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The efficacy of robust optimization spans a variety of settings with uncertainties bounded in predetermined sets. In many applications, uncertainties are affected by decisions and cannot be modeled with current frameworks. This paper takes…

Optimization and Control · Mathematics 2018-03-29 Omid Nohadani , Kartikey Sharma

While several classes of integer linear optimization problems are known to be solvable in polynomial time, far fewer tractability results exist for integer nonlinear optimization. In this work, we narrow this gap by identifying a broad…

Optimization and Control · Mathematics 2026-02-09 Alberto Del Pia

Decentralized optimization is widely used in different fields of study such as distributed learning, signal processing, and various distributed control problems. In these types of problems, nodes of the network are connected to each other…

Optimization and Control · Mathematics 2025-12-10 Alexander Rogozin , Nhat Trung Nguyen , Hamed Azami Zenuzagh , Alexander Gasnikov

In this paper, we investigate optimization problems with nonnegative and orthogonal constraints, where any feasible matrix of size $n \times p$ exhibits a sparsity pattern such that each row accommodates at most one nonzero entry. Our…

Optimization and Control · Mathematics 2025-11-06 Lei Wang , Xin Liu , Xiaojun Chen

We consider the optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable,…

Machine Learning · Statistics 2018-10-30 Dimitris Bertsimas , Christopher McCord

We analyze combinatorial optimization problems with ordinal, i.e., non-additive, objective functions that assign categories (like good, medium and bad) rather than cost coefficients to the elements of feasible solutions. We review different…

Optimization and Control · Mathematics 2022-04-06 Kathrin Klamroth , Michael Stiglmayr , Julia Sudhoff

We consider nonlinear model predictive control (MPC) with multiple competing cost functions. This leads to the formulation of multiobjective optimal control problems (MO OCPs). Since the design of MPC algorithms for directly solving…

Optimization and Control · Mathematics 2022-11-23 Lars Grüne , Lisa Krügel , Matthias A. Müller

Choices in scientific research and management require balancing multiple, often competing objectives.Multiple-objective optimization (MOO) provides a unifying framework for solving multiple objective problems. Model selection is a critical…

Applications · Statistics 2018-10-26 Perry Williams , William Kendall , Mevin Hooten

This article is devoted to investigate a nonsmooth/nonconvex uncertain multiobjective optimization problem with composition fields (CUP) for brevity) over arbitrary Asplund spaces. Employing some advanced techniques of variational analysis…

Optimization and Control · Mathematics 2024-03-12 Maryam Saadati , Morteza Oveisiha

We develop a new consensus-based distributed algorithm for solving learning problems with feature partitioning and non-smooth convex objective functions. Such learning problems are not separable, i.e., the associated objective functions…

Signal Processing · Electrical Eng. & Systems 2022-08-25 Cristiano Gratton , Naveen K. D. Venkategowda , Reza Arablouei , Stefan Werner

In science and engineering, intelligent processing of complex signals such as images, sound or language is often performed by a parameterized hierarchy of nonlinear processing layers, sometimes biologically inspired. Hierarchical systems…

Machine Learning · Computer Science 2012-12-27 Miguel Á. Carreira-Perpiñán , Weiran Wang

Multi-objective optimization is key to solving many Engineering Design problems, where design parameters are optimized for several performance indicators. However, optimization results are highly dependent on how the designs are…

Machine Learning · Computer Science 2021-09-29 Wei Chen , Faez Ahmed

Most existing studies on evolutionary multi-objective optimization focus on approximating the whole Pareto-optimal front. Nevertheless, rather than the whole front, which demands for too many points (especially in a high-dimensional space),…

Neural and Evolutionary Computing · Computer Science 2017-01-24 Ke Li , Kalyanmoy Deb , Xin Yao

Real-world decision-making systems are often subject to uncertainties that have to be resolved through observational data. Therefore, we are frequently confronted with combinatorial optimization problems of which the objective function is…

Machine Learning · Computer Science 2022-03-29 Guangmo Tong

We study piecewise affine policies for multi-stage adjustable robust optimization (ARO) problems with non-negative right-hand side uncertainty. First, we construct new dominating uncertainty sets and show how a multi-stage ARO problem can…

Optimization and Control · Mathematics 2024-02-06 Simon Thomä , Grit Walther , Maximilian Schiffer

Optimistic methods have been applied with success to single-objective optimization. Here, we attempt to bridge the gap between optimistic methods and multi-objective optimization. In particular, this paper is concerned with solving…

Optimization and Control · Mathematics 2016-12-28 Abdullah Al-Dujaili , S. Suresh

Data-driven optimization uses contextual information and machine learning algorithms to find solutions to decision problems with uncertain parameters. While a vast body of work is dedicated to interpreting machine learning models in the…

Machine Learning · Computer Science 2023-07-21 Alexandre Forel , Axel Parmentier , Thibaut Vidal

The predict+optimize problem combines machine learning ofproblem coefficients with a combinatorial optimization prob-lem that uses the predicted coefficients. While this problemcan be solved in two separate stages, it is better to…

Machine Learning · Computer Science 2020-12-07 Ali Ugur Guler , Emir Demirovic , Jeffrey Chan , James Bailey , Christopher Leckie , Peter J. Stuckey

In multi-body dynamics, the motion of a complicated physical object is described as a coupled ordinary differential equation system with multiple unknown solutions. Engineers need to constantly adjust the object to meet requirements at the…

Computational Engineering, Finance, and Science · Computer Science 2022-05-26 Wenhao Ding , Qing He , Hanghang Tong , Ping Wang

Data-driven approaches to predict-then-optimize decision-making problems seek to mitigate the risk of uncertainty region misspecification in safety-critical settings. Current approaches, however, suffer from considering overly conservative…

Methodology · Statistics 2023-10-17 Yash Patel , Sahana Rayan , Ambuj Tewari
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