Related papers: optipoly: A Python package for boxed-constrained m…
An important benefit of multi-objective search is that it maintains a diverse population of candidates, which helps in deceptive problems in particular. Not all diversity is useful, however: candidates that optimize only one objective while…
We consider nonlinear model predictive control (MPC) with multiple competing cost functions. In each step of the scheme, a multiobjective optimal control problem with a nonlinear system and terminal conditions is solved. We propose an…
The solutions of a system of polynomials in several variables are often needed, e.g.: in the design of mechanical systems, and in phase-space analyses of nonlinear biological dynamics. Reliable, accurate, and comprehensive numerical…
This work proposes a framework of benchmark functions designed to facilitate the creation of test cases for numerical optimisation techniques. The framework, written in Python 3, is designed to be easy to install, use, and expand. The…
The R package optimParallel provides a parallel version of the gradient-based optimization methods of optim(). The main function of the package is optimParallel(), which has the same usage and output as optim(). Using optimParallel() can…
This paper considers the maximization of the expected maximum value of a portfolio of random variables subject to a budget constraint. We refer to this as the optimal college application problem. When each variable's cost, or each college's…
Ordinary Differential Equations (ODE) are used throughout science where the capture of rates of change in states is sought. While both pieces of commercial and open software exist to study such systems, their efficient and accurate usage…
In this paper, we present resolvent4py, a parallel Python package for the analysis, model reduction and control of large-scale linear systems with millions or billions of degrees of freedom. This package provides the user with a friendly…
A new topology optimization method called the Proportional Topology Optimization (PTO) is presented. As a non-gradient method, PTO is simple to understand, easy to implement, and is also efficient and accurate at the same time. It is…
This paper discusses a special kind of convex constrained optimization problem, whose constraints consist of box inequalities and linear equalities. For this problem, in addition to general optimization algorithms such as exact penalty…
In this article we combine two developments in polynomial optimization. On the one hand, we consider nonnegativity certificates based on sums of nonnegative circuit polynomials, which were recently introduced by the second and the third…
In this paper we propose an improved approximation scheme for the Vector Bin Packing problem (VBP), based on the combination of (near-)optimal solution of the Linear Programming (LP) relaxation and a greedy (modified first-fit) heuristic.…
In multiobjective optimization, the result of an optimization algorithm is a set of efficient solutions from which the decision maker selects one. It is common that not all the efficient solutions can be computed in a short time and the…
Parameterizing by the largest processing time $p_{max}$ and the number of different job processing times $d$, we propose a proximity technique for High-Multiplicity Scheduling on Uniform Machines for the objectives Makespan Minimization…
We develop a new analysis for portfolio optimisation with options, tackling the three fundamental issues with this problem: asymmetric options' distributions, high dimensionality and dependence structure. To do so, we propose a new…
In this work, we develop an adaptive, multivariate partitioning algorithm for solving mixed-integer nonlinear programs (MINLP) with multi-linear terms to global optimality. This iterative algorithm primarily exploits the advantages of…
Linear operators and optimisation are at the core of many algorithms used in signal and image processing, remote sensing, and inverse problems. For small to medium-scale problems, existing software packages (e.g., MATLAB, Python numpy and…
Optunity is a free software package dedicated to hyperparameter optimization. It contains various types of solvers, ranging from undirected methods to direct search, particle swarm and evolutionary optimization. The design focuses on ease…
In this paper, we study the fundamental open question of finding the optimal high-order algorithm for solving smooth convex minimization problems. Arjevani et al. (2019) established the lower bound $\Omega\left(\epsilon^{-2/(3p+1)}\right)$…
Recent deep reinforcement learning methods have achieved remarkable success in solving multi-objective combinatorial optimization problems (MOCOPs) by decomposing them into multiple subproblems, each associated with a specific weight…