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In classical inverse linear optimization, one assumes a given solution is a candidate to be optimal. Real data is imperfect and noisy, so there is no guarantee this assumption is satisfied. Inspired by regression, this paper presents a…

Optimization and Control · Mathematics 2017-06-23 Timothy C. Y. Chan , Taewoo Lee , Daria Terekhov

In multi-task learning, multiple tasks are solved jointly, sharing inductive bias between them. Multi-task learning is inherently a multi-objective problem because different tasks may conflict, necessitating a trade-off. A common compromise…

Machine Learning · Computer Science 2019-01-14 Ozan Sener , Vladlen Koltun

Simultaneous optimization of multiple objective functions results in a set of trade-off, or Pareto, solutions. Choosing a, in some sense, best solution in this set is in general a challenging task: In the case of three or more objectives…

Optimization and Control · Mathematics 2023-02-01 C. Yalçın Kaya , Helmut Maurer

A multi-modal multi-objective optimization problem is a special kind of multi-objective optimization problem with multiple Pareto subsets. In this paper, we propose an efficient multi-modal multi-objective optimization algorithm based on…

Neural and Evolutionary Computing · Computer Science 2020-04-22 Yiming Peng , Hisao Ishibuchi

Multi-task learning is a powerful method for solving multiple correlated tasks simultaneously. However, it is often impossible to find one single solution to optimize all the tasks, since different tasks might conflict with each other.…

Machine Learning · Computer Science 2020-01-01 Xi Lin , Hui-Ling Zhen , Zhenhua Li , Qingfu Zhang , Sam Kwong

Solutions to multi-objective optimization problems can generally not be compared or ordered, due to the lack of orderability of the single objectives. Furthermore, decision-makers are often made to believe that scaled objectives can be…

Optimization and Control · Mathematics 2022-05-31 Sebastian Hönel , Welf Löwe

We propose a novel solution framework for inverse mixed-integer optimization based on analytic center concepts from interior point methods. We characterize the optimality gap of a given solution, provide structural results, and propose…

Optimization and Control · Mathematics 2025-04-08 Samir Elhedhli , Göksu Ece Okur

A wide range of machine learning applications such as privacy-preserving learning, algorithmic fairness, and domain adaptation/generalization among others, involve learning invariant representations of the data that aim to achieve two…

Machine Learning · Computer Science 2022-11-24 Han Zhao , Chen Dan , Bryon Aragam , Tommi S. Jaakkola , Geoffrey J. Gordon , Pradeep Ravikumar

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

Optimization problems have been the subject of statistical physics approximations. A specially relevant and general scenario is provided by optimization methods considering tradeoffs between cost and efficiency, where optimal solutions…

Statistical Mechanics · Physics 2015-09-16 Luís F. Seoane , Ricard V. Solé

This work addresses inverse linear optimization where the goal is to infer the unknown cost vector of a linear program. Specifically, we consider the data-driven setting in which the available data are noisy observations of optimal…

Optimization and Control · Mathematics 2021-12-07 Rishabh Gupta , Qi Zhang

Numerous multi-objective optimization problems encounter with a number of fitness functions to be simultaneously optimized of which their mutual preferences are not inherently known. Suffering from the lack of underlying generative models,…

Image and Video Processing · Electrical Eng. & Systems 2020-11-20 Arash Broumand

We propose new mathematical models of inventory management in a reverse logistics system. The proposed models extend the model introduced by Nahmias and Rivera with the assumption that the demand for newly produced and repaired…

Optimization and Control · Mathematics 2021-01-26 M. Forkan. M. M. Rizvi , M. A. M. Chowdhury

Multi-task learning solves multiple correlated tasks. However, conflicts may exist between them. In such circumstances, a single solution can rarely optimize all the tasks, leading to performance trade-offs. To arrive at a set of optimized…

Artificial Intelligence · Computer Science 2024-03-26 Lu Bai , Abhishek Gupta , Yew-Soon Ong

Balancing safety, efficiency, and operational costs in highway driving poses a challenging decision-making problem for heavy-duty vehicles. A central difficulty is that conventional scalar reward formulations, obtained by aggregating these…

Machine Learning · Computer Science 2026-01-27 Deepthi Pathare , Leo Laine , Morteza Haghir Chehreghani

We propose a novel framework for optimizing injection strategies in large-scale CO$_2$ storage combining multi-agent models with multi-objective optimization, and reservoir simulation. We investigate whether agents should form coalitions…

Numerical Analysis · Mathematics 2024-06-13 Per Pettersson , Sebastian Krumscheid , Sarah Gasda

Benson's outer approximation algorithm and its variants are the most frequently used methods for solving linear multiobjective optimization problems. These algorithms have two intertwined components: one-dimensional linear optimization one…

Optimization and Control · Mathematics 2019-03-21 Laszlo Csirmaz

In this paper, we deal with the Front Steepest Descent algorithm for multi-objective optimization. We point out that the algorithm from the literature is often incapable, by design, of spanning large portions of the Pareto front. We thus…

Optimization and Control · Mathematics 2023-03-17 Matteo Lapucci , Pierluigi Mansueto

This paper proposes a nonmonotone proximal quasi-Newton algorithm for unconstrained convex multiobjective composite optimization problems. To design the search direction, we minimize the max-scalarization of the variations of the Hessian…

Optimization and Control · Mathematics 2023-10-04 Xiaoxue Jiang

When a robot autonomously performs a complex task, it frequently must balance competing objectives while maintaining safety. This becomes more difficult in uncertain environments with stochastic outcomes. Enhancing transparency in the…

Robotics · Computer Science 2024-06-19 Peter Amorese , Shohei Wakayama , Nisar Ahmed , Morteza Lahijanian