Related papers: Necessary and sufficient conditions for multiple o…
Optimal experimental designs are probability measures with finite support enjoying an optimality property for the computation of least squares estimators. We present an algorithm for computing optimal designs on finite sets based on the…
Scientists often run experiments to distinguish competing theories. This requires patience, rigor, and ingenuity - there is often a large space of possible experiments one could run. But we need not comb this space by hand - if we represent…
We consider experiments for comparing treatments using units that are ordered linearly over time or space within blocks. In addition to the block effect, we assume that a trend effect influences the response. The latter is modeled as a…
The paper suggests a new --- to the best of the author's knowledge --- characterization of decisions which are optimal in the multi-objective optimization problem with respect to a definite proper preference cone, a Euclidean cone with a…
This work deals with the design optimization of electrical machines under the consideration of manufacturing uncertainties. In order to efficiently quantify the uncertainty, blackbox machine learning methods are employed. A multi-objective…
We present a powerful general framework for designing data-dependent optimization algorithms, building upon and unifying recent techniques in adaptive regularization, optimistic gradient predictions, and problem-dependent randomization. We…
We introduce an algorithm which can be directly used to feasible and optimum search in linear programming. Starting from an initial point the algorithm iteratively moves a point in a direction to resolve the violated constraints. At the…
We settle the computational complexity of fundamental questions related to multicriteria integer linear programs, when the dimensions of the strategy space and of the outcome space are considered fixed constants. In particular we construct:…
We initiate a formal study of reproducibility in optimization. We define a quantitative measure of reproducibility of optimization procedures in the face of noisy or error-prone operations such as inexact or stochastic gradient computations…
Simulation Optimization (SO) refers to the optimization of an objective function subject to constraints, both of which can be evaluated through a stochastic simulation. To address specific features of a particular simulation---discrete or…
In this paper, we consider multi-objective reinforcement learning, which arises in many real-world problems with multiple optimization goals. We approach the problem with a max-min framework focusing on fairness among the multiple goals and…
Many real-world applications are characterized by a number of conflicting performance measures. As optimizing in a multi-objective setting leads to a set of non-dominated solutions, a preference function is required for selecting the…
In this paper, we present an exact algorithm for optimizing two linear fractional over the efficient set of a multi-objective integer quadratic problem. This type of problems arises when two decision-makers, such as firms, each have a…
The majority of experiments in fundamental science today are designed to be multi-purpose: their aim is not simply to measure a single physical quantity or process, but rather to enable increased precision in the measurement of a number of…
We consider the problem of designing experiments for the comparison of two regression curves describing the relation between a predictor and a response in two groups, where the data between and within the group may be dependent. In order to…
This article focuses on the optimization of a complex system which is composed of several subsystems. On the one hand, these subsystems are subject to multiple objectives, local constraints as well as local variables, and they are…
We propose an algorithm for generating explicit solutions of multiparametric mixed-integer convex programs to within a given suboptimality tolerance. The algorithm is applicable to a very general class of optimization problems, but is most…
Multi-objective optimization (MOO) aims at finding a set of optimal configurations for a given set of objectives. A recent line of work applies MOO methods to the typical Machine Learning (ML) setting, which becomes multi-objective if a…
Computer experiments are pivotal for modeling complex real-world systems. Maximizing information extraction and ensuring accurate surrogate modeling necessitates space-filling designs, where design points extensively cover the input domain.…
This paper introduces a methodology designed to augment the inverse design optimization process in scenarios constrained by limited compute, through the strategic synergy of multi-fidelity evaluations, machine learning models, and…