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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 addresses the problem of approximating the set of all solutions for Multi-objective Markov Decision Processes. We show that in the vast majority of interesting cases, the number of solutions is exponential or even infinite. In…

Machine Learning · Computer Science 2020-09-18 L. Mandow , J. L. Pérez de la Cruz , N. Pozas

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

Real-world decision and optimization problems, often involve constraints and conflicting criteria. For example, choosing a travel method must balance speed, cost, environmental footprint, and convenience. Similarly, designing an industrial…

Optimization and Control · Mathematics 2025-04-22 Michael Emmerich , André Deutz

Particle accelerators require constant tuning during operation to meet beam quality, total charge and particle energy requirements for use in a wide variety of physics, chemistry and biology experiments. Maximizing the performance of an…

Accelerator Physics · Physics 2021-06-16 Ryan Roussel , Adi Hanuka , Auralee Edelen

Multiobjective optimization (MOO) is prevalent in numerous applications, in which a Pareto front (PF) is constructed to display optima under various preferences. Previous methods commonly utilize the set of Pareto objectives (particles on…

Machine Learning · Computer Science 2024-02-16 Xiaoyuan Zhang , Xi Lin , Yichi Zhang , Yifan Chen , Qingfu Zhang

In multidisciplinary optimization the designer needs to find solution to optimization problems which include a number of usually contradicting criteria. Such a problem is mathematically related to the field of nonlinear vector optimization…

Optimization and Control · Mathematics 2007-05-23 S. V. Utyuzhnikov , P. Fantini , M. D. Guenov

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

Robust optimisation is a well-established framework for optimising functions in the presence of uncertainty. The inherent goal of this problem is to identify a collection of inputs whose outputs are both desirable for the decision maker,…

Optimization and Control · Mathematics 2025-05-27 Ben Tu , Nikolas Kantas , Robert M. Lee , Behrang Shafei

In this paper, a tunneling method is developed for nonlinear multiobjective optimization problems using some ideas of the single objective tunneling method. The proposed method does not require any a priori chosen parameters or ordering…

Optimization and Control · Mathematics 2025-10-06 Bikram Adhikary , Md Abu Talhamainuddin Ansary

One-max search is a classic problem in online decision-making, in which a trader acts on a sequence of revealed prices and accepts one of them irrevocably to maximise its profit. The problem has been studied both in probabilistic and in…

Data Structures and Algorithms · Computer Science 2025-02-11 Ziyad Benomar , Lorenzo Croissant , Vianney Perchet , Spyros Angelopoulos

An algorithm is proposed, analyzed, and tested for solving continuous nonlinear-equality-constrained optimization problems where the objective and constraint functions are defined by expectations or averages over large, finite numbers of…

Optimization and Control · Mathematics 2026-05-14 Frank E. Curtis , Lingjun Guo , Daniel P. Robinson

Many real-world optimization problems can be stated in terms of submodular functions. Furthermore, these real-world problems often involve uncertainties which may lead to the violation of given constraints. A lot of evolutionary…

Neural and Evolutionary Computing · Computer Science 2024-11-04 Aneta Neumann , Frank Neumann

Real world problems always have different multiple solutions. For instance, optical engineers need to tune the recording parameters to get as many optimal solutions as possible for multiple trials in the varied-line-spacing holographic…

Neural and Evolutionary Computing · Computer Science 2015-08-04 Ka-Chun Wong

Selecting a set of alternatives based on the preferences of agents is an important problem in committee selection and beyond. Among the various criteria put forth for the desirability of a committee, Pareto optimality is a minimal and…

Computer Science and Game Theory · Computer Science 2018-03-20 Haris Aziz , Jerome Lang , Jerome Monnot

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

Multi-task learning, which optimizes performance across multiple tasks, is inherently a multi-objective optimization problem. Various algorithms are developed to provide discrete trade-off solutions on the Pareto front. Recently, continuous…

Machine Learning · Computer Science 2024-07-31 Weiyu Chen , James T. Kwok

In the past few decades, many multiobjective evolutionary optimization algorithms (MOEAs) have been proposed to find a finite set of approximate Pareto solutions for a given problem in a single run, each with its own structure. However, in…

Neural and Evolutionary Computing · Computer Science 2024-04-30 Xi Lin , Xiaoyuan Zhang , Zhiyuan Yang , Qingfu Zhang

In this paper, we deal with two ingredients that, as far as we know, have not been combined until now: multiobjective optimization and discrete convex analysis. First, we show that the entire Pareto optimal value set can be obtained in…

Optimization and Control · Mathematics 2026-02-20 Ellen H. Fukuda , Satoru Iwata , Itsuki Nakagawa

Machine Learning models incorporating multiple layered learning networks have been seen to provide effective models for various classification problems. The resulting optimization problem to solve for the optimal vector minimizing the…

Optimization and Control · Mathematics 2018-07-03 Vyacheslav Kungurtsev , Tomas Pevny