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In multi-objective optimization, a single decision vector must balance the trade-offs between many objectives. Solutions achieving an optimal trade-off are said to be Pareto optimal: these are decision vectors for which improving any one…

Optimization and Control · Mathematics 2023-08-07 Abhishek Roy , Geelon So , Yi-An Ma

Papadimitriou and Yannakakis show that the polynomial-time solvability of a certain singleobjective problem determines the class of multiobjective optimization problems that admit a polynomial-time computable $(1+\varepsilon, \dots ,…

Data Structures and Algorithms · Computer Science 2019-08-29 Arne Herzel , Cristina Bazgan , Stefan Ruzika , Clemens Thielen , Daniel Vanderpooten

We consider the problem of minimal correction of the training set to make it consistent with monotonic constraints. This problem arises during analysis of data sets via techniques that require monotone data. We show that this problem is…

Machine Learning · Computer Science 2007-05-23 Rustem Takhanov

Benson's outer approximation algorithm and its variants are the most frequently used methods for solving linear multiobjective optimization problems. These algorithms have two intertwined components: one-dimensional linear optimization one…

Optimization and Control · Mathematics 2019-03-21 Laszlo Csirmaz

We consider optimization problems with manifold-valued constraints. These generalize classical equality and inequality constraints to a setting in which both the domain and the codomain of the constraint mapping are smooth manifolds. We…

Optimization and Control · Mathematics 2024-02-23 Ronny Bergmann , Roland Herzog , Julián Ortiz López , Anton Schiela

This work addresses arbitrary convex vector optimization problems, which constitute a general framework for multi-criteria decision-making in diverse real-world applications. Due to their complexity, such problems are typically tackled…

Optimization and Control · Mathematics 2026-03-31 Daniel Dörfler , Rebecca Köhler , Andreas Löhne

We present a general technique for the analysis of first-order methods. The technique relies on the construction of a duality gap for an appropriate approximation of the objective function, where the function approximation improves as the…

Optimization and Control · Mathematics 2019-12-12 Jelena Diakonikolas , Lorenzo Orecchia

It is well-known that the second-order cone can be outer-approximated to an arbitrary accuracy $\epsilon$ by a polyhedral cone of compact size defined by irrational data. In this paper, we propose two rational polyhedral…

Optimization and Control · Mathematics 2021-07-12 Burak Kocuk

Motivated by recent increased interest in optimization algorithms for non-convex optimization in application to training deep neural networks and other optimization problems in data analysis, we give an overview of recent theoretical…

In this paper we present a first-order method that admits near-optimal convergence rates for convex/concave min-max problems while requiring a simple and intuitive analysis. Similarly to the seminal work of Nemirovski and the recent…

Computer Science and Game Theory · Computer Science 2023-01-18 Volkan Cevher , Georgios Piliouras , Ryann Sim , Stratis Skoulakis

We develop two adaptive discretization algorithms for convex semi-infinite optimization, which terminate after finitely many iterations at approximate solutions of arbitrary precision. In particular, they terminate at a feasible point of…

Optimization and Control · Mathematics 2022-01-14 Jochen Schmid , Miltiadis Poursanidis

We study optimal simple second-order cone representations (a particular subclass of second-order cone representations) for weighted geometric means, which turns out to be closely related to minimum mediated sets. Several lower and upper…

Optimization and Control · Mathematics 2024-02-01 Jie Wang

Two approximation algorithms for solving convex vector optimization problems (CVOPs) are provided. Both algorithms solve the CVOP and its geometric dual problem simultaneously. The first algorithm is an extension of Benson's outer…

Optimization and Control · Mathematics 2019-05-28 Andreas Löhne , Birgit Rudloff , Firdevs Ulus

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…

We study approximability of subdense instances of various covering problems on graphs, defined as instances in which the minimum or average degree is Omega(n/psi(n)) for some function psi(n)=omega(1) of the instance size. We design new…

Data Structures and Algorithms · Computer Science 2010-11-10 Jean Cardinal , Marek Karpinski , Richard Schmied , Claus Viehmann

We provide improved convergence rates for constrained convex-concave min-max problems and monotone variational inequalities with higher-order smoothness. In min-max settings where the $p^{th}$-order derivatives are Lipschitz continuous, we…

Optimization and Control · Mathematics 2020-07-10 Brian Bullins , Kevin A. Lai

Rapid advances in data collection and processing capabilities have allowed for the use of increasingly complex models that give rise to nonconvex optimization problems. These formulations, however, can be arbitrarily difficult to solve in…

Multiagent Systems · Computer Science 2020-04-01 Stefan Vlaski , Ali H. Sayed

Optimal packing of objects in containers is a critical problem in various real-life and industrial applications. This paper investigates the two-dimensional packing of convex polygons without rotations, where only translations are allowed.…

Computational Geometry · Computer Science 2023-08-17 Adam Kurpisz , Silvan Suter

Fair resource allocation is a fundamental optimization problem with applications in operations research, networking, and economic and game theory. Research in these areas has led to the general acceptance of a class of $\alpha$-fair utility…

Data Structures and Algorithms · Computer Science 2020-11-17 Jelena Diakonikolas , Maryam Fazel , Lorenzo Orecchia

In this paper, we propose a new Fully Composite Formulation of convex optimization problems. It includes, as a particular case, the problems with functional constraints, max-type minimization problems, and problems of Composite…

Optimization and Control · Mathematics 2021-03-24 Nikita Doikov , Yurii Nesterov