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In this paper we revisit the fixed-confidence identification of the Pareto optimal set in a multi-objective multi-armed bandit model. As the sample complexity to identify the exact Pareto set can be very large, a relaxation allowing to…

Machine Learning · Statistics 2023-11-06 Cyrille Kone , Emilie Kaufmann , Laura Richert

Multi-task learning solves multiple correlated tasks. However, conflicts may exist between them. In such circumstances, a single solution can rarely optimize all the tasks, leading to performance trade-offs. To arrive at a set of optimized…

Artificial Intelligence · Computer Science 2024-03-26 Lu Bai , Abhishek Gupta , Yew-Soon Ong

Pareto set learning (PSL) is an emerging approach for acquiring the complete Pareto set of a multi-objective optimization problem. Existing methods primarily rely on the mapping of preference vectors in the objective space to Pareto optimal…

Machine Learning · Computer Science 2024-08-13 Rongguang Ye , Longcan Chen , Wei-Bin Kou , Jinyuan Zhang , Hisao Ishibuchi

In this article we develop a gradient-based algorithm for the solution of multiobjective optimization problems with uncertainties. To this end, an additional condition is derived for the descent direction in order to account for…

Optimization and Control · Mathematics 2018-08-02 Sebastian Peitz , Michael Dellnitz

Prior work in multi-objective reinforcement learning typically uses linear reward scalarization with fixed weights, which provably fails to capture non-convex Pareto fronts and thus yields suboptimal results. This limitation becomes…

Machine Learning · Computer Science 2026-04-01 Yining Lu , Zilong Wang , Shiyang Li , Xin Liu , Changlong Yu , Qingyu Yin , Zhan Shi , Zixuan Zhang , Meng Jiang

In many data-mining applications, including recommender systems, influence maximization, and team formation, the goal is to pick a subset of elements (e.g., items, nodes in a network, experts to perform a task) to maximize a monotone…

Data Structures and Algorithms · Computer Science 2026-02-19 Karan Vombatkere , Evimaria Terzi

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

We consider the bi-criteria shortest-path problem where we want to compute shortest paths on a graph that simultaneously balance two cost functions. While this problem has numerous applications, there is usually no path minimizing both cost…

Data Structures and Algorithms · Computer Science 2021-03-08 Oren Salzman

Pareto front learning is a technique that introduces preference vectors in a neural network to approximate the Pareto front. Previous Pareto front learning methods have demonstrated high performance in approximating simple Pareto fronts.…

Machine Learning · Computer Science 2024-04-15 Rongguang Ye , Lei Chen , Weiduo Liao , Jinyuan Zhang , Hisao Ishibuchi

In this paper, a new one-parameter filled function approach is developed for nonlinear multi-objective optimization. Inspired by key filled function ideas from single-objective optimization, the proposed method is adapted to the…

Optimization and Control · Mathematics 2026-04-01 Bikram Adhikary , Md Abu Talhamainuddin Ansary

This paper deals with approximate Pareto solutions of a nonsmooth interval-valued multiobjective optimization problem with data uncertainty in constraints. We first introduce some kinds of approximate Pareto solutions for the robust…

Optimization and Control · Mathematics 2025-02-25 Vu Hong Quan , Duong Thi Viet An , Nguyen Van Tuyen

This paper proposes a nonmonotone proximal quasi-Newton algorithm for unconstrained convex multiobjective composite optimization problems. To design the search direction, we minimize the max-scalarization of the variations of the Hessian…

Optimization and Control · Mathematics 2023-10-04 Xiaoxue Jiang

Model merging combines expert models for multitask performance but faces challenges from parameter interference. This has sparked recent interest in controllable model merging, giving users the ability to explicitly balance performance…

Machine Learning · Computer Science 2025-11-17 Jialin Wu , Jian Yang , Handing Wang , Jiajun Wen , Zhiyong Yu

The study of online algorithms with machine-learned predictions has gained considerable prominence in recent years. One of the common objectives in the design and analysis of such algorithms is to attain (Pareto) optimal tradeoffs between…

Machine Learning · Computer Science 2024-08-09 Spyros Angelopoulos , Christoph Dürr , Alex Elenter , Yanni Lefki

The paper concerns multiobjective linear optimization problems in R^n that are parameterized with respect to the right-hand side perturbations of inequality constraints. Our focus is on measuring the variation of the feasible set and the…

Optimization and Control · Mathematics 2019-07-24 María J. Cánovas , Marco A. López , Boris Mordukhovich , Juan Parra

Operations research applications often pose multicriteria problems. Mathematical research on multicriteria problems predominantly revolves around the set of Pareto optimal solutions, while in practice, methods that output a single solution…

Data Structures and Algorithms · Computer Science 2013-03-12 Christina Büsing , Kai-Simon Goetzmann , Jannik Matuschke , Sebastian Stiller

In multiobjective optimization, most branch and bound algorithms provide the decision maker with the whole Pareto front, and then decision maker could select a single solution finally. However, if the number of objectives is large, the…

Optimization and Control · Mathematics 2024-02-29 Weitian Wu , Xinmin Yang

In Multi-Task Learning (MTL), tasks may compete and limit the performance achieved on each other, rather than guiding the optimization to a solution, superior to all its single-task trained counterparts. Since there is often not a unique…

Machine Learning · Computer Science 2023-06-16 Nikolaos Dimitriadis , Pascal Frossard , François Fleuret

Solutions to multi-objective optimization problems can generally not be compared or ordered, due to the lack of orderability of the single objectives. Furthermore, decision-makers are often made to believe that scaled objectives can be…

Optimization and Control · Mathematics 2022-05-31 Sebastian Hönel , Welf Löwe

There are a lot of real-world black-box optimization problems that need to optimize multiple criteria simultaneously. However, in a multi-objective optimization (MOO) problem, identifying the whole Pareto front requires the prohibitive…

Machine Learning · Computer Science 2023-11-23 Ryota Ozaki , Kazuki Ishikawa , Youhei Kanzaki , Shinya Suzuki , Shion Takeno , Ichiro Takeuchi , Masayuki Karasuyama
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