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Most decision-focused learning work has focused on single stage problems whereas many real-world decision problems are more appropriately modelled using multistage optimisation. In multistage problems contextual information is revealed over…

Optimization and Control · Mathematics 2025-05-29 Egon Peršak , Miguel F. Anjos

The assortment planning problem is a central piece in the revenue management strategy of any company in the retail industry. In this paper, we study a robust assortment optimization problem for substitutable products under a sequential…

Optimization and Control · Mathematics 2020-09-01 Saharnaz Mehrani , Jorge A. Sefair

Network design problems involve constructing edges in a transportation or supply chain network to minimize construction and daily operational costs. We study a stochastic version where operational costs are uncertain due to fluctuating…

Optimization and Control · Mathematics 2025-01-08 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet , Periklis Petridis

In multiobjective optimization, most branch and bound algorithms provide the decision maker with the whole Pareto front, and then decision maker could select a single solution finally. However, if the number of objectives is large, the…

Optimization and Control · Mathematics 2024-02-29 Weitian Wu , Xinmin Yang

Overparameterization and overfitting are common concerns when designing and training deep neural networks, that are often counteracted by pruning and regularization strategies. However, these strategies remain secondary to most learning…

Machine Learning · Computer Science 2020-09-01 Malena Reiners , Kathrin Klamroth , Michael Stiglmayr

It has been widely recognized that the performance of a multi-agent system is highly affected by its organization. A large scale system may have billions of possible ways of organization, which makes it impractical to find an optimal choice…

Multiagent Systems · Computer Science 2014-11-25 Zhiqi Shen , Ling Yu , Han Yu

A weighted point-availability time-dependent network is a list of temporal edges, where each temporal edge has an appearing time value, a travel time value, and a cost value. In this paper we consider the single source Pareto problem in…

Data Structures and Algorithms · Computer Science 2021-01-07 Filippo Brunelli , Pierluigi Crescenzi , Laurent Viennot

Performance optimization of deep learning models is conducted either manually or through automatic architecture search, or a combination of both. On the other hand, their performance strongly depends on the target hardware and how…

Machine Learning · Computer Science 2022-09-23 Vahid Partovi Nia , Alireza Ghaffari , Mahdi Zolnouri , Yvon Savaria

Multi-stage stochastic programming is a well-established framework for sequential decision making under uncertainty by seeking policies that are fully adapted to the uncertainty. Often such flexible policies are not desirable, and the…

Optimization and Control · Mathematics 2024-08-06 Beste Basciftci , Shabbir Ahmed , Nagi Gebraeel

Stratifying commercial product portfolios into multiple classes of decreasing priority, ABCD analysis, is a common supply chain tool. Key planning parameters that drive strategic and execution priorities are tied to the resulting…

Optimization and Control · Mathematics 2021-06-08 Vikram Govindan , Wei Xie

Recent advances in learnable evolutionary algorithms have demonstrated the importance of leveraging population distribution information and historical evolutionary trajectories. While significant progress has been made in continuous…

Neural and Evolutionary Computing · Computer Science 2024-12-10 Jiaxiang Huang , Licheng Jiao

Designing fair algorithmic decision systems requires balancing model performance with fairness toward affected individuals: More fairness might require sacrificing some performance and vice versa, yet the space of possible trade-offs is…

Machine Learning · Computer Science 2026-05-12 Mieke Wilms , Christoph Heitz

While consolidation strategies form the backbone of many supply chain optimisation problems, exploitation of multi-tier material relationships through consolidation remains an understudied area, despite being a prominent feature of…

Computational Engineering, Finance, and Science · Computer Science 2025-01-03 Vinod Kumar Chauhan , Muhannad Alomari , James Arney , Ajith Kumar Parlikad , Alexandra Brintrup

Pareto front profiling in multi-objective optimization (MOO), i.e., finding a diverse set of Pareto optimal solutions, is challenging, especially with expensive objectives that require training a neural network. Typically, in MOO for neural…

Machine Learning · Computer Science 2025-02-06 Rhea Sanjay Sukthanker , Arber Zela , Benedikt Staffler , Samuel Dooley , Josif Grabocka , Frank Hutter

Offline multi-objective optimization aims to identify Pareto-optimal solutions given a dataset of designs and their objective values. In this work, we propose a preference-guided diffusion model that generates Pareto-optimal designs by…

Machine Learning · Computer Science 2025-12-19 Yashas Annadani , Syrine Belakaria , Stefano Ermon , Stefan Bauer , Barbara E Engelhardt

This work studies the behavior of three elitist multi- and many-objective evolutionary algorithms generating a high-resolution approximation of the Pareto optimal set. Several search-assessment indicators are defined to trace the dynamics…

Neural and Evolutionary Computing · Computer Science 2014-09-29 Hernan Aguirre , Arnaud Liefooghe , Sébastien Verel , Kiyoshi Tanaka

Portfolio management is a multi-period multi-objective optimisation problem subject to a wide range of constraints. However, in practice, portfolio management is treated as a single-period problem partly due to the computationally…

Neural and Evolutionary Computing · Computer Science 2022-09-28 Terence L. van Zyl , Matthew Woolway , Andrew Paskaramoorthy

Two-sided matching platforms provide users with menus of match recommendations. To maximize the number of realized matches between the two sides (referred here as customers and suppliers), the platform must balance the inherent tension…

Computer Science and Game Theory · Computer Science 2020-07-29 Itai Ashlagi , Anilesh K. Krishnaswamy , Rahul Makhijani , Daniela Saban , Kirankumar Shiragur

We present a novel approach to help decision-makers efficiently identify preferred solutions from the Pareto set of a multi-objective optimization problem. Our method uses a Bayesian model to estimate the decision-maker's utility function…

Machine Learning · Statistics 2025-11-13 Felix Huber , Sebastian Rojas Gonzalez , Raul Astudillo

We study sequential multi-issue trading between two greedily rational agents who exchange resources from a finite set of categories. Each agent's utility depends on its allocation, but the offering agent does not know the responding agent's…

Multiagent Systems · Computer Science 2026-05-15 Surya Murthy , Mustafa O. Karabag , Ufuk Topcu