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In robust optimization, the general aim is to find a solution that performs well over a set of possible parameter outcomes, the so-called uncertainty set. In this paper, we assume that the uncertainty size is not fixed, and instead aim at…

Optimization and Control · Mathematics 2016-06-24 André Chassein , Marc Goerigk

We propose a new algorithm for the solution of the robust multiple-load topology optimization problem. The algorithm can be applied to any type of problem, e.g., truss topology, variable thickness sheet or free material optimization. We…

Optimization and Control · Mathematics 2013-07-30 Michal Kocvara

In this article we develop a gradient-based algorithm for the solution of multiobjective optimization problems with uncertainties. To this end, an additional condition is derived for the descent direction in order to account for…

Optimization and Control · Mathematics 2018-08-02 Sebastian Peitz , Michael Dellnitz

Numerous real-world applications of uncertain multiobjective optimization problems (UMOPs) can be found in science, engineering, business, and management. To handle the solution of uncertain optimization problems, robust optimization is a…

Optimization and Control · Mathematics 2025-03-11 Shubham Kumar , Nihar Kumar Mahatoa , Debdas Ghosh

Many combinatorial optimization problems can be formulated as the search for a subgraph that satisfies certain properties and minimizes the total weight. We assume here that the vertices correspond to points in a metric space and can take…

Data Structures and Algorithms · Computer Science 2024-12-25 Marin Bougeret , Jérémy Omer , Michael Poss

For solving constrained multicriteria problems, we introduce the multiobjective barrier method (MBM), which extends the scalar-valued internal penalty method. This multiobjective version of the classical method also requires a penalty…

Optimization and Control · Mathematics 2018-04-02 Ellen H. Fukuda , L. M. Grana Drummond , Fernanda M. P. Raupp

In this paper, we consider multi-objective optimization problems with a sparsity constraint on the vector of variables. For this class of problems, inspired by the homonymous necessary optimality condition for sparse single-objective…

Optimization and Control · Mathematics 2024-03-07 Matteo Lapucci , Pierluigi Mansueto

Real-world problems typically require the simultaneous optimization of several, often conflicting objectives. Many of these multi-objective optimization problems are characterized by wide ranges of uncertainties in their decision variables…

Neural and Evolutionary Computing · Computer Science 2019-10-21 Faramarz Khosravi , Alexander Raß , Jürgen Teich

In this article, we extend our previous work (Applicable Analysis, 2024, pp. 1-25) on the steepest descent method for uncertain multiobjective optimization problems. While that study established local convergence, it did not address global…

Optimization and Control · Mathematics 2025-03-11 Shubham Kumar , Nihar Kumar Mahato , Debdas Ghosh

We extend Robust Optimization to fractional programming, where both the objective and the constraints contain uncertain parameters. Earlier work did not consider uncertainty in both the objective and the constraints, or did not use Robust…

Optimization and Control · Mathematics 2015-08-21 Bram L. Gorissen

Binary optimization, a representative subclass of discrete optimization, plays an important role in mathematical optimization and has various applications in computer vision and machine learning. Usually, binary optimization problems are…

Optimization and Control · Mathematics 2021-05-18 Huan Xiong , Mengyang Yu , Li Liu , Fan Zhu , Fumin Shen , Ling Shao

Maximizing a single submodular set function subject to a cardinality constraint is a well-studied and central topic in combinatorial optimization. However, finding a set that maximizes multiple functions at the same time is much less…

Data Structures and Algorithms · Computer Science 2025-05-16 Fabian Spaeh , Atsushi Miyauchi

We explore a multiple-stage variant of the min-max robust selection problem with budgeted uncertainty that includes queries. First, one queries a subset of items and gets the exact values of their uncertain parameters. Given this…

Optimization and Control · Mathematics 2025-01-07 Xiaoyu Chen , Marc Goerigk , Michael Poss

We consider a combined problem of teaming and scheduling of multi-skilled employees that have to perform jobs with uncertain qualification requirements. We propose two modeling approaches that generate solutions that are robust to possible…

Optimization and Control · Mathematics 2020-11-03 Yulia Anoshkina , Marc Goerigk , Frank Meisel

In this paper, we provide a generic anytime lower bounding procedure for minmax regret optimization problems. We show that the lower bound obtained is always at least as accurate as the lower bound recently proposed by Chassein and Goerigk…

Data Structures and Algorithms · Computer Science 2017-07-12 Hugo Gilbert , Olivier Spanjaard

We consider the problem of multi-objective maximization of monotone submodular functions subject to cardinality constraint, often formulated as $\max_{|A|=k}\min_{i\in\{1,\dots,m\}}f_i(A)$. While it is widely known that greedy methods work…

Data Structures and Algorithms · Computer Science 2021-05-04 Rajan Udwani

We propose a method for finding approximate solutions to multiple-choice knapsack problems. To this aim we transform the multiple-choice knapsack problem into a bi-objective optimization problem whose solution set contains solutions of the…

Optimization and Control · Mathematics 2017-12-20 Ewa M. Bednarczuk , Janusz Miroforidis , Przemysław Pyzel

The efficacy of robust optimization spans a variety of settings with uncertainties bounded in predetermined sets. In many applications, uncertainties are affected by decisions and cannot be modeled with current frameworks. This paper takes…

Optimization and Control · Mathematics 2018-03-29 Omid Nohadani , Kartikey Sharma

This paper introduces a nonlinear conjugate gradient method (NCGM) for addressing the robust counterpart of uncertain multiobjective optimization problems (UMOPs). Here, the robust counterpart is defined as the minimum across objective-wise…

Optimization and Control · Mathematics 2025-03-04 Shubham Kumar , Nihar Kumar Mahato , Debdas Ghosh

Optimization - minimization or maximization - in the lattice of subsets is a frequent operation in Artificial Intelligence tasks. Examples are subset-minimal model-based diagnosis, nonmonotonic reasoning by means of circumscription, or…

Artificial Intelligence · Computer Science 2016-12-23 Wolfgang Faber , Mauro Vallati , Federico Cerutti , Massimiliano Giacomin