Related papers: Pareto Optimization for Subset Selection with Dyna…
Recent deep reinforcement learning methods have achieved remarkable success in solving multi-objective combinatorial optimization problems (MOCOPs) by decomposing them into multiple subproblems, each associated with a specific weight…
In this paper we consider convex optimization problems with stochastic composite objective function subject to (possibly) infinite intersection of constraints. The objective function is expressed in terms of expectation operator over a sum…
In many submodular optimization applications, datasets are naturally partitioned into disjoint subsets. These scenarios give rise to submodular optimization problems with partition-based constraints, where the desired solution set should be…
In contrast to Part I of this treatise [1] that focuses on the optimization problems associated with single matrix variables, in this paper, we investigate the application of the matrix-monotonic optimization framework in the optimization…
Constrained multiobjective optimization has gained much interest in the past few years. However, constrained multiobjective optimization problems (CMOPs) are still unsatisfactorily understood. Consequently, the choice of adequate CMOPs for…
Multi-objective Bayesian optimization (MOBO) provides a principled framework for optimizing expensive black-box functions with multiple objectives. However, existing MOBO methods often struggle with coverage, scalability with respect to the…
Preconditioning has long been a staple technique in optimization, often applied to reduce the condition number of a matrix and speed up the convergence of algorithms. Although there are many popular preconditioning techniques in practice,…
We introduce a novel approach to reduce the computational effort of solving mixed-integer convex chance constrained programs through the scenario approach. Instead of reducing the number of required scenarios, we directly minimize the…
Determinant maximization provides an elegant generalization of problems in many areas, including convex geometry, statistics, machine learning, fair allocation of goods, and network design. In an instance of the determinant maximization…
Simultaneous optimization of multiple objective functions results in a set of trade-off, or Pareto, solutions. Choosing a, in some sense, best solution in this set is in general a challenging task: In the case of three or more objectives…
In a multiobjective optimization problem a solution is called Pareto-optimal if no criterion can be improved without deteriorating at least one of the other criteria. Computing the set of all Pareto-optimal solutions is a common task in…
In this paper, we propose a variable metric method for unconstrained multiobjective optimization problems (MOPs). First, a sequence of points is generated using different positive definite matrices in the generic framework. It is proved…
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…
Many modern machine learning applications, such as multi-task learning, require finding optimal model parameters to trade-off multiple objective functions that may conflict with each other. The notion of the Pareto set allows us to focus on…
In subset selection we search for the best linear predictor that involves a small subset of variables. From a computational complexity viewpoint, subset selection is NP-hard and few classes are known to be solvable in polynomial time. Using…
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…
The multi-objective optimization is to optimize several objective functions over a common feasible set. Since the objectives usually do not share a common optimizer, people often consider (weakly) Pareto points. This paper studies…
We consider finite Markov decision processes (MDPs) with convex constraints and known dynamics. In principle, this problem is amenable to off-the-shelf convex optimization solvers, but typically this approach suffers from poor scalability.…
Submodular function minimization (SFM) is a fundamental and efficiently solvable problem class in combinatorial optimization with a multitude of applications in various fields. Surprisingly, there is only very little known about constraint…
Spatial optimization problems (SOPs) are characterized by spatial relationships governing the decision variables, objectives, and/or constraint functions. In this article, we focus on a specific type of SOP called spatial partitioning,…