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We introduce the \emph{submodular objectives chasing problem}, which generalizes many natural and previously-studied problems: a sequence of constrained submodular maximization problems is revealed over time, with both the objective and…

Data Structures and Algorithms · Computer Science 2025-11-18 Niv Buchbinder , Joseph , Naor , David Wajc

Multi-constraint planning involves identifying, evaluating, and refining candidate plans while satisfying multiple, potentially conflicting constraints. Existing large language model (LLM) approaches face fundamental limitations in this…

Artificial Intelligence · Computer Science 2026-01-26 Derrick Goh Xin Deik , Quanyu Long , Zhengyuan Liu , Nancy F. Chen , Wenya Wang

Robust optimisation is a well-established framework for optimising functions in the presence of uncertainty. The inherent goal of this problem is to identify a collection of inputs whose outputs are both desirable for the decision maker,…

Optimization and Control · Mathematics 2025-05-27 Ben Tu , Nikolas Kantas , Robert M. Lee , Behrang Shafei

With the rapid development of large language models (LLMs) and the growing demand for personalized content, recommendation systems have become critical in enhancing user experience and driving engagement. Collaborative filtering algorithms,…

Artificial Intelligence · Computer Science 2024-12-30 Haowei Yang , Longfei Yun , Jinghan Cao , Qingyi Lu , Yuming Tu

We introduce a rich model for multi-objective clustering with lexicographic ordering over objectives and a slack. The slack denotes the allowed multiplicative deviation from the optimal objective value of the higher priority objective to…

Machine Learning · Statistics 2019-03-05 Sainyam Galhotra , Sandhya Saisubramanian , Shlomo Zilberstein

In this paper, we investigate the relationships between proper efficiency and the solutions of a general scalarization problem in multi-objective optimization. We provide some conditions under which the solutions of the dealt with scalar…

Optimization and Control · Mathematics 2019-07-05 Moslem Zamani , Majid Soleimani-damaneh

Scalarizing functions have been widely used to convert a multiobjective optimization problem into a single objective optimization problem. However, their use in solving (computationally) expensive multi- and many-objective optimization…

Machine Learning · Computer Science 2019-04-12 Tinkle Chugh

The goal of multi-objective optimization is to understand optimal trade-offs between competing objective functions by finding the Pareto front, i.e., the set of all Pareto optimal solutions, where no objective can be improved without…

We consider the problem of multi-fidelity zeroth-order optimization, where one can evaluate a function $f$ at various approximation levels (of varying costs), and the goal is to optimize $f$ with the cheapest evaluations possible. In this…

Machine Learning · Computer Science 2024-10-14 Étienne de Montbrun , Sébastien Gerchinovitz

We study bilevel optimization problems where the lower-level problems are strongly convex and have coupled linear constraints. To overcome the potential non-smoothness of the hyper-objective and the computational challenges associated with…

Optimization and Control · Mathematics 2026-02-06 Wei Shen , Jiawei Zhang , Minhui Huang , Cong Shen

We consider the optimization of pairwise objective functions, i.e., objective functions of the form $H(\mathbf{x}) = H(x_1,\ldots,x_N) = \sum_{1\leq i<j \leq N} H_{ij}(x_i,x_j)$ for $x_i$ in some continuous state spaces $\mathcal{X}_i$.…

Numerical Analysis · Mathematics 2020-12-21 Yian Chen , Yuehaw Khoo , Michael Lindsey

A gradient-free deterministic method is developed to solve global optimization problems for Lipschitz continuous functions defined in arbitrary path-wise connected compact sets in Euclidean spaces. The method can be regarded as granular…

Optimization and Control · Mathematics 2021-07-15 Tao Qian , Lei Dai , Liming Zhang , Zehua Chen

Combinatorial Optimization (CO) has been a long-standing challenging research topic featured by its NP-hard nature. Traditionally such problems are approximately solved with heuristic algorithms which are usually fast but may sacrifice the…

Machine Learning · Computer Science 2021-10-26 Runzhong Wang , Zhigang Hua , Gan Liu , Jiayi Zhang , Junchi Yan , Feng Qi , Shuang Yang , Jun Zhou , Xiaokang Yang

Solving many-objective problems (MaOPs) is still a significant challenge in the multi-objective optimization (MOO) field. One way to measure algorithm performance is through the use of benchmark functions (also called test functions or test…

Neural and Evolutionary Computing · Computer Science 2020-02-13 Ivan Reinaldo Meneghini , Marcos Antonio Alves , António Gaspar-Cunha , Frederico Gadelha Guimarães

We propose an Adagrad-like algorithm for multi-objective unconstrained optimization that relies on the computation of a common descent direction only. Unlike classical local algorithms for multi-objective optimization, our approach does not…

Optimization and Control · Mathematics 2026-02-06 Marianna De Santis , Gabriele Eichfelder , Margherita Porcelli

In this paper some adaptive mirror descent algorithms for problems of minimization convex objective functional with several convex Lipschitz (generally, non-smooth) functional constraints are considered. It is shown that the methods are…

Optimization and Control · Mathematics 2018-12-20 F. S. Stonyakin , M . S. Alkousa , A. A. Titov

We develop and analyze a set of new sequential simulation-optimization algorithms for large-scale multi-dimensional discrete optimization via simulation problems with a convexity structure. The "large-scale" notion refers to that the…

Optimization and Control · Mathematics 2022-01-20 Haixiang Zhang , Zeyu Zheng , Javad Lavaei

Stochastic multi-objective optimization (SMOO) has recently emerged as a powerful framework for addressing machine learning problems with multiple objectives. The bias introduced by the nonlinearity of the subproblem solution mapping…

Optimization and Control · Mathematics 2024-10-10 Linxi Yang , Liping Tang , Jiahao Lv , Yuehong He , Xinmin Yang

The goal of multi-objective query optimization (MOQO) is to find query plans that realize a good compromise between conflicting objectives such as minimizing execution time and minimizing monetary fees in a Cloud scenario. A previously…

Databases · Computer Science 2014-04-02 Immanuel Trummer , Christoph Koch

In this paper, a robust sequential quadratic programming method for constrained optimization is generalized to problem with an {expectation} objective function {and} deterministic equality and inequality constraints. A stochastic line…

Optimization and Control · Mathematics 2024-10-07 Songqiang Qiu , Vyacheslav Kungurtsev
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