Related papers: Information-Theoretic Multi-Objective Bayesian Opt…
The Multi-Objective Mixed-Integer Programming (MOMIP) problem is one of the most challenging. To derive its Pareto optimal solutions one can use the well-known Chebyshev scalarization and Mixed-Integer Programming (MIP) solvers. However,…
We consider the problem of multi-objective optimization (MOO) of expensive black-box functions with the goal of discovering high-quality and diverse Pareto fronts where we are allowed to evaluate a batch of inputs. This problem arises in…
This work investigates multi-objective imitation learning: the problem of recovering policies that lie on the Pareto front given demonstrations from multiple Pareto-optimal experts in a Multi-Objective Markov Decision Process (MOMDP).…
Outcome labeling ambiguity and subjectivity are ubiquitous in real-world datasets. While practitioners commonly combine ambiguous outcome labels for all data points (instances) in an ad hoc way to improve the accuracy of multi-class…
This paper deals with discrete topology optimization and describes the modification of a single-objective algorithm into its multi-objective counterpart. The result is a significant increase in the optimization speed and quality of the…
A homotopy method for multi-objective optimization that produces uniformly sampled Pareto fronts by construction is presented. While the algorithm is general, of particular interest is application to simulation-based engineering…
Design optimization under uncertainty is notoriously difficult when the objective function is expensive to evaluate. State-of-the-art techniques, e.g, stochastic optimization or sampling average approximation, fail to learn exploitable…
We consider Markov decision processes (MDPs) with multiple limit-average (or mean-payoff) objectives. There exist two different views: (i) the expectation semantics, where the goal is to optimize the expected mean-payoff objective, and (ii)…
We present the first PAC optimal algorithm for Bayes-Adaptive Markov Decision Processes (BAMDPs) in continuous state and action spaces, to the best of our knowledge. The BAMDP framework elegantly addresses model uncertainty by incorporating…
Markov decision processes (MDPs) are a popular model for performance analysis and optimization of stochastic systems. The parameters of stochastic behavior of MDPs are estimates from empirical observations of a system; their values are not…
This chapter addresses the question of how to efficiently solve many-objective optimization problems in a computationally demanding black-box simulation context. We shall motivate the question by applications in machine learning and…
Multi-objective optimization aims to solve problems with competing objectives. Evaluating such problems is often slow or expensive, limiting the budget of evaluations. In many applications, historical data from related optimization tasks is…
A multi-modal multi-objective optimization problem is a special kind of multi-objective optimization problem with multiple Pareto subsets. In this paper, we propose an efficient multi-modal multi-objective optimization algorithm based on…
Multi-objective integer or mixed-integer programming problems typically have disconnected feasible domains, making the task of constructing an approximation of the Pareto front challenging. The present paper shows that certain algorithms…
The notion of expense in Bayesian optimisation generally refers to the uniformly expensive cost of function evaluations over the whole search space. However, in some scenarios, the cost of evaluation for black-box objective functions is…
In this paper, an evolutionary many-objective optimization algorithm based on corner solution search (MaOEA-CS) was proposed. MaOEA-CS implicitly contains two phases: the exploitative search for the most important boundary optimal solutions…
The adoption of high-fidelity models for many-query optimization problems is majorly limited by the significant computational cost required for their evaluation at every query. Multifidelity Bayesian methods (MFBO) allow to include costly…
Stochastic Multi-Objective Optimization (SMOO) is critical for decision-making trading off multiple potentially conflicting objectives in uncertain environments. SMOO aims at identifying the Pareto frontier, which contains all mutually…
Optimizing costly black-box functions within a constrained evaluation budget presents significant challenges in many real-world applications. Surrogate Optimization (SO) is a common resolution, yet its proprietary nature introduced by the…
We consider multiobjective combinatorial optimization problems handled by means of preference driven efficient heuristics. They look for the most preferred part of the Pareto front on the basis of some preferences expressed by the Decision…