We present a multi-agent algorithm for multi-objective optimization problems, which extends the class of consensus-based optimization methods and relies on a scalarization strategy. The optimization is achieved by a set of interacting agents exploring the search space and attempting to solve all scalar sub-problems simultaneously. We show that those dynamics are described by a mean-field model, which is suitable for a theoretical analysis of the algorithm convergence. Numerical results show the validity of the proposed method.

A Consensus-Based Algorithm for Multi-Objective Optimization and Its Mean-Field Description

Michael Herty;Lorenzo Pareschi
Ultimo
2022

Abstract

We present a multi-agent algorithm for multi-objective optimization problems, which extends the class of consensus-based optimization methods and relies on a scalarization strategy. The optimization is achieved by a set of interacting agents exploring the search space and attempting to solve all scalar sub-problems simultaneously. We show that those dynamics are described by a mean-field model, which is suitable for a theoretical analysis of the algorithm convergence. Numerical results show the validity of the proposed method.
2022
9781665467612
Mean field theory; Multi agent systems; Numerical methods
File in questo prodotto:
File Dimensione Formato  
A_Consensus-Based_Algorithm_for_Multi-Objective_Optimization_and_Its_Mean-Field_Description.pdf

solo gestori archivio

Descrizione: Fill text editoriale
Tipologia: Full text (versione editoriale)
Licenza: NON PUBBLICO - Accesso privato/ristretto
Dimensione 1.18 MB
Formato Adobe PDF
1.18 MB Adobe PDF   Visualizza/Apri   Richiedi una copia
2203.16384.pdf

accesso aperto

Descrizione: Pre-print
Tipologia: Pre-print
Licenza: Creative commons
Dimensione 535.06 kB
Formato Adobe PDF
535.06 kB Adobe PDF Visualizza/Apri

I documenti in SFERA sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11392/2503944
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 3
  • ???jsp.display-item.citation.isi??? 4
social impact