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For a control problem with multiple conflicting objectives, there exists a set of Pareto-optimal policies called the Pareto set instead of a single optimal policy. When a multi-objective control problem is continuous and complex,…

Artificial Intelligence · Computer Science 2024-06-28 Tianye Shu , Ke Shang , Cheng Gong , Yang Nan , Hisao Ishibuchi

This article focuses on the multi-objective optimization of stochastic simulators with high output variance, where the input space is finite and the objective functions are expensive to evaluate. We rely on Bayesian optimization algorithms,…

Optimization and Control · Mathematics 2022-07-21 Bruno Barracosa , Julien Bect , Héloïse Dutrieux Baraffe , Juliette Morin , Josselin Fournel , Emmanuel Vazquez

The study of online algorithms with machine-learned predictions has gained considerable prominence in recent years. One of the common objectives in the design and analysis of such algorithms is to attain (Pareto) optimal tradeoffs between…

Machine Learning · Computer Science 2024-08-09 Spyros Angelopoulos , Christoph Dürr , Alex Elenter , Yanni Lefki

The efficient optimization method for locally Lipschitz continuous multiobjective optimization problems from [1] is extended from finite-dimensional problems to general Hilbert spaces. The method iteratively computes Pareto critical points,…

Optimization and Control · Mathematics 2024-02-12 Konstantin Sonntag , Bennet Gebken , Georg Müller , Sebastian Peitz , Stefan Volkwein

Multi-task learning (MTL), which aims to improve performance by learning multiple tasks simultaneously, inherently presents an optimization challenge due to multiple objectives. Hence, multi-objective optimization (MOO) approaches have been…

Artificial Intelligence · Computer Science 2021-10-08 Simyung Chang , KiYoon Yoo , Jiho Jang , Nojun Kwak

We propose a novel, fully nonparametric approach for the multi-task learning, the Multi-task Highly Adaptive Lasso (MT-HAL). MT-HAL simultaneously learns features, samples and task associations important for the common model, while imposing…

In the context of the optimization of rotating electric machines, many different objective functions are of interest and considering this during the optimization is of crucial importance. While evolutionary algorithms can provide a Pareto…

Optimization and Control · Mathematics 2024-04-19 Alessio Cesarano , Peter Gangl

In decision-making systems, algorithmic recourse aims to identify minimal-cost actions to alter an individual features, thereby obtaining a desired outcome. This empowers individuals to understand, question, or alter decisions that…

Machine Learning · Computer Science 2025-02-12 Wen-Ling Chen , Hong-Chang Huang , Kai-Hung Lin , Shang-Wei Hwang , Hao-Tsung Yang

Efficiently solving multi-objective optimization problems for simulation optimization of important scientific and engineering applications such as materials design is becoming an increasingly important research topic. This is due largely to…

Artificial Intelligence · Computer Science 2023-06-27 Eric Hans Lee , Bolong Cheng , Michael McCourt

This paper proposes a nonmonotone proximal quasi-Newton algorithm for unconstrained convex multiobjective composite optimization problems. To design the search direction, we minimize the max-scalarization of the variations of the Hessian…

Optimization and Control · Mathematics 2023-10-04 Xiaoxue Jiang

To date, the multi-objective optimization literature has mainly focused on conflicting objectives, studying the Pareto front, or requiring users to balance tradeoffs. Yet, in machine learning practice, there are many scenarios where such…

Machine Learning · Computer Science 2025-03-05 Yonathan Efroni , Ben Kretzu , Daniel Jiang , Jalaj Bhandari , Zheqing , Zhu , Karen Ullrich

Multi-task optimization is typically characterized by a fixed and finite set of tasks. The present paper relaxes this condition by considering a non-fixed and potentially infinite set of optimization tasks defined in a parameterized,…

Neural and Evolutionary Computing · Computer Science 2025-12-10 Tingyang Wei , Jiao Liu , Abhishek Gupta , Puay Siew Tan , Yew-Soon Ong

This paper connects discrete optimal transport to a certain class of multi-objective optimization problems. In both settings, the decision variables can be organized into a matrix. In the multi-objective problem, the notion of Pareto…

Optimization and Control · Mathematics 2017-12-04 Johannes M. Schumacher

We present a general and scalable framework for the automated discovery of optimal meta-solvers for the solution of time-dependent nonlinear partial differential equations after appropriate discretization. By integrating classical numerical…

Numerical Analysis · Mathematics 2025-07-02 Youngkyu Lee , Shanqing Liu , Jerome Darbon , George Em Karniadakis

Pareto Front Learning (PFL) was recently introduced as an effective approach to obtain a mapping function from a given trade-off vector to a solution on the Pareto front, which solves the multi-objective optimization (MOO) problem. Due to…

Machine Learning · Computer Science 2023-05-02 Long P. Hoang , Dung D. Le , Tran Anh Tuan , Tran Ngoc Thang

In last decades optimization and control of complex systems that possessed various conflicted objectives simultaneously attracted an incremental interest of scientists. This is because of the vast applications of these systems in various…

Neural and Evolutionary Computing · Computer Science 2013-12-17 Ahmad Mozaffari , Alireza Fathi

As multi-task models gain popularity in a wider range of machine learning applications, it is becoming increasingly important for practitioners to understand the fairness implications associated with those models. Most existing fairness…

Machine Learning · Computer Science 2021-06-08 Yuyan Wang , Xuezhi Wang , Alex Beutel , Flavien Prost , Jilin Chen , Ed H. Chi

Pareto set learning (PSL) is an emerging paradigm in multi-objective optimization that trains neural networks to map preference vectors to Pareto optimal solutions. However, existing PSL methods primarily focus on solving a single…

Machine Learning · Computer Science 2026-05-05 Xinyue Chen , Yingxuan Liang , Yiqin Huang , Chikai Shang , Hai-Lin Liu , Fangqing Gu

In evolutionary multi-objective optimization, the indicator-based subset selection problem involves finding a subset of points that maximizes a given quality indicator. Local search is an effective approach for obtaining a high-quality…

Neural and Evolutionary Computing · Computer Science 2025-03-07 Keisuke Korogi , Ryoji Tanabe

In this work we are interested in stochastic particle methods for multi-objective optimization. The problem is formulated using parametrized, single-objective sub-problems which are solved simultaneously. To this end a consensus based…

Optimization and Control · Mathematics 2022-08-03 Giacomo Borghi , Michael Herty , Lorenzo Pareschi