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In this paper, we focus on the problem of stochastic optimization where the objective function can be written as an expectation function over a closed convex set. We also consider multiple expectation constraints which restrict the domain…

Statistics Theory · Mathematics 2019-06-18 Kinjal Basu , Preetam Nandy

The discovery of therapeutic molecules is fundamentally a multi-objective optimization problem. One formulation of the problem is to identify molecules that simultaneously exhibit strong binding affinity for a target protein, minimal…

Quantitative Methods · Quantitative Biology 2023-10-17 Jenna C. Fromer , David E. Graff , Connor W. Coley

We review the field of multi-criteria optimization for radiation therapy treatment planning. Special attention is given to the technique known as Pareto surface navigation, which allows physicians and treatment planners to interactively…

Optimization and Control · Mathematics 2013-05-08 David Craft

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

Reallocating resources to get mutually beneficial outcomes is a fundamental problem in various multi-agent settings. While finding an arbitrary Pareto optimal allocation is generally easy, checking whether a particular allocation is Pareto…

Computer Science and Game Theory · Computer Science 2018-05-18 Haris Aziz , Peter Biro , Jerome Lang , Julien Lesca , Jerome Monnot

We study the oracle complexity of finding $\varepsilon$-Pareto stationary points in smooth multiobjective optimization with $m$ objectives. Progress is measured by the Pareto stationarity gap $\mathcal{G}(x)$, the norm of the best convex…

Optimization and Control · Mathematics 2026-02-17 Phillipe R. Sampaio

The objective of this paper is to provide a convergent numerical approximation of the Pareto optimal set for finite-horizon multiobjective optimal control problems for which the objective space is not necessarily convex. Our approach is…

Optimization and Control · Mathematics 2012-03-02 A. Guigue

We consider Markov decision processes (MDPs) with multiple limit-average (or mean-payoff) objectives. There exist two different views: (i) the expectation semantics, where the goal is to optimize the expected mean-payoff objective, and (ii)…

Logic in Computer Science · Computer Science 2019-03-14 Krishnendu Chatterjee , Zuzana Křetínská , Jan Křetínský

Sparse principal component analysis addresses the problem of finding a linear combination of the variables in a given data set with a sparse coefficients vector that maximizes the variability of the data. This model enhances the ability to…

Optimization and Control · Mathematics 2017-03-09 Amir Beck , Yakov Vaisbourd

Pareto Front Learning (PFL) was recently introduced as an efficient method for approximating the entire Pareto front, the set of all optimal solutions to a Multi-Objective Optimization (MOO) problem. In the previous work, the mapping…

Optimization and Control · Mathematics 2023-08-15 Tran Anh Tuan , Long P. Hoang , Dung D. Le , Tran Ngoc Thang

A multi-modal multi-objective optimization problem is a special kind of multi-objective optimization problem with multiple Pareto subsets. In this paper, we propose an efficient multi-modal multi-objective optimization algorithm based on…

Neural and Evolutionary Computing · Computer Science 2020-04-22 Yiming Peng , Hisao Ishibuchi

Mathematical Selection is a method in which we select a particular choice from a set of such. It have always been an interesting field of study for mathematicians. Accordingly, Combinatorial Optimization is a sub field of this domain of…

Computational Complexity · Computer Science 2023-06-29 Anurag Dutta , K. Lakshmanan , A. Ramamoorthy , Liton Chandra Voumik , John Harshith , John Pravin Motha

Necessary conditions for high-order optimality in smooth nonlinear constrained optimization are explored and their inherent intricacy discussed. A two-phase minimization algorithm is proposed which can achieve approximate first-, second-…

Optimization and Control · Mathematics 2021-05-31 C. Cartis , N. I. M. Gould , Ph. L. Toint

This paper is devoted to studying the stationary solutions of a general constrained optimization problem through its associated unconstrained penalized problems. We aim to answer the question, "what do the stationary solutions of a…

Optimization and Control · Mathematics 2022-06-28 Ashkan Mohammadi

We consider rather a general class of multi-level optimization problems, where a convex objective function is to be minimized subject to constraints of optimality of nested convex optimization problems. As a special case, we consider a…

Optimization and Control · Mathematics 2024-04-30 Allahkaram Shafiei , Vyacheslav Kungurtsev , Jakub Marecek

In this paper, we investigate the nonemptiness of weak Pareto efficient solution set for a class of nonsmooth vector optimization problems on a nonempty closed constraint set without any boundedness and convexity assumptions. First, we…

Optimization and Control · Mathematics 2024-08-09 Danyang Liu , Jun Li , Giandomenico Mastroeni

The efficient optimization method for locally Lipschitz continuous multiobjective optimization problems from [1] is extended from finite-dimensional problems to general Hilbert spaces. The method iteratively computes Pareto critical points,…

Optimization and Control · Mathematics 2024-02-12 Konstantin Sonntag , Bennet Gebken , Georg Müller , Sebastian Peitz , Stefan Volkwein

Optimization networks are a new methodology for holistically solving interrelated problems that have been developed with combinatorial optimization problems in mind. In this contribution we revisit the core principles of optimization…

In multi-objective optimization, computing the entire non-dominated set (also known as the Pareto front or the Pareto frontier) is often intractable. However, for any multiplicative factor greater than one, an approximation set can be…

Optimization and Control · Mathematics 2026-04-30 Levin Nemesch , Stefan Ruzika , Clemens Thielen , Alina Wittmann

Constrained single-objective problems have been frequently tackled by evolutionary multi-objective algorithms where the constraint is relaxed into an additional objective. Recently, it has been shown that Pareto optimization approaches…

Neural and Evolutionary Computing · Computer Science 2024-06-10 Frank Neumann , Carsten Witt