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This paper presents an algorithm to solve non-convex optimal control problems, where non-convexity can arise from nonlinear dynamics, and non-convex state and control constraints. This paper assumes that the state and control constraints…

Optimization and Control · Mathematics 2017-05-05 Yuanqi Mao , Michael Szmuk , Behcet Acikmese

In this paper, we study a solution approach for set optimization problems with respect to the lower set less relation. This approach can serve as a base for numerically solving set optimization problems by using established solvers from…

Optimization and Control · Mathematics 2021-07-27 Gabriele Eichfelder , Ernest Quintana , Stefan Rocktäschel

An algorithm which computes a solution of a set optimization problem is provided. The graph of the objective map is assumed to be given by finitely many linear inequalities. A solution is understood to be a set of points in the domain…

Optimization and Control · Mathematics 2014-05-29 Andreas Löhne , Carola Schrage

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

Scalarization allows to solve a multi-objective optimization problem by solving many single-objective sub-problems, uniquely determined by some parameters. In this work, we propose several adaptive strategies to select such parameters in…

Optimization and Control · Mathematics 2022-11-08 Giacomo Borghi

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…

Optimization and Control · Mathematics 2022-09-05 Mao Ye , Qiang Liu

We consider the problem of multi-objective optimization (MOO) of expensive black-box functions with the goal of discovering high-quality and diverse Pareto fronts where we are allowed to evaluate a batch of inputs. This problem arises in…

Machine Learning · Computer Science 2024-06-14 Alaleh Ahmadianshalchi , Syrine Belakaria , Janardhan Rao Doppa

We consider a decision-making problem to evaluate absolute ratings of alternatives from the results of their pairwise comparisons according to two criteria, subject to constraints on the ratings. We formulate the problem as a bi-objective…

Optimization and Control · Mathematics 2021-02-08 Nikolai Krivulin

Constrained Optimization solution algorithms are restricted to point based solutions. In practice, single or multiple objectives must be satisfied, wherein both the objective function and constraints can be non-convex resulting in multiple…

Neural and Evolutionary Computing · Computer Science 2021-01-05 Gurpreet Singh , Soumyajit Gupta , Matthew Lease

In this paper, we propose two algorithms for solving convex optimization problems with linear ascending constraints. When the objective function is separable, we propose a dual method which terminates in a finite number of iterations. In…

Optimization and Control · Mathematics 2014-09-26 Zizhuo Wang

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

Constrained non-convex optimization problems frequently arise in control applications. Solving such problems is inherently challenging, as existing methods often converge to suboptimal local minima or incur prohibitive computational costs.…

Optimization and Control · Mathematics 2026-01-27 Anran Li , John P. Swensen , Mehdi Hosseinzadeh

We present a review that unifies decision-support methods for exploring the solutions produced by multi-objective optimization (MOO) algorithms. As MOO is applied to solve diverse problems, approaches for analyzing the trade-offs offered by…

Artificial Intelligence · Computer Science 2023-11-21 Zuzanna Osika , Jazmin Zatarain Salazar , Diederik M. Roijers , Frans A. Oliehoek , Pradeep K. Murukannaiah

Multiple-objective optimization (MOO) aims to simultaneously optimize multiple conflicting objectives and has found important applications in machine learning, such as minimizing classification loss and discrepancy in treating different…

Machine Learning · Computer Science 2022-09-16 Eric Enouen , Katja Mathesius , Sean Wang , Arielle Carr , Sihong Xie

During the past two decades, multi-agent optimization problems have drawn increased attention from the research community. When multiple objective functions are present among agents, many works optimize the sum of these objective functions.…

Multiagent Systems · Computer Science 2020-10-13 M. J. Blondin , M. T. Hale

Multiobjective optimization plays an increasingly important role in modern applications, where several objectives are often of equal importance. The task in multiobjective optimization and multiobjective optimal control is therefore to…

Optimization and Control · Mathematics 2019-06-24 Stefan Banholzer , Bennet Gebken , Michael Dellnitz , Sebastian Peitz , Stefan Volkwein

The decomposition-based method has been recognized as a major approach for multi-objective optimization. It decomposes a multi-objective optimization problem into several single-objective optimization subproblems, each of which is usually…

Neural and Evolutionary Computing · Computer Science 2017-04-11 Mengyuan Wu , Ke Li , Sam Kwong , Qingfu Zhang

Multi-objective optimization (MOO) problems are prevalent in machine learning. These problems have a set of optimal solutions, called the Pareto front, where each point on the front represents a different trade-off between possibly…

Machine Learning · Computer Science 2021-04-27 Aviv Navon , Aviv Shamsian , Gal Chechik , Ethan Fetaya

In today's global business market place, individual firms no longer compete as independent entities with unique brand names but as integral part of supply chain links. Key to success of any business is satisfying customer's demands on time…

Optimization and Control · Mathematics 2014-08-05 Nelson Christopher Dzupire , Yaw Nkansah-Gyekye