Related papers: PID2018 Benchmark Challenge:Multi-Objective Stocha…
Multi-task optimization (MTO) studies how to simultaneously solve multiple optimization problems for the purpose of obtaining better performance on each problem. Over the past few years, evolutionary MTO (EMTO) was proposed to handle MTO…
This paper presents a new implementation of deterministic multiobjective (MO) optimization called Multiobjective Fractal Decomposition Algorithm (Mo-FDA). The original algorithm was designed for mono-objective large scale continuous…
This paper develops a multivariable current control strategy for inverter-based resources (IBRs) based on optimal control theory to enhance their dynamic performance and grid synchronization stability. The structure of the implemented…
Multi-objective optimization models that encode ordered sequential constraints provide a solution to model various challenging problems including encoding preferences, modeling a curriculum, and enforcing measures of safety. A recently…
Multi-objective optimization is a type of decision making problems where multiple conflicting objectives are optimized. We study offline optimization of multi-objective policies from data collected by an existing policy. We propose a…
This paper presents a multi-objective version of the Cat Swarm Optimization Algorithm called the Grid-based Multi-objective Cat Swarm Optimization Algorithm (GMOCSO). Convergence and diversity preservation are the two main goals pursued by…
Multi-task ranking models have become essential for modern real-world recommendation systems. While most recommendation researches focus on designing sophisticated models for specific scenarios, achieving performance improvement for…
Stochastic dynamical systems with continuous symmetries arise commonly in nature and often give rise to coherent spatio-temporal patterns. However, because of their random locations, these patterns are not well captured by current order…
This paper investigates group distributionally robust optimization (GDRO) with the goal of learning a model that performs well over $m$ different distributions. First, we formulate GDRO as a stochastic convex-concave saddle-point problem,…
In this paper, we consider non-convex stochastic bilevel optimization (SBO) problems that have many applications in machine learning. Although numerous studies have proposed stochastic algorithms for solving these problems, they are limited…
We systematically develop a learning-based treatment of stochastic optimal control (SOC), relying on direct optimization of parametric control policies. We propose a derivation of adjoint sensitivity results for stochastic differential…
This paper proposes novel pilot optimization and channel estimation algorithm for the downlink multiuser massive multiple input multiple output (MIMO) system with $K$ decentralized single antenna mobile stations (MSs), and time division…
Multi-step-ahead time series prediction is one of the most challenging research topics in the field of time series modeling and prediction, and is continually under research. Recently, the multiple-input several multiple-outputs (MISMO)…
Majorization-minimization algorithms consist of iteratively minimizing a majorizing surrogate of an objective function. Because of its simplicity and its wide applicability, this principle has been very popular in statistics and in signal…
This paper addresses a class of robust stochastic optimal control problems. Its main contribution lies in the introduction of a general optimization model with variance penalization and an associated solution algorithm that improves…
The primary goal of this paper is to provide an efficient solution algorithm based on the augmented Lagrangian framework for optimization problems with a stochastic objective function and deterministic constraints. Our main contribution is…
Stochastic and (distributionally) robust optimization problems often become computationally challenging as the number of scenarios or data points increases. Scenario reduction is therefore a key technique for improving tractability. We…
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…
Significant outages from weather and climate extremes have highlighted the critical need for resilience-centered risk management of the grid. This paper proposes a multi-stage stochastic robust optimization (SRO) model that advances the…
Improving the alignment of language models with human preferences remains an active research challenge. Previous approaches have primarily utilized Reinforcement Learning from Human Feedback (RLHF) via online RL methods such as Proximal…