Related papers: Scalarization via utility functions in multi-objec…

Many problems in robotics seek to simultaneously optimize several competing objectives under constraints. A conventional approach to solving such multi-objective optimization problems is to create a single cost function comprised of the…

Ensuring that classifiers are well-calibrated, i.e., their predictions align with observed frequencies, is a minimal and fundamental requirement for classifiers to be viewed as trustworthy. Existing methods for assessing multiclass…

In this work, we propose integral global optimality conditions for multiobjective problems not necessarily differentiable. The integral characterization, already known for single objective problems, are extended to multiobjective problems…

Many real-world problems contain multiple objectives and agents, where a trade-off exists between objectives. Key to solving such problems is to exploit sparse dependency structures that exist between agents. For example, in wind farm…

Classification, recommendation, and ranking problems often involve competing goals with additional constraints (e.g., to satisfy fairness or diversity criteria). Such optimization problems are quite challenging, often involving non-convex…

The framework of decision-making, modeled as a Markov Decision Process (MDP), typically assumes a single objective. However, practical scenarios often involve tradeoffs between multiple objectives. We address this in the Linear Quadratic…

In this article, we propose a Newton-based method for solving multiobjective interval optimization problems (MIOPs). We first provide a connection between weakly Pareto optimal points and Pareto critical points in the context of MIOPs.…

Multiobjective combinatorial optimization (MOCO) problems can be found in many real-world applications. However, exactly solving these problems would be very challenging, particularly when they are NP-hard. Many handcrafted heuristic…

In this paper, we propose a new descent method, termed as multiobjective memory gradient method, for finding Pareto critical points of a multiobjective optimization problem. The main thought in this method is to select a combination of the…

Optimal inventory leads to stochastic optimization problems where deterministic delivery decisions have to be made in advance of stochastic demand realizations. Similarly, risk deposits have to be given before the random outcomes of…

In this article we show that the boundary of the Pareto critical set of an unconstrained multiobjective optimization problem (MOP) consists of Pareto critical points of subproblems considering subsets of the objective functions. If the…

Multi-objective optimization is central to many engineering and machine learning applications, where multiple objectives must be optimized in balance. While multi-gradient based optimization methods combine these objectives in each step,…

Multi-task learning, which optimizes performance across multiple tasks, is inherently a multi-objective optimization problem. Various algorithms are developed to provide discrete trade-off solutions on the Pareto front. Recently, continuous…

Real-world engineering systems are typically compared and contrasted using multiple metrics. For practical machine learning systems, performance tuning is often more nuanced than minimizing a single expected loss objective, and it may be…

With modern requirements, there is an increasing tendency of considering multiple objectives/criteria simultaneously in many Software Engineering (SE) scenarios. Such a multi-objective optimization scenario comes with an important issue --…

Operations research applications often pose multicriteria problems. Mathematical research on multicriteria problems predominantly revolves around the set of Pareto optimal solutions, while in practice, methods that output a single solution…

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…

We extend the classical risk minimization model with scalar risk measures to the general case of set-valued risk measures. The problem we obtain is a set-valued optimization model and we propose a goal programming-based approach with…

We consider problems with multiple linear objectives and linear constraints and use Adjustable Robust Optimization and Polynomial Optimization as tools to approximate the Pareto set with polynomials of arbitrarily large degree. The main…

Evolutionary multi-objective algorithms have successfully been used in the context of Pareto optimization where a given constraint is relaxed into an additional objective. In this paper, we explore the use of 3-objective formulations for…