Alternating Optimization

Convergence rates of the stochastic alternating algorithm for bi-objective optimization

  • Suyun Liu
  • Luis Nunes Vicente
    • Categories Convex and Nonsmooth Optimization, Multi-Criteria Optimization, Nonlinear Optimization Tags , , ,

    Stochastic alternating algorithms for bi-objective optimization are considered when optimizing two conflicting functions for which optimization steps have to be applied separately for each function. Such algorithms consist of applying a certain number of steps of gradient or subgradient descent on each single objective at each iteration. In this paper, we show that stochastic alternating … Read more