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We consider a multi-objective optimization problem with objective functions that are expensive to evaluate. The decision maker (DM) has unknown preferences, and so the standard approach is to generate an approximation of the Pareto front…

Machine Learning · Computer Science 2021-05-28 Juan Ungredda , Mariapia Marchi , Teresa Montrone , Juergen Branke

We consider polynomial optimization problems on Cartesian products of basic compact semialgebraic sets. The solution of such problems can be approximated as closely as desired by hierarchies of semidefinite programming relaxations, based on…

Optimization and Control · Mathematics 2025-07-02 Victor Magron

Many combinatorial optimization problems are often considered intractable to solve exactly or by approximation. An example of such problem is maximum clique which -- under standard assumptions in complexity theory -- cannot be solved in…

Data Structures and Algorithms · Computer Science 2021-07-27 Tapani Toivonen

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

Advancements in mathematical programming have made it possible to efficiently tackle large-scale real-world problems that were deemed intractable just a few decades ago. However, provably optimal solutions may not be accepted due to the…

Optimization and Control · Mathematics 2023-12-22 Kevin-Martin Aigner , Marc Goerigk , Michael Hartisch , Frauke Liers , Arthur Miehlich

Many researchers in artificial intelligence are beginning to explore the use of soft constraints to express a set of (possibly conflicting) problem requirements. A soft constraint is a function defined on a collection of variables which…

Artificial Intelligence · Computer Science 2011-07-04 D. Cohen , M. Cooper , P. Jeavons , A. Krokhin

We focus on rational solutions or nearly-feasible rational solutions that serve as certificates of feasibility for polynomial optimization problems. We show that, under some separability conditions, certain cubic polynomially constrained…

Optimization and Control · Mathematics 2022-04-15 Daniel Bienstock , Alberto del Pia , Robert Hildebrand

We analyze a pointwise tracking multiobjective optimal control problem subject to the Poisson problem and bilateral control constraints. To approximate Pareto optimal points and the Pareto front numerically, we consider two different finite…

Optimization and Control · Mathematics 2025-05-21 Francisco Fuica , Stefan Volkwein

We develop a framework for obtaining polynomial time approximation schemes (PTAS) for a class of stochastic dynamic programs. Using our framework, we obtain the first PTAS for the following stochastic combinatorial optimization problems:…

Data Structures and Algorithms · Computer Science 2018-05-22 Hao Fu , Jian Li , Pan Xu

We propose a method for finding approximate solutions to multiple-choice knapsack problems. To this aim we transform the multiple-choice knapsack problem into a bi-objective optimization problem whose solution set contains solutions of the…

Optimization and Control · Mathematics 2017-12-20 Ewa M. Bednarczuk , Janusz Miroforidis , Przemysław Pyzel

Multi-Objective Optimization (MOO) is an important problem in real-world applications. However, for a non-trivial problem, no single solution exists that can optimize all the objectives simultaneously. In a typical MOO problem, the goal is…

Machine Learning · Computer Science 2024-09-17 Zhang Haishan , Diptesh Das , Koji Tsuda

Constrained single-objective problems have been frequently tackled by evolutionary multi-objective algorithms where the constraint is relaxed into an additional objective. Recently, it has been shown that Pareto optimization approaches…

Neural and Evolutionary Computing · Computer Science 2024-06-10 Frank Neumann , Carsten Witt

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

Multi-objective optimization aims at finding trade-off solutions to conflicting objectives. These constitute the Pareto optimal set. In the context of expensive-to-evaluate functions, it is impossible and often non-informative to look for…

Machine Learning · Statistics 2020-02-20 David Gaudrie , Rodolphe Le Riche , Victor Picheny , Benoit Enaux , Vincent Herbert

We distinguish two kinds of piecewise linear functions and provide an interesting representation for a piecewise linear function between two normed spaces. Based on such a representation, we study a fully piecewise linear vector…

Optimization and Control · Mathematics 2020-09-23 Xiyin Zheng , Xiaoqi Yang

We study optimization problems that are neither approximable in polynomial time (at least with a constant factor) nor fixed parameter tractable, under widely believed complexity assumptions. Specifically, we focus on Maximum Independent…

Data Structures and Algorithms · Computer Science 2008-10-29 Marek Cygan , Lukasz Kowalik , Marcin Pilipczuk , Mateusz Wykurz

We consider the problem of tracking $n$ targets in the plane using $2n$ cameras. We can use two cameras to estimate the location of a target. We are then interested in forming $n$ camera pairs where each camera belongs to exactly one pair,…

Computational Geometry · Computer Science 2009-07-07 Matt Gibson , Gaurav Kanade , Erik Krohn , Kasturi Varadarajan

We study the complexity of the maximum coverage problem, restricted to set systems of bounded VC-dimension. Our main result is a fixed-parameter tractable approximation scheme: an algorithm that outputs a $(1-\eps)$-approximation to the…

Computational Geometry · Computer Science 2011-12-06 Ashwinkumar Badanidiyuru , Robert Kleinberg , Hooyeon Lee

A natural way to deal with multiple, partially conflicting objectives is turning all the objectives but one into budget constraints. Some classical polynomial-time optimization problems, such as spanning tree and forest, shortest path,…

Data Structures and Algorithms · Computer Science 2010-02-11 Fabrizio Grandoni , Rico Zenklusen

This paper studies the polynomial optimization problem whose feasible set is a union of several basic closed semialgebraic sets. We propose a unified hierarchy of Moment-SOS relaxations to solve it globally. Under some assumptions, we prove…

Optimization and Control · Mathematics 2024-05-21 Jiawang Nie , Linghao Zhang
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