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We determine the power of the weighted sum scalarization with respect to the computation of approximations for general multiobjective minimization and maximization problems. Additionally, we introduce a new multi-factor notion of…

Data Structures and Algorithms · Computer Science 2021-12-15 Cristina Bazgan , Stefan Ruzika , Clemens Thielen , Daniel Vanderpooten

In this paper, we investigate the relationships between proper efficiency and the solutions of a general scalarization problem in multi-objective optimization. We provide some conditions under which the solutions of the dealt with scalar…

Optimization and Control · Mathematics 2019-07-05 Moslem Zamani , Majid Soleimani-damaneh

Scalarizing functions have been widely used to convert a multiobjective optimization problem into a single objective optimization problem. However, their use in solving (computationally) expensive multi- and many-objective optimization…

Machine Learning · Computer Science 2019-04-12 Tinkle Chugh

Recent multi-task learning research argues against unitary scalarization, where training simply minimizes the sum of the task losses. Several ad-hoc multi-task optimization algorithms have instead been proposed, inspired by various…

Machine Learning · Computer Science 2023-03-10 Vitaly Kurin , Alessandro De Palma , Ilya Kostrikov , Shimon Whiteson , M. Pawan Kumar

Robust optimisation is a well-established framework for optimising functions in the presence of uncertainty. The inherent goal of this problem is to identify a collection of inputs whose outputs are both desirable for the decision maker,…

Optimization and Control · Mathematics 2025-05-27 Ben Tu , Nikolas Kantas , Robert M. Lee , Behrang Shafei

The superiorization methodology can be thought of as lying conceptually between feasibility-seeking and constrained minimization. It is not trying to solve the full-fledged constrained minimization problem composed from the modeling…

Optimization and Control · Mathematics 2023-01-02 Yair Censor

Modern machine learning tasks often require considering not just one but multiple objectives. For example, besides the prediction quality, this could be the efficiency, robustness or fairness of the learned models, or any of their…

Machine Learning · Computer Science 2022-08-30 Peter Súkeník , Christoph H. Lampert

We consider a multiobjective bilevel optimization problem with vector-valued upper- and lower-level objective functions. Such problems have attracted a lot of interest in recent years. However, so far, scalarization has appeared to be the…

Optimization and Control · Mathematics 2022-01-05 Lahoussine Lafhim , Alain Zemkoho

In this paper we propose a linear scalarization proximal point algorithm for solving arbitrary lower semicontinuous quasiconvex multiobjective minimization problems. Under some natural assumptions and using the condition that the proximal…

Recently, there has been a renewed interest in decomposition-based approaches for evolutionary multiobjective optimization. However, the impact of the choice of the underlying scalarizing function(s) is still far from being well understood.…

Artificial Intelligence · Computer Science 2014-09-22 Bilel Derbel , Dimo Brockhoff , Arnaud Liefooghe , Sébastien Verel

Training a single model on multiple input domains and/or output tasks allows for compressing information from multiple sources into a unified backbone hence improves model efficiency. It also enables potential positive knowledge transfer…

Machine Learning · Computer Science 2023-10-16 Amelie Royer , Tijmen Blankevoort , Babak Ehteshami Bejnordi

We study a general scalarization approach via utility functions in multi-objective optimization. It consists of maximizing utility which is obtained from the objectives' bargaining with regard to a disagreement reference point. The…

Optimization and Control · Mathematics 2024-01-26 Lorenzo Lampariello , Simone Sagratella , Valerio Giuseppe Sasso , Vladimir Shikhman

Purpose: To describe and mathematically validate the superiorization methodology, which is a recently-developed heuristic approach to optimization, and to discuss its applicability to medical physics problem formulations that specify the…

Optimization and Control · Mathematics 2015-06-11 G. T. Herman , E. Garduño , R. Davidi , Y. Censor

Majorization-minimization algorithms consist of iteratively minimizing a majorizing surrogate of an objective function. Because of its simplicity and its wide applicability, this principle has been very popular in statistics and in signal…

Machine Learning · Statistics 2013-09-11 Julien Mairal

Recently, Greg\'orio and Oliveira developed a proximal point scalarization method (applied to multi-objective optimization problems) for an abstract strict scalar representation with a variant of the logarithmic-quadratic function of…

Optimization and Control · Mathematics 2013-05-08 Rogério Azevedo Rocha , Paulo Roberto Oliveira , Ronaldo Gregório

Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function. These upper bounds are tight at the current estimate, and each iteration monotonically drives the objective…

Optimization and Control · Mathematics 2015-02-03 Julien Mairal

Optimization problems are ubiquitous in our societies and are present in almost every segment of the economy. Most of these optimization problems are NP-hard and computationally demanding, often requiring approximate solutions for…

Optimization and Control · Mathematics 2021-06-23 James Kotary , Ferdinando Fioretto , Pascal Van Hentenryck

Sequential decision-making problems with multiple objectives arise naturally in practice and pose unique challenges for research in decision-theoretic planning and learning, which has largely focused on single-objective settings. This…

Artificial Intelligence · Computer Science 2014-02-05 Diederik Marijn Roijers , Peter Vamplew , Shimon Whiteson , Richard Dazeley

General multi-objective optimization problems are often solved by a sequence of parametric single objective problems, so-called scalarizations. If the set of nondominated points is finite, and if an appropriate scalarization is employed,…

Optimization and Control · Mathematics 2014-07-29 Kerstin Daechert , Kathrin Klamroth

The goal of multi-objective optimisation is to identify a collection of points which describe the best possible trade-offs between the multiple objectives. In order to solve this vector-valued optimisation problem, practitioners often…

Optimization and Control · Mathematics 2025-05-09 Ben Tu , Nikolas Kantas , Robert M. Lee , Behrang Shafei
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