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Optimistic methods have been applied with success to single-objective optimization. Here, we attempt to bridge the gap between optimistic methods and multi-objective optimization. In particular, this paper is concerned with solving…

Optimization and Control · Mathematics 2016-12-28 Abdullah Al-Dujaili , S. Suresh

Solving complex partial differential equations is vital in the physical sciences, but often requires computationally expensive numerical methods. Reduced-order models (ROMs) address this by exploiting dimensionality reduction to create fast…

Machine Learning · Computer Science 2026-05-19 Robert Stephany , William Michael Anderson , Youngsoo Choi

Multi-objective optimization problems can be found in many real-world applications, where the objectives often conflict each other and cannot be optimized by a single solution. In the past few decades, numerous methods have been proposed to…

Machine Learning · Computer Science 2024-07-24 Xi Lin , Xiaoyuan Zhang , Zhiyuan Yang , Fei Liu , Zhenkun Wang , Qingfu Zhang

Many modern machine learning applications, such as multi-task learning, require finding optimal model parameters to trade-off multiple objective functions that may conflict with each other. The notion of the Pareto set allows us to focus on…

Optimization and Control · Mathematics 2022-09-05 Mao Ye , Qiang Liu

In this work, we further develop multigoal-oriented a posteriori error estimation with two objectives in mind. First, we formulate goal-oriented mesh adaptivity for multiple functionals of interest for nonlinear problems in which both the…

Numerical Analysis · Mathematics 2018-04-05 B. Endtmayer , U. Langer , T. Wick

Solving constrained optimization problems by multi-objective evolutionary algorithms has scored tremendous achievements in the last decade. Standard multi-objective schemes usually aim at minimizing the objective function and also the…

Neural and Evolutionary Computing · Computer Science 2015-10-02 Tao Xu , Jun He

We present PESMO, a Bayesian method for identifying the Pareto set of multi-objective optimization problems, when the functions are expensive to evaluate. The central idea of PESMO is to choose evaluation points so as to maximally reduce…

Machine Learning · Statistics 2016-02-23 Daniel Hernández-Lobato , José Miguel Hernández-Lobato , Amar Shah , Ryan P. Adams

In this article, we present an efficient descent method for locally Lipschitz continuous multiobjective optimization problems (MOPs). The method is realized by combining a theoretical result regarding the computation of descent directions…

Optimization and Control · Mathematics 2021-03-05 Bennet Gebken , Sebastian Peitz

Multi-modal multi-objective optimization is to locate (almost) equivalent Pareto optimal solutions as many as possible. While decomposition-based evolutionary algorithms have good performance for multi-objective optimization, they are…

Neural and Evolutionary Computing · Computer Science 2020-10-01 Ryoji Tanabe , Hisao Ishibuchi

Geometric programming problems occur frequently in engineering design and management. In multiobjective optimization, the trade-off information between different objective functions is probably the most important piece of information in a…

Data Structures and Algorithms · Computer Science 2010-03-25 A. K. Ojha , A. K. Das

Online-learning research has mainly been focusing on minimizing one objective function. In many real-world applications, however, several objective functions have to be considered simultaneously. Recently, an algorithm for dealing with…

Machine Learning · Computer Science 2017-03-21 Guy Uziel , Ran El-Yaniv

Multiobjective combinatorial optimization deals with problems considering more than one viewpoint or scenario. The problem of aggregating multiple criteria to obtain a globalizing objective function is of special interest when the number of…

Optimization and Control · Mathematics 2013-06-07 Elena Fernández , Miguel A. Pozo , Justo Puerto

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

Multi-agent optimization problems with many objective functions have drawn much interest over the past two decades. Many works on the subject minimize the sum of objective functions, which implicitly carries a decision about the problem…

Systems and Control · Electrical Eng. & Systems 2020-03-05 Maude J. Blondin , Matthew Hale

Solving multi-objective optimization problems for large deep neural networks is a challenging task due to the complexity of the loss landscape and the expensive computational cost of training and evaluating models. Efficient Pareto front…

Machine Learning · Computer Science 2024-06-17 Anke Tang , Li Shen , Yong Luo , Shiwei Liu , Han Hu , Bo Du

Many real-world applications involve black-box optimization of multiple objectives using continuous function approximations that trade-off accuracy and resource cost of evaluation. For example, in rocket launching research, we need to find…

Machine Learning · Statistics 2020-11-24 Syrine Belakaria , Aryan Deshwal , Janardhan Rao Doppa

One of the major challenges in the Bayesian solution of inverse problems governed by partial differential equations (PDEs) is the computational cost of repeatedly evaluating numerical PDE models, as required by Markov chain Monte Carlo…

Computation · Statistics 2016-05-03 Tiangang Cui , Youssef M. Marzouk , Karen E. Willcox

Inverse problems are pervasive mathematical methods in inferring knowledge from observational and experimental data by leveraging simulations and models. Unlike direct inference methods, inverse problem approaches typically require many…

Computational Physics · Physics 2019-12-20 Sheroze Sheriffdeen , Jean C. Ragusa , Jim E. Morel , Marvin L. Adams , Tan Bui-Thanh

We present a flexible trust region descend algorithm for unconstrained and convexly constrained multiobjective optimization problems. It is targeted at heterogeneous and expensive problems, i.e., problems that have at least one objective…

Optimization and Control · Mathematics 2021-05-27 Manuel Berkemeier , Sebastian Peitz

Optimisation problems often have multiple conflicting objectives that can be computationally and/or financially expensive. Mono-surrogate Bayesian optimisation (BO) is a popular model-based approach for optimising such black-box functions.…

Machine Learning · Computer Science 2022-08-11 George De Ath , Tinkle Chugh , Alma A. M. Rahat
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