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Considerable interest has recently been focused on studying multiple phenotypes simultaneously in both epidemiological and genomic studies, either to capture the multidimensionality of complex disorders or to understand shared etiology of…

Methodology · Statistics 2015-11-26 Denis Agniel , Katherine P. Liao , Tianxi Cai

Solutions to multi-objective optimization problems can generally not be compared or ordered, due to the lack of orderability of the single objectives. Furthermore, decision-makers are often made to believe that scaled objectives can be…

Optimization and Control · Mathematics 2022-05-31 Sebastian Hönel , Welf Löwe

In this work we are interested in stochastic particle methods for multi-objective optimization. The problem is formulated using parametrized, single-objective sub-problems which are solved simultaneously. To this end a consensus based…

Optimization and Control · Mathematics 2022-08-03 Giacomo Borghi , Michael Herty , Lorenzo Pareschi

We propose a novel framework for optimizing injection strategies in large-scale CO$_2$ storage combining multi-agent models with multi-objective optimization, and reservoir simulation. We investigate whether agents should form coalitions…

Numerical Analysis · Mathematics 2024-06-13 Per Pettersson , Sebastian Krumscheid , Sarah Gasda

Automated machine learning has gained a lot of attention recently. Building and selecting the right machine learning models is often a multi-objective optimization problem. General purpose machine learning software that simultaneously…

Machine Learning · Computer Science 2019-08-15 Steven Gardner , Oleg Golovidov , Joshua Griffin , Patrick Koch , Wayne Thompson , Brett Wujek , Yan Xu

We study the problem of optimal long term portfolio selection with a view to beat a benchmark. Two kinds of objectives are considered. One concerns the probability of outperforming the benchmark and seeks either to minimise the decay rate…

Probability · Mathematics 2017-12-04 Anatolii A. Puhalskii

In this short note, we discuss a goal-oriented multiobjective optimization problem for system performance assessment. The objective function for such optimization problem, which is usually a composite of different performance indices…

Optimization and Control · Mathematics 2020-06-12 Getachew K Befekadu

We study contextual stochastic optimization problems, where we leverage rich auxiliary observations (e.g., product characteristics) to improve decision making with uncertain variables (e.g., demand). We show how to train forest decision…

Optimization and Control · Mathematics 2022-03-17 Nathan Kallus , Xiaojie Mao

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

Optimizing decision problems under uncertainty can be done using a variety of solution methods. Soft computing and heuristic approaches tend to be powerful for solving such problems. In this overview article, we survey Evolutionary…

Neural and Evolutionary Computing · Computer Science 2014-01-21 Ronald Hochreiter

The expected improvement algorithm (or efficient global optimization) aims for global continuous optimization with a limited budget of black-box function evaluations. It is based on a statistical model of the function learned from previous…

Data Structures and Algorithms · Computer Science 2014-09-01 Iris Hupkens , Michael Emmerich , André Deutz

Multi-stage optimization under uncertainty techniques can be used to solve long-term management problems. Although many optimization modeling language extensions as well as computational environments have been proposed, the acceptance of…

Optimization and Control · Mathematics 2014-04-24 Ronald Hochreiter

In the current paper, we present an optimization system solving multi objective production scheduling problems (MOOPPS). The identification of Pareto optimal alternatives or at least a close approximation of them is possible by a set of…

Artificial Intelligence · Computer Science 2008-09-08 Martin Josef Geiger

The goal of multi-objective optimisation is to identify the Pareto front surface which is the set obtained by connecting the best trade-off points. Typically this surface is computed by evaluating the objectives at different points and then…

Machine Learning · Statistics 2024-06-24 Ben Tu , Nikolas Kantas , Robert M. Lee , Behrang Shafei

We investigate Pareto equilibria for bi-objective optimal control problems. Our framework comprises the situation in which an agent acts with a distributed control in a portion of a given domain, and aims to achieve two distinct (possibly…

Optimization and Control · Mathematics 2023-07-12 Pitágoras P. de Carvalho , Enrique Fernández-Cara , Juan Límaco , Denilson Menezes , Yuri Thamsten

In this work, we consider the problem of Quality-Diversity (QD) optimization with multiple objectives. QD algorithms have been proposed to search for a large collection of both diverse and high-performing solutions instead of a single set…

Artificial Intelligence · Computer Science 2022-06-01 Thomas Pierrot , Guillaume Richard , Karim Beguir , Antoine Cully

Sustainable irrigation planning requires balancing economic benefits with environmental flow requirements under increasing climatic and resource constraints. Building on the irrigation optimization framework developed by Ullah and Nehring,…

Optimization and Control · Mathematics 2026-05-26 Nahid Sultana , M. M. Rizvi , G. M. Wali Ullah , Micah Nehring

Domain experts often possess valuable physical insights that are overlooked in fully automated decision-making processes such as Bayesian optimisation. In this article we apply high-throughput (batch) Bayesian optimisation alongside…

Machine Learning · Computer Science 2023-12-06 Tom Savage , Ehecatl Antonio del Rio Chanona

This paper focuses on developing Pareto-optimal estimation and policy learning to identify the most effective treatment that maximizes the total reward from both short-term and long-term effects, which might conflict with each other. For…

Machine Learning · Computer Science 2024-03-13 Yingrong Wang , Anpeng Wu , Haoxuan Li , Weiming Liu , Qiaowei Miao , Ruoxuan Xiong , Fei Wu , Kun Kuang

Many optimization problems arising in applications have to consider several objective functions at the same time. Evolutionary algorithms seem to be a very natural choice for dealing with multi-objective problems as the population of such…

Neural and Evolutionary Computing · Computer Science 2013-09-17 Tobias Friedrich , Frank Neumann , Christian Thyssen
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