基于非交换映射的双目标无导数优化
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哈尔滨工业大学

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TP

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国家自然科学基金项目(面上项目,重点项目,重大项目)


Bi-objective derivative-free optimization based on noncommutative maps
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The National Natural Science Foundation of China (General Program, Key Program, Major Research Plan)

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    摘要:

    针对目标函数梯度信息难以获取或计算成本高昂的双目标优化问题, 本文采用非交换映射设计了一种不依赖梯度信息的双目标无导数优化算法. 该算法仅利用目标函数值信息, 基于非交换映射估计双目标优化问题的综合梯度下降方向. 此外, 为解决目标间的冲突权衡问题, 并避免过度优化单一目标, 通过最小化包含惩罚函数与正则项的修正代价函数, 提出一种冲突校正的双目标无导数优化算法. 基于Lyapunov 函数证明了所提出算法对一类强凸目标函数的稳定性. 数值仿真结果表明, 与其他双目标无导数优化算法相比, 所提出的算法在目标冲突权衡方面具有更好的性能, 能有效避免收敛至Pareto 前沿端点, 为梯度信息难以获取的双目标优化问题提供了一种有效的无导数优化方案.

    Abstract:

    Aiming at bi-objective optimization problems where gradient information is difficult to obtain or computationally expensive, this paper proposes a bi-objective derivative-free optimization algorithm based on noncommutative maps. The comprehensive gradient descent is approximated only using objective function values in the bi-objective optimization problems. Furthermore, to balance the trade-off between conflicting objectives and prevent over-optimizing some objective, a conflict-corrected bi-objective derivative-free optimization algorithm is proposed by minimizing a modified cost function that incorporates a penalty term and a regularization term. The stability of the proposed algorithm for a class of strongly convex objective functions is proven using Lyapunov functions. Numerical simulations demonstrate that compared to other bi-objective derivative-free optimization algorithms, the proposed algorithm exhibits superior performance in handling conflicting trade-off between objectives. It effectively prevents converging to endpoints of the Pareto front, providing an efficient derivative-free scheme for bi-objective optimization problems when gradient information is unavailable.

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  • 收稿日期:2025-12-09
  • 最后修改日期:2026-02-23
  • 录用日期:2026-02-23
  • 在线发布日期: 2026-03-13
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