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In this paper, we are concerned with a worst-case complexity analysis of a-posteriori algorithms for unconstrained multiobjective optimization. Specifically, we propose an algorithmic framework that generates sets of points by means of…

Optimization and Control · Mathematics 2025-06-16 Andrea Cristofari , Marianna De Santis , Stefano Lucidi , Giampaolo Liuzzi

Value iteration is a fixed point iteration technique utilized to obtain the optimal value function and policy in a discounted reward Markov Decision Process (MDP). Here, a contraction operator is constructed and applied repeatedly to arrive…

Machine Learning · Computer Science 2021-09-21 Chandramouli Kamanchi , Raghuram Bharadwaj Diddigi , Shalabh Bhatnagar

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

A multi-convex optimization problem is one in which the variables can be partitioned into sets over which the problem is convex when the other variables are fixed. Multi-convex problems are generally solved approximately using variations on…

Optimization and Control · Mathematics 2016-10-11 Xinyue Shen , Steven Diamond , Madeleine Udell , Yuantao Gu , Stephen Boyd

This paper presents a novel methodology for solving the time-optimal trajectory optimization problem for interplanetary solar-sail missions using successive convex programming. Based on the non-convex problem, different convexification…

Computational Engineering, Finance, and Science · Computer Science 2024-12-20 Yu Song , Shengping Gong

In this paper, we propose a new descent method, termed as multiobjective memory gradient method, for finding Pareto critical points of a multiobjective optimization problem. The main thought in this method is to select a combination of the…

Optimization and Control · Mathematics 2022-06-02 Wang Chen , Xinmin Yang , Yong Zhao

This article focuses on the optimization of a complex system which is composed of several subsystems. On the one hand, these subsystems are subject to multiple objectives, local constraints as well as local variables, and they are…

We consider the problem of finding an informative path through a graph, given initial and terminal nodes and a given maximum path length. We assume that a linear noise corrupted measurement is taken at each node of an underlying unknown…

Robotics · Computer Science 2024-10-03 Joshua Ott , Mykel J. Kochenderfer , Stephen Boyd

This paper provides a novel framework for solving multiobjective discrete optimization problems with an arbitrary number of objectives. Our framework formulates these problems as network models, in that enumerating the Pareto frontier…

Optimization and Control · Mathematics 2018-09-06 David Bergman , Merve Bodur , Carlos Cardonha , Andre A. Cire

Optimizing the performance of many objectives (instantiated by tasks or clients) jointly with a few Pareto stationary solutions (models) is critical in machine learning. However, previous multi-objective optimization methods often focus on…

Machine Learning · Computer Science 2024-03-08 Ziyue Li , Tian Li , Virginia Smith , Jeff Bilmes , Tianyi Zhou

A multiobjective optimization problem is $C^r$ simplicial if the Pareto set and the Pareto front are $C^r$ diffeomorphic to a simplex and, under the $C^r$ diffeomorphisms, each face of the simplex corresponds to the Pareto set and the…

Optimization and Control · Mathematics 2020-04-17 Naoki Hamada , Shunsuke Ichiki

We review the field of multi-criteria optimization for radiation therapy treatment planning. Special attention is given to the technique known as Pareto surface navigation, which allows physicians and treatment planners to interactively…

Optimization and Control · Mathematics 2013-05-08 David Craft

Polyhedral convex set optimization problems are the simplest optimization problems with set-valued objective function. Their role in set optimization is comparable to the role of linear programs in scalar optimization. Vector linear…

Optimization and Control · Mathematics 2024-01-26 Andreas Löhne

This paper treats the problem of minimizing a general continuously differentiable function subject to sparsity constraints. We present and analyze several different optimality criteria which are based on the notions of stationarity and…

Information Theory · Computer Science 2012-03-22 Amir Beck , Yonina C. Eldar

According to the published papers and books since the turn of the century, Pareto optimization is the dominating assessment method for multi-objective nonlinear optimization problems treated by population-based optimizers like Evolutionary…

Neural and Evolutionary Computing · Computer Science 2022-03-08 Wilfried Jakob , Christian Blume

Value iteration is a fundamental algorithm for solving Markov Decision Processes (MDPs). It computes the maximal $n$-step payoff by iterating $n$ times a recurrence equation which is naturally associated to the MDP. At the same time, value…

Formal Languages and Automata Theory · Computer Science 2019-04-30 Nikhil Balaji , Stefan Kiefer , Petr Novotný , Guillermo A. Pérez , Mahsa Shirmohammadi

Separable convex optimization problems with linear ascending inequality and equality constraints are addressed in this paper. Under an ordering condition on the slopes of the functions at the origin, an algorithm that determines the optimum…

Information Theory · Computer Science 2011-07-22 Arun Padakandla , Rajesh Sundaresan

Tasks in multi-task learning often correlate, conflict, or even compete with each other. As a result, a single solution that is optimal for all tasks rarely exists. Recent papers introduced the concept of Pareto optimality to this field and…

Machine Learning · Computer Science 2020-08-28 Pingchuan Ma , Tao Du , Wojciech Matusik

In this paper, a new one-parameter filled function approach is developed for nonlinear multi-objective optimization. Inspired by key filled function ideas from single-objective optimization, the proposed method is adapted to the…

Optimization and Control · Mathematics 2026-04-01 Bikram Adhikary , Md Abu Talhamainuddin Ansary

Pareto optimization via evolutionary multi-objective algorithms has been shown to efficiently solve constrained monotone submodular functions. Traditionally when solving multiple problems, the algorithm is run for each problem separately.…

Neural and Evolutionary Computing · Computer Science 2026-04-17 Liam Wigney , Frank Neumann
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