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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

Dealing with multi-objective problems by using generation methods has some interesting advantages since it provides the decision-maker with the complete information about the set of non-dominated points (Pareto front) and a clear overview…

Optimization and Control · Mathematics 2022-09-09 Mariana Mesquita-Cunha , José Rui Figueira , Ana Paula Barbosa-Póvoa

We settle the computational complexity of fundamental questions related to multicriteria integer linear programs, when the dimensions of the strategy space and of the outcome space are considered fixed constants. In particular we construct:…

Optimization and Control · Mathematics 2017-01-03 Jesús A. De Loera , Raymond Hemmecke , Matthias Köppe

We propose a novel numerical approach to compute the Pareto front in multivariate polynomial multi-objective optimization problems. When the objective functions and (equality) constraints are multivariate polynomials, the Pareto front,…

Optimization and Control · Mathematics 2026-04-06 Hans van Rooij , Christof Vermeersch , Marie Deferme , Bart De Moor

Real-world problems are often multi-objective with decision-makers unable to specify a priori which trade-off between the conflicting objectives is preferable. Intuitively, building machine learning solutions in such cases would entail…

Machine Learning · Computer Science 2021-10-20 Timo M. Deist , Monika Grewal , Frank J. W. M. Dankers , Tanja Alderliesten , Peter A. N. Bosman

An important challenge in multi-objective reinforcement learning is obtaining a Pareto front of policies to attain optimal performance under different preferences. We introduce Iterated Pareto Referent Optimisation (IPRO), which decomposes…

Machine Learning · Computer Science 2025-02-07 Willem Röpke , Mathieu Reymond , Patrick Mannion , Diederik M. Roijers , Ann Nowé , Roxana Rădulescu

In multiobjective optimisation, a set of scalable test problems with a variety of features allow researchers to investigate and evaluate the abilities of different optimisation algorithms, and thus can help them to design and develop more…

Neural and Evolutionary Computing · Computer Science 2022-08-24 Liangli Zhen , Miqing Li , Ran Cheng , Dezhong Peng , Xin Yao

The goal of multi-objective optimization is to understand optimal trade-offs between competing objective functions by finding the Pareto front, i.e., the set of all Pareto optimal solutions, where no objective can be improved without…

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

In this paper, we present the first outer approximation algorithm for multi-objective mixed-integer linear programming problems with any number of objectives. The algorithm also works for certain classes of non-linear programming problems.…

Optimization and Control · Mathematics 2022-05-04 Fritz Bökler , Sophie N. Parragh , Markus Sinnl , Fabien Tricoire

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

This note proposes an algorithm to generate the Pareto front of a mixed discrete multi-objective optimization problem based on the pruning of irrelevant subproblems. An existing pruning-based method for a mixed discrete bi-objective problem…

Optimization and Control · Mathematics 2017-09-28 Juseong Lee , Sang-Il Lee , Jaemyung Ahn , Han-Lim Choi

Multi-objective optimization is a widely studied problem in diverse fields, such as engineering and finance, that seeks to identify a set of non-dominated solutions that provide optimal trade-offs among competing objectives. However, the…

Neural and Evolutionary Computing · Computer Science 2024-01-15 Arash Heidari , Sebastian Rojas Gonzalez , Tom Dhaene , Ivo Couckuyt

Many problems in robotics seek to simultaneously optimize several competing objectives under constraints. A conventional approach to solving such multi-objective optimization problems is to create a single cost function comprised of the…

Robotics · Computer Science 2022-06-02 Alexander Botros , Armin Sadeghi , Nils Wilde , Javier Alonso-Mora , Stephen L. Smith

Multi-objective optimization (MOO) is a prevalent challenge for Deep Learning, however, there exists no scalable MOO solution for truly deep neural networks. Prior work either demand optimizing a new network for every point on the Pareto…

Machine Learning · Computer Science 2021-10-15 Michael Ruchte , Josif Grabocka

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

This paper addresses the problem of approximating the set of all solutions for Multi-objective Markov Decision Processes. We show that in the vast majority of interesting cases, the number of solutions is exponential or even infinite. In…

Machine Learning · Computer Science 2020-09-18 L. Mandow , J. L. Pérez de la Cruz , N. Pozas

Exactly solving multi-objective integer programming (MOIP) problems is often a very time consuming process, especially for large and complex problems. Parallel computing has the potential to significantly reduce the time taken to solve such…

Optimization and Control · Mathematics 2018-11-02 William Pettersson , Melih Ozlen

A homotopy method for multi-objective optimization that produces uniformly sampled Pareto fronts by construction is presented. While the algorithm is general, of particular interest is application to simulation-based engineering…

Optimization and Control · Mathematics 2015-05-13 Andreas Adelmann , Peter Arbenz , Andrew Foster , Yves Ineichen

Design problems in industrial engineering often involve a large number of design variables with multiple objectives, under complex nonlinear constraints. The algorithms for multiobjective problems can be significantly different from the…

Optimization and Control · Mathematics 2013-03-27 Xin-She Yang
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