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This paper considers stochastic convex optimization problems where the objective and constraint functions involve expectations with respect to the data indices or environmental variables, in addition to deterministic convex constraints on…

Optimization and Control · Mathematics 2021-07-21 Zeeshan Akhtar , Amrit Singh Bedi , Ketan Rajawat

In the past few decades, many multiobjective evolutionary optimization algorithms (MOEAs) have been proposed to find a finite set of approximate Pareto solutions for a given problem in a single run, each with its own structure. However, in…

Neural and Evolutionary Computing · Computer Science 2024-04-30 Xi Lin , Xiaoyuan Zhang , Zhiyuan Yang , Qingfu Zhang

Multi-objective optimization problems whose objectives have different evaluation costs are commonly seen in the real world. Such problems are now known as multi-objective optimization problems with heterogeneous objectives (HE-MOPs). So…

Neural and Evolutionary Computing · Computer Science 2022-08-26 Xilu Wang , Yaochu Jin , Sebastian Schmitt , Markus Olhofer

Multimodal multi-objective problems (MMOPs) commonly arise in real-world problems where distant solutions in decision space correspond to very similar objective values. To obtain all solutions for MMOPs, many multimodal multi-objective…

Neural and Evolutionary Computing · Computer Science 2023-01-31 Wenhua Li , Tao Zhang , Rui Wang , Jing Liang

Existing Meta-Black-Box Optimization (MetaBBO) methods focus on how to search when controlling optimizers, but largely overlook where to search. We propose MetaSG-SAEA, a bi-level MetaBBO framework for expensive constrained multi-objective…

Neural and Evolutionary Computing · Computer Science 2026-05-12 Yukun Du , Haiyue Yu , Jiang Jiang , Shuaiwen Tang , Xiaotong Xie , Haobo Liu , Chongshuang Hu , Shengkun Chang

Multi-objective evolutionary algorithms (MOEAs) have progressed significantly in recent decades, but most of them are designed to solve unconstrained multi-objective optimization problems. In fact, many real-world multi-objective problems…

Neural and Evolutionary Computing · Computer Science 2019-05-29 Zhun Fan , Wenji Li , Xinye Cai , Hui Li , Caimin Wei , Qingfu Zhang , Kalyanmoy Deb , Erik D. Goodman

Bilevel optimization problems comprise an upper level optimization task that contains a lower level optimization task as a constraint. While there is a significant and growing literature devoted to solving bilevel problems with single…

Neural and Evolutionary Computing · Computer Science 2024-09-06 Bing Wang , Hemant K. Singh , Tapabrata Ray

High-Performance Computing (HPC) schedulers must balance user performance with facility-wide resource constraints. The task boils down to selecting the optimal number of nodes for a given job. We present a surrogate-assisted multi-objective…

Machine Learning · Computer Science 2026-01-23 Ashna Nawar Ahmed , Banooqa Banday , Terry Jones , Tanzima Z. Islam

We consider the problem of multi-objective (MO) blackbox optimization using expensive function evaluations, where the goal is to approximate the true Pareto set of solutions while minimizing the number of function evaluations. For example,…

Machine Learning · Computer Science 2022-04-13 Syrine Belakaria , Aryan Deshwal , Nitthilan Kannappan Jayakodi , Janardhan Rao Doppa

Evolutionary algorithms (EAs) are general-purpose optimization algorithms, inspired by natural evolution. Recent theoretical studies have shown that EAs can achieve good approximation guarantees for solving the problem classes of submodular…

Neural and Evolutionary Computing · Computer Science 2022-12-19 Chao Qian , Dan-Xuan Liu , Chao Feng , Ke Tang

Achieving better exploitation and exploration capabilities (EEC) have always been an important yet challenging issue in the design of evolutionary optimization algorithm (EOA). The difficulties lie in obtaining a good balance in EEC, which…

Neural and Evolutionary Computing · Computer Science 2020-05-15 Sheng Xin Zhang , Wing Shing Chan , Zi Kang Peng , Shao Yong Zheng , Kit Sang Tang

Prediction+optimization is a common real-world paradigm where we have to predict problem parameters before solving the optimization problem. However, the criteria by which the prediction model is trained are often inconsistent with the goal…

Machine Learning · Computer Science 2021-11-23 Kai Yan , Jie Yan , Chuan Luo , Liting Chen , Qingwei Lin , Dongmei Zhang

We propose a successive convex approximation based off-policy optimization (SCAOPO) algorithm to solve the general constrained reinforcement learning problem, which is formulated as a constrained Markov decision process (CMDP) in the…

Machine Learning · Computer Science 2022-04-20 Chang Tian , An Liu , Guang Huang , Wu Luo

We consider the problem of constrained multi-objective blackbox optimization using expensive function evaluations, where the goal is to approximate the true Pareto set of solutions satisfying a set of constraints while minimizing the number…

Machine Learning · Computer Science 2020-11-24 Syrine Belakaria , Aryan Deshwal , Janardhan Rao Doppa

Parametric multi-objective optimization (PMO) addresses the challenge of solving an infinite family of multi-objective optimization problems, where optimal solutions must adapt to varying parameters. Traditional methods require re-execution…

Neural and Evolutionary Computing · Computer Science 2025-11-11 Ji Cheng , Bo Xue , Qingfu Zhang

In multi-objective optimization problems, there might exist hidden objectives that are important to the decision-maker but are not being optimized. On the other hand, there might also exist irrelevant objectives that are being optimized but…

Optimization and Control · Mathematics 2022-06-06 Seyed Mahdi Shavarani , Manuel López-Ibáñez , Richard Allmendinger

Large-scale sparse multi-objective optimization problems (LSMOPs) are prevalent in real-world applications, where optimal solutions typically contain only a few nonzero variables, such as in adversarial attacks, critical node detection, and…

Neural and Evolutionary Computing · Computer Science 2026-03-13 Shuai Shao , Yuhao Sun , Xing Chen , Ye Tian , Guan Wang , Jin Li

Numerous multi-objective evolutionary algorithms have been designed for constrained optimisation over past two decades. The idea behind these algorithms is to transform constrained optimisation problems into multi-objective optimisation…

Optimization and Control · Mathematics 2020-03-24 Tao Xu , Jun He , Changjing Shang

Most multimodal multi-objective evolutionary algorithms (MMEAs) aim to find all global Pareto optimal sets (PSs) for a multimodal multi-objective optimization problem (MMOP). However, in real-world problems, decision makers (DMs) may be…

Neural and Evolutionary Computing · Computer Science 2023-06-13 Wenhua Li , Xingyi Yao , Kaiwen Li , Rui Wang , Tao Zhang , Ling Wang

Many science and engineering applications require finding solutions to planning and optimization problems by satisfying a set of constraints. These constraint problems (CPs) are typically NP-complete and can be formalized as constraint…

Neural and Evolutionary Computing · Computer Science 2024-02-13 Anuraganand Sharma