Fast Accelerated Proximal Gradient Method with New Extrapolation Term for Multiobjective Optimization

Chengzhi Huang

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arXiv · 2507.06737

Fast Accelerated Proximal Gradient Method with New Extrapolation Term for Multiobjective Optimization

Chengzhi Huang

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Abstract

In this paper, we propose a novel extrapolation coefficient scheme within a new extrapolation term and develop an accelerated proximal gradient algorithm. We establish that the algorithm achieves a sublinear convergence rate. The proposed scheme only requires the Lipschitz constant estimate sequence to satisfy mild initial conditions, under which a key equality property can be derived to support the convergence analysis. Numerical experiments are provided to demonstrate the effectiveness and practical performance of the proposed method.

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Chengzhi Huang. 2025-07-09. Fast Accelerated Proximal Gradient Method with New Extrapolation Term for Multiobjective Optimization. https://arxiv.org/abs/2507.06737

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