic assignment problem balancing user equilibrium and system optimum, it produces stable common descent directions and performs favorably on large networks. Overall, the framework provides a robust, scalable, and theoretically grounded gradient-based approach to multi-objective transportation optimization.