Monday, September 25
Invited Lecture: New Developments in Multiobjective Optimization
Time: 14:00 - 15:00
Room: L1, Building L
In this talk classes of smooth multiobjective optimization problems will be considered and steepest descent algorithms will be presented. More specifically, derivative-free algorithms for multiobjective constrained optimization, based on the implicit filtering approach, will be proposed. Furthermore, concave programming-based algorithms for multiobjective sparse optimization will be defined. The convergence analysis of the proposed algorithms will be presented, and the results of computational experiments will be shown. Finally, applications in machine learning and portfolio optimization will be analyzed and discussed.
Universita di Firenze