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math.OC2022
An adaptive consensus based method for multi-objective optimization with uniform Pareto front approximation
Giacomo Borghi, Michael Herty, Lorenzo Pareschi
In this work we are interested in stochastic particle methods for multi-objective optimization. The problem is formulated using parametrized, single-objective sub-problems which ar…
math.OC2022
A consensus-based algorithm for multi-objective optimization and its mean-field description
Giacomo Borghi, Michael Herty, Lorenzo Pareschi
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…