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Multi-objective optimization (MOO) problems are prevalent in machine learning. These problems have a set of optimal solutions, called the Pareto front, where each point on the front represents a different trade-off between possibly…

Machine Learning · Computer Science 2021-04-27 Aviv Navon , Aviv Shamsian , Gal Chechik , Ethan Fetaya

Solving constrained optimization problems by multi-objective evolutionary algorithms has scored tremendous achievements in the last decade. Standard multi-objective schemes usually aim at minimizing the objective function and also the…

Neural and Evolutionary Computing · Computer Science 2015-10-02 Tao Xu , Jun He

This work proposes a novel multi-objective optimization approach that globally finds a representative non-inferior set of solutions, also known as Pareto-optimal solutions, by automatically formulating and solving a sequence of weighted sum…

Optimization and Control · Mathematics 2023-12-11 Marcos M. Raimundo , Paulo A. V. Ferreira , Fernando J. Von Zuben

This work proposes a novel multi-objective optimization approach that globally finds a representative non-inferior set of solutions, also known as Pareto-optimal solutions, by automatically formulating and solving a sequence of weighted sum…

Optimization and Control · Mathematics 2023-12-11 Marcos M. Raimundo , Fernando J. Von Zuben

We study a general scalarization approach via utility functions in multi-objective optimization. It consists of maximizing utility which is obtained from the objectives' bargaining with regard to a disagreement reference point. The…

Optimization and Control · Mathematics 2024-01-26 Lorenzo Lampariello , Simone Sagratella , Valerio Giuseppe Sasso , Vladimir Shikhman

Robust optimization provides a principled and unified framework to model many problems in modern operations research and computer science applications, such as risk measures minimization and adversarially robust machine learning. To use a…

Optimization and Control · Mathematics 2024-10-04 Hao Hao , Peter Zhang

We consider rather a general class of multi-level optimization problems, where a convex objective function is to be minimized subject to constraints of optimality of nested convex optimization problems. As a special case, we consider a…

Optimization and Control · Mathematics 2024-04-30 Allahkaram Shafiei , Vyacheslav Kungurtsev , Jakub Marecek

Evolutionary multi-objective algorithms have successfully been used in the context of Pareto optimization where a given constraint is relaxed into an additional objective. In this paper, we explore the use of 3-objective formulations for…

Neural and Evolutionary Computing · Computer Science 2023-04-19 Frank Neumann , Carsten Witt

In the domain of multi-objective optimization, evolutionary algorithms are distinguished by their capability to generate a diverse population of solutions that navigate the trade-offs inherent among competing objectives. This has catalyzed…

Neural and Evolutionary Computing · Computer Science 2025-01-07 Yuxin Ma , Zherui Zhang , Ran Cheng , Yaochu Jin , Kay Chen Tan

An important benefit of multi-objective search is that it maintains a diverse population of candidates, which helps in deceptive problems in particular. Not all diversity is useful, however: candidates that optimize only one objective while…

Neural and Evolutionary Computing · Computer Science 2019-06-11 Hormoz Shahrzad , Daniel Fink , Risto Miikkulainen

Multiobjective optimization problems (MOPs) are prevalent in machine learning, with applications in multi-task learning, learning under fairness or robustness constraints, etc. Instead of reducing multiple objective functions into a scalar…

Mathematical Software · Computer Science 2024-10-14 Xiaoyuan Zhang , Liang Zhao , Yingying Yu , Xi Lin , Yifan Chen , Han Zhao , Qingfu Zhang

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,…

Optimization and Control · Mathematics 2024-01-02 Grzegorz Filcek , Janusz Miroforidis

The goal of multi-objective optimisation is to identify a collection of points which describe the best possible trade-offs between the multiple objectives. In order to solve this vector-valued optimisation problem, practitioners often…

Optimization and Control · Mathematics 2025-05-09 Ben Tu , Nikolas Kantas , Robert M. Lee , Behrang Shafei

Model merging, which combines multiple models into a single model, has gained popularity in recent years. By efficiently integrating the capabilities of various models, this significantly reduces the parameter count and memory usage.…

Machine Learning · Computer Science 2025-02-11 Weiyu Chen , James Kwok

A multiobjective optimization problem is simplicial if the Pareto set and front are homeomorphic to a simplex and, under the homeomorphisms, each face of the simplex corresponds to the Pareto set and front of a subproblem. In this paper, we…

Optimization and Control · Mathematics 2019-06-28 Naoki Hamada , Kenta Hayano , Shunsuke Ichiki , Yutaro Kabata , Hiroshi Teramoto

We consider bi-objective ranking and selection problems, where the goal is to correctly identify the Pareto optimal solutions among a finite set of candidates for which the two objective outcomes have been observed with uncertainty (e.g.,…

Machine Learning · Statistics 2024-03-29 Sebastian Rojas Gonzalez , Juergen Branke , Inneke van Nieuwenhuyse

During the past two decades, multi-agent optimization problems have drawn increased attention from the research community. When multiple objective functions are present among agents, many works optimize the sum of these objective functions.…

Multiagent Systems · Computer Science 2020-10-13 M. J. Blondin , M. T. Hale

Many problems in robotics seek to simultaneously optimize several competing objectives under constraints. A conventional approach to solving such multi-objective optimization problems is to create a single cost function comprised of the…

Robotics · Computer Science 2022-06-02 Alexander Botros , Armin Sadeghi , Nils Wilde , Javier Alonso-Mora , Stephen L. Smith

We consider the unconstrained optimization problem whose objective function is composed of a smooth and a non-smooth conponents where the smooth component is the expectation a random function. This type of problem arises in some interesting…

Optimization and Control · Mathematics 2011-07-01 Qihang Lin , Xi Chen , Javier Pena

Optimizing multiple, non-preferential objectives for mixed-variable, expensive black-box problems is important in many areas of engineering and science. The expensive, noisy, black-box nature of these problems makes them ideal candidates…

Machine Learning · Computer Science 2022-11-15 Haris Moazam Sheikh , Philip S. Marcus
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