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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

Multi-objective integer or mixed-integer programming problems typically have disconnected feasible domains, making the task of constructing an approximation of the Pareto front challenging. The present paper shows that certain algorithms…

Optimization and Control · Mathematics 2021-05-25 Regina S. Burachik , C. Yalçın Kaya , M. Mustafa Rizvi

We consider the problem of minimizing a sum of several convex non-smooth functions. We introduce a new algorithm called the selective linearization method, which iteratively linearizes all but one of the functions and employs simple…

Optimization and Control · Mathematics 2016-08-16 Yu Du , Xiaodong Lin , Andrzej Ruszczynski

In this paper we develop an algorithm to optimise a nonlinear utility function of multiple objectives over the integer efficient set. Our approach is based on identifying and updating bounds on the individual objectives as well as the…

Optimization and Control · Mathematics 2013-04-08 Melih Ozlen , Meral Azizoğlu , Benjamin A. Burton

We present a multi-objective Bayesian optimisation algorithm that allows the user to express preference-order constraints on the objectives of the type "objective A is more important than objective B". These preferences are defined based on…

Machine Learning · Computer Science 2019-11-14 Majid Abdolshah , Alistair Shilton , Santu Rana , Sunil Gupta , Svetha Venkatesh

A new pattern search method for bound constrained optimization is introduced. The proposed algorithm employs the coordinate directions, in a suitable way, with a nonmonotone line search for accepting the new iterate, without using…

Optimization and Control · Mathematics 2018-06-25 Johanna A. Frau , Elvio A. Pilotta

The multi-objective optimization is to optimize several objective functions over a common feasible set. Since the objectives usually do not share a common optimizer, people often consider (weakly) Pareto points. This paper studies…

Optimization and Control · Mathematics 2023-12-05 Jiawang Nie , Zi Yang

An interior-point algorithm framework is proposed, analyzed, and tested for solving nonlinearly constrained continuous optimization problems. The main setting of interest is when the objective and constraint functions may be nonlinear…

Optimization and Control · Mathematics 2024-08-30 Frank E. Curtis , Xin Jiang , Qi Wang

In this paper, we study the decentralized optimization problem of minimizing a finite sum of continuously differentiable and possibly nonconvex functions over a fixed-connected undirected network. We propose a unified decentralized…

Optimization and Control · Mathematics 2026-04-14 Hao Wu , Liping Wang

In this work, we further develop multigoal-oriented a posteriori error estimation with two objectives in mind. First, we formulate goal-oriented mesh adaptivity for multiple functionals of interest for nonlinear problems in which both the…

Numerical Analysis · Mathematics 2018-04-05 B. Endtmayer , U. Langer , T. Wick

Optimizing the performance of many objectives (instantiated by tasks or clients) jointly with a few Pareto stationary solutions (models) is critical in machine learning. However, previous multi-objective optimization methods often focus on…

Machine Learning · Computer Science 2024-03-08 Ziyue Li , Tian Li , Virginia Smith , Jeff Bilmes , Tianyi Zhou

In this work, we propose a novel method to tackle the problem of multiobjective optimization under parameteric uncertainties, by considering the Conditional Pareto Sets and Conditional Pareto Fronts. Based on those quantities we can define…

Optimization and Control · Mathematics 2026-01-15 Victor Trappler , Céline Helbert , Rodolphe Le Riche

Multi-task learning is a powerful method for solving multiple correlated tasks simultaneously. However, it is often impossible to find one single solution to optimize all the tasks, since different tasks might conflict with each other.…

Machine Learning · Computer Science 2020-01-01 Xi Lin , Hui-Ling Zhen , Zhenhua Li , Qingfu Zhang , Sam Kwong

Multi-objective optimization problems can be found in many real-world applications, where the objectives often conflict each other and cannot be optimized by a single solution. In the past few decades, numerous methods have been proposed to…

Machine Learning · Computer Science 2024-07-24 Xi Lin , Xiaoyuan Zhang , Zhiyuan Yang , Fei Liu , Zhenkun Wang , Qingfu Zhang

In recent years, convolutional neural networks (CNNs) have become deeper in order to achieve better classification accuracy in image classification. However, it is difficult to deploy the state-of-the-art deep CNNs for industrial use due to…

Neural and Evolutionary Computing · Computer Science 2019-04-23 Bin Wang , Yanan Sun , Bing Xue , Mengjie Zhang

In multi-objective optimization, a single decision vector must balance the trade-offs between many objectives. Solutions achieving an optimal trade-off are said to be Pareto optimal: these are decision vectors for which improving any one…

Optimization and Control · Mathematics 2023-08-07 Abhishek Roy , Geelon So , Yi-An Ma

We consider optimal route planning when the objective function is a general nonlinear and non-monotonic function. Such an objective models user behavior more accurately, for example, when a user is risk-averse, or the utility function needs…

Data Structures and Algorithms · Computer Science 2015-11-24 Ger Yang , Evdokia Nikolova

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…

Optimization and Control · Mathematics 2020-12-18 Bennet Gebken , Sebastian Peitz , Michael Dellnitz

Pareto optimization via evolutionary multi-objective algorithms has been shown to efficiently solve constrained monotone submodular functions. Traditionally when solving multiple problems, the algorithm is run for each problem separately.…

Neural and Evolutionary Computing · Computer Science 2026-04-17 Liam Wigney , Frank Neumann

This document introduces a strategy to solve linear optimization problems. The strategy is based on the bounding condition each constraint produces on each one of the problem's dimension. The solution of a linear optimization problem is…

Optimization and Control · Mathematics 2018-09-24 Gerardo L. Febres