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Many engineering problems have multiple objectives, and the overall aim is to optimize a non-linear function of these objectives. In this paper, we formulate the problem of maximizing a non-linear concave function of multiple long-term…

Machine Learning · Computer Science 2025-09-23 Qinbo Bai , Mridul Agarwal , Vaneet Aggarwal

Sequential decision-making problems with multiple objectives arise naturally in practice and pose unique challenges for research in decision-theoretic planning and learning, which has largely focused on single-objective settings. This…

Artificial Intelligence · Computer Science 2014-02-05 Diederik Marijn Roijers , Peter Vamplew , Shimon Whiteson , Richard Dazeley

In this paper, we present an exact algorithm for optimizing two linear fractional over the efficient set of a multi-objective integer quadratic problem. This type of problems arises when two decision-makers, such as firms, each have a…

Optimization and Control · Mathematics 2024-02-05 Ali Bencheikh , Mustapha Moulai , Ilies Badaoui

Multi-objective parametric optimization problem is presented for overwrapped composite pressure vessels under internal pressure for storage and heating water. It is solved using the developed iterative optimization algorithm. Optimal values…

Optimization and Control · Mathematics 2024-10-08 Lyudmyla Rozova , Bilal Meemary , Salim Chaki , Mylène Deléglise-Lagardère , Dmytro Vasiukov

We extend the classical risk minimization model with scalar risk measures to the general case of set-valued risk measures. The problem we obtain is a set-valued optimization model and we propose a goal programming-based approach with…

Risk Management · Quantitative Finance 2012-09-20 Davide La Torre , Marco Maggis

Manifold optimization is ubiquitous in computational and applied mathematics, statistics, engineering, machine learning, physics, chemistry and etc. One of the main challenges usually is the non-convexity of the manifold constraints. By…

Optimization and Control · Mathematics 2019-06-14 Jiang Hu , Xin Liu , Zaiwen Wen , Yaxiang Yuan

This paper proposes a metric for sets of trajectories to evaluate multi-object tracking algorithms that includes time-weighted costs for localisation errors of properly detected targets, for false targets, missed targets and track switches.…

Computer Vision and Pattern Recognition · Computer Science 2021-10-27 Ángel F. García-Fernández , Abu Sajana Rahmathullah , Lennart Svensson

Consider convex optimization problems subject to a large number of constraints. We focus on stochastic problems in which the objective takes the form of expected values and the feasible set is the intersection of a large number of convex…

Machine Learning · Statistics 2015-11-13 Mengdi Wang , Yichen Chen , Jialin Liu , Yuantao Gu

Multi-objective learning (MOL) problems often arise in emerging machine learning problems when there are multiple learning criteria, data modalities, or learning tasks. Different from single-objective learning, one of the critical…

Machine Learning · Computer Science 2025-03-28 Lisha Chen , Heshan Fernando , Yiming Ying , Tianyi Chen

Multiobjective stochastic programming is a field well located to tackle problems arising in emergencies, given that uncertainty and multiple objectives are usually present in such problems. A new concept of solution is proposed in this…

Optimization and Control · Mathematics 2021-02-08 Javier León , Justo Puerto , Begoña Vitoriano

Let a polyhedral convex set be given by a finite number of linear inequalities and consider the problem to project this set onto a subspace. This problem, called polyhedral projection problem, is shown to be equivalent to multiple objective…

Optimization and Control · Mathematics 2024-01-26 Andreas Löhne , Benjamin Weißing

Convex optimization problems arising in applications often have favorable objective functions and complicated constraints, thereby precluding first-order methods from being immediately applicable. We describe an approach that exchanges the…

Optimization and Control · Mathematics 2016-02-05 Aleksandr Y. Aravkin , James V. Burke , Dmitriy Drusvyatskiy , Michael P. Friedlander , Scott Roy

The estimation and improvement of quality attributes in software architectures is a challenging and time-consuming activity. On modern software applications, a model-based representation is crucial to face the complexity of such activity.…

Software Engineering · Computer Science 2024-01-31 Daniele Di Pompeo , Michele Tucci

In this paper, we propose two algorithms for solving convex optimization problems with linear ascending constraints. When the objective function is separable, we propose a dual method which terminates in a finite number of iterations. In…

Optimization and Control · Mathematics 2014-09-26 Zizhuo Wang

Machine learning (ML) methods offer a wide range of configurable hyperparameters that have a significant influence on their performance. While accuracy is a commonly used performance objective, in many settings, it is not sufficient.…

Machine Learning · Computer Science 2023-09-27 Romain Egele , Tyler Chang , Yixuan Sun , Venkatram Vishwanath , Prasanna Balaprakash

We consider a wide class of the discrete optimization problems with interval objective function. We give a generalization of the greedy algorithm for the problems. Using the algorithm, we obtain the set of all possible greedy solutions and…

Data Structures and Algorithms · Computer Science 2020-09-29 Alexander Prolubnikov

In Multi-Task Learning (MTL), it is a common practice to train multi-task networks by optimizing an objective function, which is a weighted average of the task-specific objective functions. Although the computational advantages of this…

Machine Learning · Computer Science 2022-07-19 Lucas Pascal , Pietro Michiardi , Xavier Bost , Benoit Huet , Maria A. Zuluaga

Meta learning with multiple objectives can be formulated as a Multi-Objective Bi-Level optimization Problem (MOBLP) where the upper-level subproblem is to solve several possible conflicting targets for the meta learner. However, existing…

Machine Learning · Computer Science 2021-02-16 Feiyang Ye , Baijiong Lin , Zhixiong Yue , Pengxin Guo , Qiao Xiao , Yu Zhang

We study multilevel techniques, commonly used in PDE multigrid literature, to solve structured optimization problems. For a given hierarchy of levels, we formulate a coarse model that approximates the problem at each level and provides a…

Optimization and Control · Mathematics 2025-05-19 Ferdinand Vanmaele , Yara Elshiaty , Stefania Petra

We study structured optimization problems with polynomial objective function and polynomial equality constraints. The structure comes from a multi-grading on the polynomial ring in several variables. For fixed multi-degrees we determine the…

Optimization and Control · Mathematics 2022-09-23 Kemal Rose
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