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Many real world applications can be framed as multi-objective optimization problems, where we wish to simultaneously optimize for multiple criteria. Bayesian optimization techniques for the multi-objective setting are pertinent when the…

Machine Learning · Computer Science 2019-06-24 Biswajit Paria , Kirthevasan Kandasamy , Barnabás Póczos

There is a recent interest on first-order methods for linear programming (LP). In this paper,we propose a stochastic algorithm using variance reduction and restarts for solving sharp primal-dual problems such as LP. We show that the…

Optimization and Control · Mathematics 2024-01-02 Haihao Lu , Jinwen Yang

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

Dealing with multi-objective problems by using generation methods has some interesting advantages since it provides the decision-maker with the complete information about the set of non-dominated points (Pareto front) and a clear overview…

Optimization and Control · Mathematics 2022-09-09 Mariana Mesquita-Cunha , José Rui Figueira , Ana Paula Barbosa-Póvoa

Positive linear programs (LP), also known as packing and covering linear programs, are an important class of problems that bridges computer science, operations research, and optimization. Despite the consistent efforts on this problem, all…

Data Structures and Algorithms · Computer Science 2016-11-15 Zeyuan Allen-Zhu , Lorenzo Orecchia

Bensolve is an open source implementation of Benson's algorithm and its dual variant. Both algorithms compute primal and dual solutions of vector linear programs (VLP), which include the subclass of multiple objective linear programs…

Optimization and Control · Mathematics 2024-01-26 Andreas Löhne , Benjamin Weißing

We propose a method for finding approximate solutions to multiple-choice knapsack problems. To this aim we transform the multiple-choice knapsack problem into a bi-objective optimization problem whose solution set contains solutions of the…

Optimization and Control · Mathematics 2017-12-20 Ewa M. Bednarczuk , Janusz Miroforidis , Przemysław Pyzel

This paper introduces a novel computational approach for offloading sensor data processing tasks to servers in edge networks for better accuracy and makespan. A task is assigned with one of several offloading options, each comprises a…

Networking and Internet Architecture · Computer Science 2025-05-05 Negar Erfaniantaghvayi , Zhongyuan Zhao , Kevin Chan , Ananthram Swami , Santiago Segarra

Recent advancements in quantum computing and quantum-inspired algorithms have sparked renewed interest in binary optimization. These hardware and software innovations promise to revolutionize solution times for complex problems. In this…

The goal of multi-objective optimization is to understand optimal trade-offs between competing objective functions by finding the Pareto front, i.e., the set of all Pareto optimal solutions, where no objective can be improved without…

Linear superiorization (abbreviated: LinSup) considers linear programming (LP) problems wherein the constraints as well as the objective function are linear. It allows to steer the iterates of a feasibility-seeking iterative process toward…

Optimization and Control · Mathematics 2016-12-22 Yair Censor , Yehuda Zur

We consider the NP-hard problem of minimizing a convex quadratic function over the integer lattice ${\bf Z}^n$. We present a simple semidefinite programming (SDP) relaxation for obtaining a nontrivial lower bound on the optimal value of the…

Optimization and Control · Mathematics 2017-03-16 Jaehyun Park , Stephen Boyd

We present a generic branch-and-bound algorithm for finding all the Pareto solutions of a biobjective mixed-integer linear program. The main contributions are new algorithms for obtaining dual bounds at a node, for checking node fathoming,…

Optimization and Control · Mathematics 2021-12-06 Nathan Adelgren , Akshay Gupte

We present a simple and at the same time fficient algorithm to compute all nondominated extreme points in the outcome set of multi-objective mixed integer linear programmes in any dimension. The method generalizes the well-known dichotomic…

Optimization and Control · Mathematics 2019-11-21 Anthony Przybylski , Kathrin Klamroth , Renaud Lacour

We consider robust combinatorial optimization problems where the decision maker can react to a scenario by choosing from a finite set of $k$ solutions. This approach is appropriate for decision problems under uncertainty where the…

Optimization and Control · Mathematics 2019-03-28 André Chassein , Marc Goerigk , Jannis Kurtz , Michael Poss

The aim of this paper is to solve linear semidefinite programs arising from higher-order Lasserre relaxations of unconstrained binary quadratic optimization problems. For this we use an interior point method with a preconditioned conjugate…

Optimization and Control · Mathematics 2024-12-30 Soodeh Habibi , Michal Kocvara , Michael Stingl

In this paper, we present the first outer approximation algorithm for multi-objective mixed-integer linear programming problems with any number of objectives. The algorithm also works for certain classes of non-linear programming problems.…

Optimization and Control · Mathematics 2022-05-04 Fritz Bökler , Sophie N. Parragh , Markus Sinnl , Fabien Tricoire

Decision diagrams (DDs) have emerged as a state-of-the-art method for exact multiobjective integer linear programming. When the DD is too large to fit into memory or the decision-maker prefers a fast approximation to the Pareto frontier,…

Artificial Intelligence · Computer Science 2026-03-20 Rahul Patel , Elias B. Khalil , David Bergman

The minimum common string partition problem is an NP-hard combinatorial optimization problem with applications in computational biology. In this work we propose the first integer linear programming model for solving this problem. Moreover,…

Artificial Intelligence · Computer Science 2014-05-23 Christian Blum , José A. Lozano , Pedro Pinacho Davidson

It has been verified that the linear programming (LP) is able to formulate many real-life optimization problems, which can obtain the optimum by resorting to corresponding solvers such as OptVerse, Gurobi and CPLEX. In the past decades, a…

Optimization and Control · Mathematics 2022-01-19 Xijun Li , Qingyu Qu , Fangzhou Zhu , Jia Zeng , Mingxuan Yuan , Kun Mao , Jie Wang