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Optimizing nonlinear systems involving expensive computer experiments with regard to conflicting objectives is a common challenge. When the number of experiments is severely restricted and/or when the number of objectives increases,…

Machine Learning · Statistics 2019-07-16 David Gaudrie , Rodolphe Le Riche , Victor Picheny , Benoit Enaux , Vincent Herbert

Most of existing neural methods for multi-objective combinatorial optimization (MOCO) problems solely rely on decomposition, which often leads to repetitive solutions for the respective subproblems, thus a limited Pareto set. Beyond…

Machine Learning · Computer Science 2023-10-25 Jinbiao Chen , Zizhen Zhang , Zhiguang Cao , Yaoxin Wu , Yining Ma , Te Ye , Jiahai Wang

Real-world and complex problems have usually many objective functions that have to be optimized all at once. Over the last decades, Multi-Objective Evolutionary Algorithms (MOEAs) are designed to solve this kind of problems. Nevertheless,…

Neural and Evolutionary Computing · Computer Science 2020-02-21 Cristian Ramirez-Atencia , Sanaz Mostaghim , David Camacho

Classification, recommendation, and ranking problems often involve competing goals with additional constraints (e.g., to satisfy fairness or diversity criteria). Such optimization problems are quite challenging, often involving non-convex…

Machine Learning · Computer Science 2021-02-16 Gurpreet Singh , Soumyajit Gupta , Matthew Lease , Clint Dawson

Many real-world optimization problems such as engineering design can be eventually modeled as the corresponding multiobjective optimization problems (MOPs) which must be solved to obtain approximate Pareto optimal fronts. Multiobjective…

Neural and Evolutionary Computing · Computer Science 2021-11-12 Wang Chen , Jian Chen , Weitian Wu , Xinmin Yang , Hui Li

Many real world applications can be framed as multi-objective optimization problems, where we wish to simultaneously optimize for multiple criteria. Bayesian optimization techniques for the multi-objective setting are pertinent when the…

Machine Learning · Computer Science 2019-06-24 Biswajit Paria , Kirthevasan Kandasamy , Barnabás Póczos

Multi-objective Bayesian optimization aims to find the Pareto front of trade-offs between a set of expensive objectives while collecting as few samples as possible. In some cases, it is possible to evaluate the objectives separately, and a…

Machine Learning · Statistics 2025-03-04 Jack M. Buckingham , Sebastian Rojas Gonzalez , Juergen Branke

In today's global business market place, individual firms no longer compete as independent entities with unique brand names but as integral part of supply chain links. Key to success of any business is satisfying customer's demands on time…

Optimization and Control · Mathematics 2014-08-05 Nelson Christopher Dzupire , Yaw Nkansah-Gyekye

In this paper, we consider black-box multiobjective optimization problems in which all objective functions are not given analytically. In multiobjective optimization, it is important to produce a set of uniformly distributed discrete…

Optimization and Control · Mathematics 2022-02-11 Kwang-Hui Ju , Ju-Song Kim

We present a review that unifies decision-support methods for exploring the solutions produced by multi-objective optimization (MOO) algorithms. As MOO is applied to solve diverse problems, approaches for analyzing the trade-offs offered by…

Artificial Intelligence · Computer Science 2023-11-21 Zuzanna Osika , Jazmin Zatarain Salazar , Diederik M. Roijers , Frans A. Oliehoek , Pradeep K. Murukannaiah

We introduce a nonmonotone extension of the Front Descent framework for multiobjective optimization. The method uses novel nonmonotone line searches that allow temporary increases in some objective functions. To our knowledge, this is the…

Optimization and Control · Mathematics 2025-09-03 Pierluigi Mansueto

Multi-objective optimization (MOO) problems are prevalent in machine learning. These problems have a set of optimal solutions, called the Pareto front, where each point on the front represents a different trade-off between possibly…

Machine Learning · Computer Science 2021-04-27 Aviv Navon , Aviv Shamsian , Gal Chechik , Ethan Fetaya

This paper introduces the first objective space algorithm which can exactly find all supported and non-supported non-dominated solutions to a mixed-integer multi-objective linear program with an arbitrary number of objective functions. This…

Optimization and Control · Mathematics 2019-09-10 William Pettersson , Melih Ozlen

We present a proximal gradient method for solving convex multiobjective optimization problems, where each objective function is the sum of two convex functions, with one assumed to be continuously differentiable. The algorithm incorporates…

Optimization and Control · Mathematics 2024-04-18 Yunier Bello-Cruz , J. G. Melo , L. F. Prudente , R. V. G. Serra

Multi-task learning, which optimizes performance across multiple tasks, is inherently a multi-objective optimization problem. Various algorithms are developed to provide discrete trade-off solutions on the Pareto front. Recently, continuous…

Machine Learning · Computer Science 2024-07-31 Weiyu Chen , James T. Kwok

Multi-objective optimization (MOO) problems require balancing competing objectives, often under constraints. The Pareto optimal solution set defines all possible optimal trade-offs over such objectives. In this work, we present a novel…

Machine Learning · Computer Science 2022-04-19 Soumyajit Gupta , Gurpreet Singh , Raghu Bollapragada , Matthew Lease

We study a multi-objective scheduling problem on two dedicated processors. The aim is to minimize simultaneously the makespan, the total tardiness and the total completion time. This NP-hard problem requires the use of well-adapted methods.…

Data Structures and Algorithms · Computer Science 2021-01-05 Adel Kacem , Abdelaziz Dammak

The proximal point method for a special class of nonconvex multiobjective functions is studied in this paper. We show that the method is well defined and that the accumulation points of any generated sequence, if any, are Pareto--Clarke…

Optimization and Control · Mathematics 2017-02-20 G. C. Bento , O. P. Ferreira , V. L. Sousa Junior

Computing diverse sets of high quality solutions for a given optimization problem has become an important topic in recent years. In this paper, we introduce a coevolutionary Pareto Diversity Optimization approach which builds on the success…

Neural and Evolutionary Computing · Computer Science 2022-04-13 Aneta Neumann , Denis Antipov , Frank Neumann

We suggest a novel approach for the efficient and reliable approximation of the Pareto front of sufficiently smooth unconstrained bi-criteria optimization problems. Optimality conditions formulated for weighted sum scalarizations of the…

Optimization and Control · Mathematics 2020-04-24 Matthias Bolten , Onur Tanil Doganay , Hanno Gottschalk , Kathrin Klamroth