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Optimization on Pareto sets: On a theory of multi-objective optimization
Abhishek Roy, Geelon So, Yi-An Ma
In multi-objective optimization, a single decision vector must balance the trade-offs between many objectives. Solutions achieving an optimal trade-off are said to be Pareto optima…
math.OC2023
A Central Limit Theorem for Algorithmic Estimator of Saddle Point
Abhishek Roy, Yi-An Ma
In this work, we study the asymptotic randomness of an algorithmic estimator of the saddle point of a globally convex-concave and locally strongly-convex strongly-concave objective…