Fast Convergence of Multiobjective Inertial Gradient Systems with Time Scaling
In multiobjective optimization, inertial gradient systems accelerate convergence toward weakly Pareto optimal solutions. To achieve even faster convergence, we introduce a multiobjective inertial gradient system with time scaling (MITS), formulated as a second-order differential equation comprising an inertial term, asymptotically vanishing damping, and a time-scaled gradient term. We first establish the existence of solution trajectories for MITS. Through Lyapunov analysis, we show that with suitable parameters, the trajectory attains a convergence rate of $O(1/t^{2}β(t))$ with respect to a merit function, where $β(t)$ is a time-scaling function. Specifically, choosing $β(t)=t^{p}$ for $0\leq p<α-3$ yields the rate $O(1/t^{2+p})$, enabling arbitrarily fast sublinear convergence by tuning $p$. We also prove that the trajectory converges to a weakly Pareto optimal solution. Furthermore, an implicit discretization of MITS leads to a multiobjective inertial proximal point method (MIPP), whose iterates share the $O(1/k^{2}β_{k})$ rate and converge to a weakly Pareto optimum under appropriate conditions. Numerical experiments support the theoretical findings.