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Reinforcement learning agents need a reward signal to learn successful policies. When this signal is sparse or the corresponding gradient is deceptive, such agents need a dedicated mechanism to efficiently explore their search space without…

Artificial Intelligence · Computer Science 2021-04-13 Alexandre Chenu , Nicolas Perrin-Gilbert , Stéphane Doncieux , Olivier Sigaud

Solving constrained multi-objective optimization problems with evolutionary algorithms has attracted considerable attention. Various constrained multi-objective optimization evolutionary algorithms (CMOEAs) have been developed with the use…

Artificial Intelligence · Computer Science 2024-02-21 Fei Ming , Wenyin Gong , Ling Wang , Yaochu Jin

This paper can be seen as an attempt of rethinking the {\em Extra-Gradient Philosophy} for solving Variational Inequality Problems. We show that the properly defined {\em Reduced Gradients} can be used instead for finding approximate…

Optimization and Control · Mathematics 2023-12-05 Yurii Nesterov

The resource constrained project scheduling problem (RCPSP) is an NP-Hard combinatorial optimization problem. The objective of RCPSP is to schedule a set of activities without violating any activity precedence or resource constraints. In…

Neural and Evolutionary Computing · Computer Science 2022-04-26 Shelvin Chand , Kousik Rajesh , Rohitash Chandra

It is desirable in many multi-objective machine learning applications, such as multi-task learning with conflicting objectives and multi-objective reinforcement learning, to find a Pareto solution that can match a given preference of a…

Machine Learning · Computer Science 2024-02-19 Xiaoyuan Zhang , Xi Lin , Qingfu Zhang

Quality-Diversity algorithms refer to a class of evolutionary algorithms designed to find a collection of diverse and high-performing solutions to a given problem. In robotics, such algorithms can be used for generating a collection of…

Neural and Evolutionary Computing · Computer Science 2022-02-17 Luca Grillotti , Antoine Cully

Combinatorial optimization problems are ubiquitous in industry. In addition to finding a solution with minimum cost, problems of high relevance involve a number of constraints that the solution must satisfy. Variational quantum algorithms…

Multi-objective combinatorial optimization seeks Pareto-optimal solutions over exponentially large discrete spaces, yet existing methods sacrifice generality, scalability, or theoretical guarantees. We reformulate it as an online learning…

Machine Learning · Computer Science 2026-02-13 Esha Singh , Dongxia Wu , Chien-Yi Yang , Tajana Rosing , Rose Yu , Yi-An Ma

To date, the multi-objective optimization literature has mainly focused on conflicting objectives, studying the Pareto front, or requiring users to balance tradeoffs. Yet, in machine learning practice, there are many scenarios where such…

Machine Learning · Computer Science 2025-03-05 Yonathan Efroni , Ben Kretzu , Daniel Jiang , Jalaj Bhandari , Zheqing , Zhu , Karen Ullrich

Evolutionary algorithms excel in solving complex optimization problems, especially those with multiple objectives. However, their stochastic nature can sometimes hinder rapid convergence to the global optima, particularly in scenarios…

Neural and Evolutionary Computing · Computer Science 2024-05-10 Zeyi Wang , Songbai Liu , Jianyong Chen , Kay Chen Tan

Multi-objective learning under user-specified preference is common in real-world problems such as multi-lingual speech recognition under fairness. In this work, we frame such a problem as a semivectorial bilevel optimization problem, whose…

Optimization and Control · Mathematics 2025-04-07 Lisha Chen , Quan Xiao , Ellen Hidemi Fukuda , Xinyi Chen , Kun Yuan , Tianyi Chen

The majority of standard approaches to financial portfolio optimization (PO) are based on the mean-variance (MV) framework. Given a risk aversion coefficient, the MV procedure yields a single portfolio that represents the optimal trade-off…

Portfolio Management · Quantitative Finance 2024-02-27 Bruno Gašperov , Marko Đurasević , Domagoj Jakobovic

Many real-world applications are characterized by a number of conflicting performance measures. As optimizing in a multi-objective setting leads to a set of non-dominated solutions, a preference function is required for selecting the…

Machine Learning · Computer Science 2017-04-24 Audrey Durand , Christian Gagné

The enduring challenge in the field of artificial intelligence has been the control of systems to achieve desired behaviours. While for systems governed by straightforward dynamics equations, methods like Linear Quadratic Regulation (LQR)…

Machine Learning · Computer Science 2023-12-29 Jyothir S , Siddhartha Jalagam , Yann LeCun , Vlad Sobal

Many real-world optimization problems can be stated in terms of submodular functions. Furthermore, these real-world problems often involve uncertainties which may lead to the violation of given constraints. A lot of evolutionary…

Neural and Evolutionary Computing · Computer Science 2024-11-04 Aneta Neumann , Frank Neumann

In this work, a new multiobjective optimization algorithm called multiobjective learner performance-based behavior algorithm is proposed. The proposed algorithm is based on the process of transferring students from high school to college.…

Neural and Evolutionary Computing · Computer Science 2022-01-31 Chnoor M. Rahman , Tarik A. Rashid , Aram Mahmood Ahmed , Seyedali Mirjalili

In order to design broadband extreme ultraviolet multilayers with many objectives, the multiobjective genetic algorithm and the multiobjective genetics algorithm with reference direction have been improved and combined used. The certain…

Optics · Physics 2020-08-17 Shang-qi Kuang , Xiao-wei Song , Jing-quan Lin

Multi-objective reinforcement learning (MORL) aims to find a set of high-performing and diverse policies that address trade-offs between multiple conflicting objectives. However, in practice, decision makers (DMs) often deploy only one or a…

Neural and Evolutionary Computing · Computer Science 2024-01-05 Ke Li , Han Guo

In this paper, we propose a generalized conditional gradient method for multiobjective optimization, which can be viewed as an improved extension of the classical Frank-Wolfe (conditional gradient) method for single-objective optimization.…

Optimization and Control · Mathematics 2025-03-25 Anteneh Getachew Gebrie , Ellen Hidemi Fukuda

Many-objective evolutionary algorithms (MOEAs), especially the decomposition-based MOEAs, have attracted wide attention in recent years. Recent studies show that a well designed combination of the decomposition method and the domination…

Neural and Evolutionary Computing · Computer Science 2019-09-05 Yingyu Zhang , Yuanzhen Li , Quan-Ke Panb , P. N. Suganthan