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In smooth and convex multiobjective optimization problems the set of Pareto optima is diffeomorphic to an $m-1$ dimensional simplex, where $m$ is the number of objective functions. The vertices of the simplex are the optima of the…

Optimization and Control · Mathematics 2014-07-08 Alberto Lovison , Filippo Pecci

Techniques to reduce the energy burden of an industrial ecosystem often require solving a multiobjective optimization problem. However, collecting experimental data can often be either expensive or time-consuming. In such cases, statistical…

Machine Learning · Computer Science 2021-09-07 Akira Horiguchi , Thomas J. Santner , Ying Sun , Matthew T. Pratola

We present a multi-objective Bayesian optimisation algorithm that allows the user to express preference-order constraints on the objectives of the type "objective A is more important than objective B". These preferences are defined based on…

Machine Learning · Computer Science 2019-11-14 Majid Abdolshah , Alistair Shilton , Santu Rana , Sunil Gupta , Svetha Venkatesh

We consider a Ramsey model with several households with heterogeneous preferences who are able to borrow capital to each other. Since the capital constraints of one household then depends on the others' capital, one can no longer optimize…

Optimization and Control · Mathematics 2019-09-04 L. Frerick , G. Müller-Fürstenberger , E. W. Sachs , L. Somorowsky

We settle the computational complexity of fundamental questions related to multicriteria integer linear programs, when the dimensions of the strategy space and of the outcome space are considered fixed constants. In particular we construct:…

Optimization and Control · Mathematics 2017-01-03 Jesús A. De Loera , Raymond Hemmecke , Matthias Köppe

Optimistic methods have been applied with success to single-objective optimization. Here, we attempt to bridge the gap between optimistic methods and multi-objective optimization. In particular, this paper is concerned with solving…

Optimization and Control · Mathematics 2016-12-28 Abdullah Al-Dujaili , S. Suresh

Pareto-optimality plays a central role in evaluating the efficiency of solutions to allocation problems, such as house allocation, school choice, and kidney exchange. We introduce a general linear programming problem subject to…

Optimization and Control · Mathematics 2025-09-23 Bart van Rossum , Twan Dollevoet

In this article we show that the boundary of the Pareto critical set of an unconstrained multiobjective optimization problem (MOP) consists of Pareto critical points of subproblems considering subsets of the objective functions. If the…

Optimization and Control · Mathematics 2020-12-18 Bennet Gebken , Sebastian Peitz , Michael Dellnitz

We consider Markov decision processes (MDPs) with multiple limit-average (or mean-payoff) objectives. There exist two different views: (i) the expectation semantics, where the goal is to optimize the expected mean-payoff objective, and (ii)…

Logic in Computer Science · Computer Science 2019-03-14 Krishnendu Chatterjee , Zuzana Křetínská , Jan Křetínský

This note proposes an algorithm to generate the Pareto front of a mixed discrete multi-objective optimization problem based on the pruning of irrelevant subproblems. An existing pruning-based method for a mixed discrete bi-objective problem…

Optimization and Control · Mathematics 2017-09-28 Juseong Lee , Sang-Il Lee , Jaemyung Ahn , Han-Lim Choi

Optimization under uncertainty is important in many applications, particularly to inform policy and decision making in areas such as public health. A key source of uncertainty arises from the incorporation of environmental variables as…

Methodology · Statistics 2024-10-25 Daria Semochkina , Alexander I. J. Forrester , David C Woods

The decomposition-based method has been recognized as a major approach for multi-objective optimization. It decomposes a multi-objective optimization problem into several single-objective optimization subproblems, each of which is usually…

Neural and Evolutionary Computing · Computer Science 2017-04-11 Mengyuan Wu , Ke Li , Sam Kwong , Qingfu Zhang

Optimization under uncertainty deals with the problem of optimizing stochastic cost functions given some partial information on their inputs. These problems are extremely difficult to solve and yet pervade all areas of technological and…

Statistical Mechanics · Physics 2015-03-13 Fabrizio Altarelli , Alfredo Braunstein , Abolfazl Ramezanpour , Riccardo Zecchina

Methods for learning optimal policies use causal machine learning models to create human-interpretable rules for making choices around the allocation of different policy interventions. However, in realistic policy-making contexts,…

Machine Learning · Computer Science 2023-10-18 Patrick Rehill , Nicholas Biddle

Automated machine learning has gained a lot of attention recently. Building and selecting the right machine learning models is often a multi-objective optimization problem. General purpose machine learning software that simultaneously…

Machine Learning · Computer Science 2019-08-15 Steven Gardner , Oleg Golovidov , Joshua Griffin , Patrick Koch , Wayne Thompson , Brett Wujek , Yan Xu

One of the arduous tasks in supply chain modelling is to build robust models against irregular variations. During the proliferation of time-series analyses and machine learning models, several modifications were proposed such as…

Artificial Intelligence · Computer Science 2020-04-30 Heerok Banerjee , V. Ganapathy , V. M. Shenbagaraman

Multi-objective optimization (MOO) arises in many real-world applications where trade-offs between competing objectives must be carefully balanced. In the offline setting, where only a static dataset is available, the main challenge is…

Machine Learning · Computer Science 2026-02-16 Jatan Shrestha , Santeri Heiskanen , Kari Hepola , Severi Rissanen , Pekka Jääskeläinen , Joni Pajarinen

A multiobjective optimization method is proposed for obtaining the optimal plane trusses simultaneously for various aspect ratios of the initial ground structure as a set of Pareto optimal solutions generated through a single optimization…

Optimization and Control · Mathematics 2023-08-01 Makoto Ohsaki , Saku Aoyagi , Kazuki Hayashi

Algorithmic fairness seeks to identify and correct sources of bias in machine learning algorithms. Confoundingly, ensuring fairness often comes at the cost of accuracy. We provide formal tools in this work for reconciling this fundamental…

Machine Learning · Computer Science 2021-11-22 Susan Wei , Marc Niethammer

Model merging has emerged as an effective approach to combine multiple single-task models into a multitask model. This process typically involves computing a weighted average of the model parameters without any additional training. Existing…

Machine Learning · Computer Science 2025-04-28 Lu Li , Tianyu Zhang , Zhiqi Bu , Suyuchen Wang , Huan He , Jie Fu , Yonghui Wu , Jiang Bian , Yong Chen , Yoshua Bengio