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This paper is concerned with a recently developed paradigm for population-based optimization, termed particle filter optimization (PFO). This paradigm is attractive in terms of coherence in theory and easiness in mathematical analysis and…

Machine Learning · Statistics 2018-11-26 Bin Liu , Yaochu Jin

We consider problems with multiple linear objectives and linear constraints and use Adjustable Robust Optimization and Polynomial Optimization as tools to approximate the Pareto set with polynomials of arbitrarily large degree. The main…

Optimization and Control · Mathematics 2015-01-13 Bram L. Gorissen , Dick den Hertog

Robust optimisation is a well-established framework for optimising functions in the presence of uncertainty. The inherent goal of this problem is to identify a collection of inputs whose outputs are both desirable for the decision maker,…

Optimization and Control · Mathematics 2025-05-27 Ben Tu , Nikolas Kantas , Robert M. Lee , Behrang Shafei

In optimization problems involving smooth functions and real and matrix variables, that contain matrix semidefiniteness constraints, consider the following change of variables: Replace the positive semidefinite matrix $X \in \mathbb{S}^d$,…

Optimization and Control · Mathematics 2025-02-05 Lijun Ding , Stephen J. Wright

The evolution of gene regulatory networks in variable environments poses Multi-objective Optimization Problem (MOP), where the expression levels of genes must be tuned to meet the demands of each environment. When formalized in the context…

Optimization and Control · Mathematics 2018-04-23 Philippe Nghe , Bela M. Mulder , Sander J. Tans

Linear scalarization, i.e., combining all loss functions by a weighted sum, has been the default choice in the literature of multi-task learning (MTL) since its inception. In recent years, there is a surge of interest in developing…

Machine Learning · Computer Science 2023-09-25 Yuzheng Hu , Ruicheng Xian , Qilong Wu , Qiuling Fan , Lang Yin , Han Zhao

We present a new multi-objective optimization approach for synthesizing interpretations that "explain" the behavior of black-box machine learning models. Constructing human-understandable interpretations for black-box models often requires…

Machine Learning · Computer Science 2021-08-18 Hazem Torfah , Shetal Shah , Supratik Chakraborty , S. Akshay , Sanjit A. Seshia

We develop new techniques for proving lower bounds on the least singular value of random matrices with limited randomness. The matrices we consider have entries that are given by polynomials of a few underlying base random variables. This…

Data Structures and Algorithms · Computer Science 2025-09-29 Aditya Bhaskara , Eric Evert , Vaidehi Srinivas , Aravindan Vijayaraghavan

In this paper, we deal with two ingredients that, as far as we know, have not been combined until now: multiobjective optimization and discrete convex analysis. First, we show that the entire Pareto optimal value set can be obtained in…

Optimization and Control · Mathematics 2026-02-20 Ellen H. Fukuda , Satoru Iwata , Itsuki Nakagawa

This paper considers decentralized optimization of convex functions with mixed affine equality constraints involving both local and global variables. Constraints on global variables may vary across different nodes in the network, while…

Optimization and Control · Mathematics 2026-02-05 Demyan Yarmoshik , Nhat Trung Nguyen , Alexander Rogozin , Alexander Gasnikov

We develop two adaptive discretization algorithms for convex semi-infinite optimization, which terminate after finitely many iterations at approximate solutions of arbitrary precision. In particular, they terminate at a feasible point of…

Optimization and Control · Mathematics 2022-01-14 Jochen Schmid , Miltiadis Poursanidis

Finding locally optimal solutions for max-cut and max-$k$-cut are well-known PLS-complete problems. An instinctive approach to finding such a locally optimum solution is the FLIP method. Even though FLIP requires exponential time in…

Data Structures and Algorithms · Computer Science 2018-07-17 Ali Bibak , Charles Carlson , Karthekeyan Chandrasekaran

The approximation ratio has become one of the dominant measures in mechanism design problems. In light of analysis of algorithms, we define the \emph{smoothed approximation ratio} to compare the performance of the optimal mechanism and a…

Computer Science and Game Theory · Computer Science 2017-06-23 Xiaotie Deng , Yansong Gao , Jie Zhang

Optimization problems involving mixed variables (i.e., variables of numerical and categorical nature) can be challenging to solve, especially in the presence of mixed-variable constraints. Moreover, when the objective function is the result…

Optimization and Control · Mathematics 2024-12-12 Mengjia Zhu , Alberto Bemporad

We consider the variational discretization of a linear-quadratic optimal control problem with pointwise control and state constraints. In order to allow for a Fr\'echet smooth norm, the problem is reformulated by means of a reflexive…

Optimization and Control · Mathematics 2010-08-24 Morten Vierling

We study a general scalarization approach via utility functions in multi-objective optimization. It consists of maximizing utility which is obtained from the objectives' bargaining with regard to a disagreement reference point. The…

Optimization and Control · Mathematics 2024-01-26 Lorenzo Lampariello , Simone Sagratella , Valerio Giuseppe Sasso , Vladimir Shikhman

Most decentralized optimization algorithms are handcrafted. While endowed with strong theoretical guarantees, these algorithms generally target a broad class of problems, thereby not being adaptive or customized to specific problem…

Optimization and Control · Mathematics 2024-10-03 Yutong He , Qiulin Shang , Xinmeng Huang , Jialin Liu , Kun Yuan

We initiate the study of smoothed analysis for the sequential probability assignment problem with contexts. We study information-theoretically optimal minmax rates as well as a framework for algorithmic reduction involving the maximum…

Machine Learning · Computer Science 2023-03-10 Alankrita Bhatt , Nika Haghtalab , Abhishek Shetty

Multiobjective combinatorial optimization (MOCO) problems can be found in many real-world applications. However, exactly solving these problems would be very challenging, particularly when they are NP-hard. Many handcrafted heuristic…

Machine Learning · Computer Science 2022-05-10 Xi Lin , Zhiyuan Yang , Qingfu Zhang

Papadimitriou and Yannakakis show that the polynomial-time solvability of a certain singleobjective problem determines the class of multiobjective optimization problems that admit a polynomial-time computable $(1+\varepsilon, \dots ,…

Data Structures and Algorithms · Computer Science 2019-08-29 Arne Herzel , Cristina Bazgan , Stefan Ruzika , Clemens Thielen , Daniel Vanderpooten