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We present an integrated prediction-optimization (PredOpt) framework to efficiently solve sequential decision-making problems by predicting the values of binary decision variables in an optimal solution. We address the key issues of…
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.…
Evolutionary algorithms often struggle to find well converged (e.g small inverted generational distance on test problems) solutions to multi-objective optimization problems on a limited budget of function evaluations (here, a few hundred).…
High-level decision-making for dynamical systems often involves performance and safety specifications that are activated or deactivated depending on conditions related to the system state and commands. Such decision-making problems can be…
Researches have shown difficulties in obtaining proximity while maintaining diversity for many-objective optimization problems. Complexities of the true Pareto front pose challenges for the reference vector-based algorithms for their…
Evolutionary algorithms have been widely applied for solving dynamic constrained optimization problems (DCOPs) as a common area of research in evolutionary optimization. Current benchmarks proposed for testing these problems in the…
This paper addresses the development of a covariance matrix self-adaptation evolution strategy (CMSA-ES) for solving optimization problems with linear constraints. The proposed algorithm is referred to as Linear Constraint CMSA-ES…
One of the major distinguishing features of the dynamic multiobjective optimization problems (DMOPs) is the optimization objectives will change over time, thus tracking the varying Pareto-optimal front becomes a challenge. One of the…
Energy systems optimization problems are complex due to strongly non-linear system behavior and multiple competing objectives, e.g. economic gain vs. environmental impact. Moreover, a large number of input variables and different variable…
This paper studies mean-risk portfolio optimization models using the conditional value-at-risk (CVaR) as a risk measure. We also employ a cardinality constraint for limiting the number of invested assets. Solving such a…
Mixed-integer nonlinear optimization (MINLP) comprises a large class of problems that are challenging to solve and exhibit a wide range of structures. The Boscia framework Hendrych et al. (2025b) focuses on convex MINLP where the…
Constrained multiobjective optimization has gained much interest in the past few years. However, constrained multiobjective optimization problems (CMOPs) are still unsatisfactorily understood. Consequently, the choice of adequate CMOPs for…
Mixed-integer convex quadratic programs with indicator variables (MIQP) encompass a wide range of applications, from statistical learning to energy, finance, and logistics. The outer approximation (OA) algorithm has been proven efficient in…
Mixed-integer optimisation problems can be computationally challenging. Here, we introduce and analyse two efficient algorithms with a specific sequential design that are aimed at dealing with sampled problems within this class. At each…
In this paper, we study the assortment optimization problem under the mixed-logit customer choice model. While assortment optimization has been a major topic in revenue management for decades, the mixed-logit model is considered one of the…
This article develops the theory of risk budgeting portfolios, when we would like to impose weight constraints. It appears that the mathematical problem is more complex than the traditional risk budgeting problem. The formulation of the…
In this paper, we proposed a multi-objective approach for the EEG Inverse Problem. This formulation does not need unknown parameters that involve empirical procedures. Due to the combinatorial characteristics of the problem, this…
Over the past decades, more and more methods gain a giant development due to the development of technology. Evolutionary Algorithms are widely used as a heuristic method. However, the budget of computation increases exponentially when the…
This study modifies the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) algorithm for multi-modal optimization problems. The enhancements focus on addressing the challenges of multiple global minima, improving the algorithm's…
Multi-Objective Mixed-Integer Non-Linear Programming problems (MO-MINLPs) appear in several real-world applications, especially in the mechanical engineering field. To determine a good approximated Pareto front for this type of problems, we…