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In this paper, we propose a procedure for designing controlled test problems for single-objective bilevel optimization. The construction procedure is flexible and allows its user to control the different complexities that are to be included…

Mathematical Software · Computer Science 2016-08-17 Ankur Sinha , Pekka Malo , Kalyanmoy Deb

In bilevel optimization problems, a leader and a follower make their decisions in a hierarchy, and both decisions may influence each other. Usually one assumes that both players have full knowledge also of the other player's data. In a more…

Optimization and Control · Mathematics 2026-02-19 Dorothee Henke

We consider a bilevel optimization problem in which the ground set is partitioned between two decision makers, a leader and a follower, whose optimization problems are interleaved. We study the Bilevel Independent Set problem, and its…

Data Structures and Algorithms · Computer Science 2026-05-26 Komal Muluk

Dynamic programming over tree decompositions is a common technique in parameterized algorithms. In this paper, we study whether this technique can also be applied to compute Pareto sets of multiobjective optimization problems. We first…

Data Structures and Algorithms · Computer Science 2025-09-09 Joshua Könen , Heiko Röglin , Tarek Stuck

To solve real-world expensive constrained multi-objective optimization problems (ECMOPs), surrogate/approximation models are commonly incorporated in evolutionary algorithms to pre-select promising candidate solutions for evaluation.…

Neural and Evolutionary Computing · Computer Science 2024-05-24 Kamrul Hasan Rahi

Automated hyperparameter search in machine learning, especially for deep learning models, is typically formulated as a bilevel optimization problem, with hyperparameter values determined by the upper level and the model learning achieved by…

Machine Learning · Computer Science 2024-12-06 Meltem Apaydin Ustun , Liang Xu , Bo Zeng , Xiaoning Qian

Constrained multiobjective optimization has gained much interest in the past few years. However, constrained multiobjective optimization problems (CMOPs) are still unsatisfactorily understood. Consequently, the choice of adequate CMOPs for…

Neural and Evolutionary Computing · Computer Science 2023-02-07 Aljoša Vodopija , Tea Tušar , Bogdan Filipič

Bayesian optimization is a broadly applied methodology to optimize the expensive black-box function. Despite its success, it still faces the challenge from the high-dimensional search space. To alleviate this problem, we propose a novel…

Machine Learning · Computer Science 2020-10-20 Jingfan Chen , Guanghui Zhu , Chunfeng Yuan , Yihua Huang

Machine learning applications frequently come with multiple diverse objectives and constraints that can change over time. Accordingly, trained models can be tuned with sets of hyper-parameters that affect their predictive behavior (e.g.,…

Machine Learning · Computer Science 2022-10-17 Bracha Laufer-Goldshtein , Adam Fisch , Regina Barzilay , Tommi Jaakkola

Multiobjective simulation optimization (MOSO) problems are optimization problems with multiple conflicting objectives, where evaluation of at least one of the objectives depends on a black-box numerical code or real-world experiment, which…

Optimization and Control · Mathematics 2025-01-13 Tyler H. Chang , Stefan M. Wild

In biobjective mixed integer linear programs (BOMILPs), two linear objectives are minimized over a polyhedron while restricting some of the variables to be integer. Since many of the techniques for finding or approximating the Pareto set of…

Data Structures and Algorithms · Computer Science 2018-09-17 Nathan Adelgren , Pietro Belotti , Akshay Gupte

Bilevel optimization formulates hierarchical decision-making processes that arise in many real-world applications such as in pricing, network design, and infrastructure defense planning. In this paper, we consider a class of bilevel…

Optimization and Control · Mathematics 2021-04-20 Geunyeong Byeon , Pascal Van Hentenryck

Multiobjective optimization plays an increasingly important role in modern applications, where several objectives are often of equal importance. The task in multiobjective optimization and multiobjective optimal control is therefore to…

Optimization and Control · Mathematics 2019-06-24 Stefan Banholzer , Bennet Gebken , Michael Dellnitz , Sebastian Peitz , Stefan Volkwein

Due to the large number of submissions that more and more conferences experience, finding an automatized way to well distribute the submitted papers among reviewers has become necessary. We model the peer-reviewing matching problem as a…

Multiagent Systems · Computer Science 2023-07-25 Gennaro Auricchio , Ruixiao Zhang , Jie Zhang , Xiaohao Cai

Multiobjective optimization problems (MOPs) are prevalent in machine learning, with applications in multi-task learning, learning under fairness or robustness constraints, etc. Instead of reducing multiple objective functions into a scalar…

Mathematical Software · Computer Science 2024-10-14 Xiaoyuan Zhang , Liang Zhao , Yingying Yu , Xi Lin , Yifan Chen , Han Zhao , Qingfu Zhang

Pareto Set Learning (PSL) is an emerging research area in multi-objective optimization, focusing on training neural networks to learn the mapping from preference vectors to Pareto optimal solutions. However, existing PSL methods are limited…

Machine Learning · Computer Science 2025-04-08 Chikai Shang , Rongguang Ye , Jiaqi Jiang , Fangqing Gu

Efficiently solving multi-objective optimization problems for simulation optimization of important scientific and engineering applications such as materials design is becoming an increasingly important research topic. This is due largely to…

Artificial Intelligence · Computer Science 2023-06-27 Eric Hans Lee , Bolong Cheng , Michael McCourt

Simultaneous optimization of multiple objective functions results in a set of trade-off, or Pareto, solutions. Choosing a, in some sense, best solution in this set is in general a challenging task: In the case of three or more objectives…

Optimization and Control · Mathematics 2023-02-01 C. Yalçın Kaya , Helmut Maurer

Stochastic bilevel optimization tackles challenges involving nested optimization structures. Its fast-growing scale nowadays necessitates efficient distributed algorithms. In conventional distributed bilevel methods, each worker must…

Optimization and Control · Mathematics 2024-05-30 Yutong He , Jie Hu , Xinmeng Huang , Songtao Lu , Bin Wang , Kun Yuan

Creating meaningful interpretations for black-box machine learning models involves balancing two often conflicting objectives: accuracy and explainability. Exploring the trade-off between these objectives is essential for developing…

Machine Learning · Computer Science 2025-08-22 Aniruddha Joshi , Supratik Chakraborty , S Akshay , Shetal Shah , Hazem Torfah , Sanjit Seshia
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