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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

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

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

We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…

Optimization and Control · Mathematics 2019-12-19 Jonathan Lacotte , Mert Pilanci , Marco Pavone

Real-world optimization problems often involve stochastic and dynamic components. Evolutionary algorithms are particularly effective in these scenarios, as they can easily adapt to uncertain and changing environments but often uncertainty…

Neural and Evolutionary Computing · Computer Science 2024-04-10 Ishara Hewa Pathiranage , Frank Neumann , Denis Antipov , Aneta Neumann

This paper proposes a new algorithm for solving constrained global optimization problems where both the objective function and constraints are one-dimensional non-differentiable multiextremal Lipschitz functions. Multiextremal constraints…

Optimization and Control · Mathematics 2011-07-27 Yaroslav D. Sergeyev

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

High-dimensional black-box optimisation remains an important yet notoriously challenging problem. Despite the success of Bayesian optimisation methods on continuous domains, domains that are categorical, or that mix continuous and…

Machine Learning · Statistics 2021-06-11 Xingchen Wan , Vu Nguyen , Huong Ha , Binxin Ru , Cong Lu , Michael A. Osborne

In this work, a new multiobjective optimization algorithm called multiobjective learner performance-based behavior algorithm is proposed. The proposed algorithm is based on the process of transferring students from high school to college.…

Neural and Evolutionary Computing · Computer Science 2022-01-31 Chnoor M. Rahman , Tarik A. Rashid , Aram Mahmood Ahmed , Seyedali Mirjalili

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

In evolutionary algorithms, a preselection operator aims to select the promising offspring solutions from a candidate offspring set. It is usually based on the estimated or real objective values of the candidate offspring solutions. In a…

Neural and Evolutionary Computing · Computer Science 2017-08-04 Jinyuan Zhang , Aimin Zhou , Ke Tang , Guixu Zhang

The rapid advances in the field of optimization methods in many pure and applied science pose the difficulty of keeping track of the developments as well as selecting an appropriate technique that best suits the problem in-hand. From a…

Neural and Evolutionary Computing · Computer Science 2011-12-30 Loris Serafino

Stochastic optimization finds a wide range of applications in operations research and management science. However, existing stochastic optimization techniques usually require the information of random samples (e.g., demands in the…

Optimization and Control · Mathematics 2019-04-18 Xi Chen , Qihang Lin , Zizhuo Wang

We study a class of nonconvex nonsmooth optimization problems in which the objective is a sum of two functions: One function is the average of a large number of differentiable functions, while the other function is proper, lower…

Optimization and Control · Mathematics 2023-05-12 Duy-Nhat Phan , Sedi Bartz , Nilabja Guha , Hung M. Phan

Bilevel optimization, a hierarchical mathematical framework where one optimization problem is nested within another, has emerged as a powerful tool for modeling complex decision-making processes in various fields such as economics,…

Machine Learning · Computer Science 2024-12-25 Omer Ekmekcioglu , Nursen Aydin , Juergen Branke

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 2019-08-06 Hormoz Shahrzad , Babak Hodjat , Camille Dollé , Andrei Denissov , Simon Lau , Donn Goodhew , Justin Dyer , Risto Miikkulainen

This paper presents a piecewise convexification method to approximate the whole approximate optimal solution set of non-convex optimization problems with box constraints. In the process of box division, we first classify the sub-boxes and…

Optimization and Control · Mathematics 2022-06-30 Qiao Zhu , Liping Tang , Xinmin Yang

Real-world problems are often comprised of many objectives and require solutions that carefully trade-off between them. Current approaches to many-objective optimization often require challenging assumptions, like knowledge of the…

Neural and Evolutionary Computing · Computer Science 2023-07-07 Jackson Dean , Nick Cheney

In many important design problems, some decisions should be made by finding the global optimum of a multiextremal objective function subject to a set of constrains. Frequently, especially in engineering applications, the functions involved…

Optimization and Control · Mathematics 2015-09-17 Dmitri E. Kvasov , Yaroslav D. Sergeyev