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In this paper, we present the first outer approximation algorithm for multi-objective mixed-integer linear programming problems with any number of objectives. The algorithm also works for certain classes of non-linear programming problems.…

Optimization and Control · Mathematics 2022-05-04 Fritz Bökler , Sophie N. Parragh , Markus Sinnl , Fabien Tricoire

Mixed-integer model predictive control (MI-MPC) requires the solution of a mixed-integer quadratic program (MIQP) at each sampling instant under strict timing constraints, where part of the state and control variables can only assume a…

Optimization and Control · Mathematics 2019-03-22 Pedro Hespanhol , Rien Quirynen , Stefano Di Cairano

Real-world problems are often multi-objective with decision-makers unable to specify a priori which trade-off between the conflicting objectives is preferable. Intuitively, building machine learning solutions in such cases would entail…

Machine Learning · Computer Science 2021-10-20 Timo M. Deist , Monika Grewal , Frank J. W. M. Dankers , Tanja Alderliesten , Peter A. N. Bosman

This article investigates the interplay of rounding objective coefficients in binary programs and almost symmetries. Empirically, reducing the number of significant bits through rounding often leads to instances that are easier to solve.…

Optimization and Control · Mathematics 2025-12-12 Dominik Kuzinowicz , Paweł Lichocki , Gioni Mexi , Marc E. Pfetsch , Sebastian Pokutta , Max Zimmer

Smoothed analysis of multiobjective 0-1 linear optimization has drawn considerable attention recently. The number of Pareto-optimal solutions (i.e., solutions with the property that no other solution is at least as good in all the…

Data Structures and Algorithms · Computer Science 2011-07-21 Navin Goyal , Luis Rademacher

Multi-Objective Mixed-Integer Non-Linear Programming problems (MO-MINLPs) appear in several real-world applications, especially in the mechanical engineering field. To determine a good approximated Pareto front for this type of problems, we…

Optimization and Control · Mathematics 2021-05-17 Ahmed Jaber , Pascal Lafon , Rafic Younes

Multi-modal multi-objective optimization is to locate (almost) equivalent Pareto optimal solutions as many as possible. While decomposition-based evolutionary algorithms have good performance for multi-objective optimization, they are…

Neural and Evolutionary Computing · Computer Science 2020-10-01 Ryoji Tanabe , Hisao Ishibuchi

Discrete optimization belongs to the set of $\mathcal{NP}$-hard problems, spanning fields such as mixed-integer programming and combinatorial optimization. A current standard approach to solving convex discrete optimization problems is the…

Machine Learning · Computer Science 2024-02-28 Kyle Mana , Fernando Acero , Stephen Mak , Parisa Zehtabi , Michael Cashmore , Daniele Magazzeni , Manuela Veloso

Ensemble pruning, selecting a subset of individual learners from an original ensemble, alleviates the deficiencies of ensemble learning on the cost of time and space. Accuracy and diversity serve as two crucial factors while they usually…

Machine Learning · Computer Science 2021-01-20 Yijun Bian , Yijun Wang , Yaqiang Yao , Huanhuan Chen

For solving constrained multicriteria problems, we introduce the multiobjective barrier method (MBM), which extends the scalar-valued internal penalty method. This multiobjective version of the classical method also requires a penalty…

Optimization and Control · Mathematics 2018-04-02 Ellen H. Fukuda , L. M. Grana Drummond , Fernanda M. P. Raupp

Multi-objective optimisation is regarded as one of the most promising ways for dealing with constrained optimisation problems in evolutionary optimisation. This paper presents a theoretical investigation of a multi-objective optimisation…

Neural and Evolutionary Computing · Computer Science 2015-02-13 Jun He , Yong Wang , Yuren Zhou

Robust optimization methods have shown practical advantages in a wide range of decision-making applications under uncertainty. Recently, their efficacy has been extended to multi-period settings. Current approaches model uncertainty either…

Optimization and Control · Mathematics 2022-02-23 Omid Nohadani , Kartikey Sharma

Machine learning problems with multiple objective functions appear either in learning with multiple criteria where learning has to make a trade-off between multiple performance metrics such as fairness, safety and accuracy; or, in…

Machine Learning · Computer Science 2024-03-20 Heshan Fernando , Han Shen , Miao Liu , Subhajit Chaudhury , Keerthiram Murugesan , Tianyi Chen

Ensemble learning combines multiple classifiers in the hope of obtaining better predictive performance. Empirical studies have shown that ensemble pruning, that is, choosing an appropriate subset of the available classifiers, can lead to…

In this paper, we introduce a technique to enhance the computational efficiency of solution algorithms for high-dimensional discrete simulation-based optimization problems. The technique is based on innovative adaptive partitioning…

Optimization and Control · Mathematics 2024-12-04 Jing Lu , Tianli Zhou , Carolina Osorio

Multi-objective Markov decision processes are a special kind of multi-objective optimization problem that involves sequential decision making while satisfying the Markov property of stochastic processes. Multi-objective reinforcement…

Machine Learning · Computer Science 2023-08-22 Sherif Abdelfattah , Kathryn Kasmarik , Jiankun Hu

The branch-and-cut algorithm is the method of choice to solve large scale integer programming problems in practice. A key ingredient of branch-and-cut is the use of cutting planes which are derived constraints that reduce the search space…

Optimization and Control · Mathematics 2024-05-24 Hongyu Cheng , Amitabh Basu

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

Large-scale optimization problems that seek sparse solutions have become ubiquitous. They are routinely solved with various specialized first-order methods. Although such methods are often fast, they usually struggle with not-so-well…

Optimization and Control · Mathematics 2021-11-29 Valentina De Simone , Daniela di Serafino , Jacek Gondzio , Spyridon Pougkakiotis , Marco Viola

In several applications such as databases, planning, and sensor networks, parameters such as selectivity, load, or sensed values are known only with some associated uncertainty. The performance of such a system (as captured by some…

Data Structures and Algorithms · Computer Science 2010-01-28 Sudipto Guha , Kamesh Munagala