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We consider the problem of selecting a portfolio of assets that provides the investor a suitable balance of expected return and risk. With respect to the seminal mean-variance model of Markowitz, we consider additional constraints on the…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Andrea Schaerf

In this paper, we consider black-box multiobjective optimization problems in which all objective functions are not given analytically. In multiobjective optimization, it is important to produce a set of uniformly distributed discrete…

Optimization and Control · Mathematics 2022-02-11 Kwang-Hui Ju , Ju-Song Kim

We propose a similarity-based method, using the similarity between nodes, to address the problem of classification in partially labeled networks. The basic assumption is that two nodes are more likely to be categorized into the same class…

Data Analysis, Statistics and Probability · Physics 2010-10-05 Qian-Ming Zhang , Ming-Sheng Shang , Linyuan Lu

The efficient optimization method for locally Lipschitz continuous multiobjective optimization problems from [1] is extended from finite-dimensional problems to general Hilbert spaces. The method iteratively computes Pareto critical points,…

Optimization and Control · Mathematics 2024-02-12 Konstantin Sonntag , Bennet Gebken , Georg Müller , Sebastian Peitz , Stefan Volkwein

In the last twenty-five years (1990-2014), algorithmic advances in integer optimization combined with hardware improvements have resulted in an astonishing 200 billion factor speedup in solving Mixed Integer Optimization (MIO) problems. We…

Methodology · Statistics 2015-07-14 Dimitris Bertsimas , Angela King , Rahul Mazumder

A common goal in evolutionary multi-objective optimization is to find suitable finite-size approximations of the Pareto front of a given multi-objective optimization problem. While many multi-objective evolutionary algorithms have proven to…

Neural and Evolutionary Computing · Computer Science 2024-09-26 Hao Wang , Angel E. Rodriguez-Fernandez , Lourdes Uribe , André Deutz , Oziel Cortés-Piña , Oliver Schütze

We consider a similarity measure between two sets $A$ and $B$ of vectors, that balances the average and maximum cosine distance between pairs of vectors, one from set $A$ and one from set $B$. As a motivation for this measure, we present…

Data Structures and Algorithms · Computer Science 2021-08-31 Michael Leybovich , Oded Shmueli

Causal effect estimation from observational data is a challenging problem, especially with high dimensional data and in the presence of unobserved variables. The available data-driven methods for tackling the problem either provide an…

Methodology · Statistics 2022-07-25 Debo Cheng , Jiuyong Li , Lin Liu , Jiji Zhang , Jixue Liu , Thuc Duy Le

In the deployment of deep neural models, how to effectively and automatically find feasible deep models under diverse design objectives is fundamental. Most existing neural architecture search (NAS) methods utilize surrogates to predict the…

Machine Learning · Computer Science 2024-03-12 Lianbo Ma , Nan Li , Guo Yu , Xiaoyu Geng , Min Huang , Xingwei Wang

The linear search problem, informally known as the cow path problem, is one of the fundamental problems in search theory. In this problem, an immobile target is hidden at some unknown position on an unbounded line, and a mobile searcher,…

Data Structures and Algorithms · Computer Science 2020-09-15 Spyros Angelopoulos

The unrestricted block relocation problem is an important optimization problem encountered at terminals, where containers are stored in stacks. It consists in determining the minimum number of container moves so as to empty the considered…

Discrete Mathematics · Computer Science 2019-09-13 Dominique Feillet , Sophie N. Parragh , Fabien Tricoire

Local search is an effective method for solving large-scale combinatorial optimization problems, and it has made remarkable progress in recent years through several subtle mechanisms. In this paper, we found two ways to improve the local…

Artificial Intelligence · Computer Science 2023-06-30 Luyu Jiang , Dantong Ouyang , Qi Zhang , Liming Zhang

We study the problem of continuous object dissemination---given a large number of users and continuously arriving new objects, deliver an object to all users who prefer the object. Many real world applications analyze users' preferences for…

Databases · Computer Science 2017-10-17 Afroza Sultana , Chengkai Li

In this article, we propose a new fast nearest neighbor search algorithm, based on vector quantization. Like many other branch and bound search algorithms [1,10], a preprocessing recursively partitions the data set into disjointed subsets…

Data Structures and Algorithms · Computer Science 2011-05-26 Sylvain Corlay

In this article, we propose a Newton-based method for solving multiobjective interval optimization problems (MIOPs). We first provide a connection between weakly Pareto optimal points and Pareto critical points in the context of MIOPs.…

Optimization and Control · Mathematics 2026-03-09 Tapas Mondal , Debdas Ghosh , Do Sang Kim

Information Retrieval (IR) and Recommender Systems (RS) tasks are moving from computing a ranking of final results based on a single metric to multi-objective problems. Solving these problems leads to a set of Pareto-optimal solutions,…

Information Retrieval · Computer Science 2023-06-22 Vincenzo Paparella , Vito Walter Anelli , Franco Maria Nardini , Raffaele Perego , Tommaso Di Noia

Multidimensional optimization problems where the objective function and the constraints are multiextremal non-differentiable Lipschitz functions (with unknown Lipschitz constants) and the feasible region is a finite collection of robust…

Optimization and Control · Mathematics 2015-03-19 Yaroslav D. Sergeyev , Paolo Pugliese , Domenico Famularo

Computing diverse sets of high quality solutions for a given optimization problem has become an important topic in recent years. In this paper, we introduce a coevolutionary Pareto Diversity Optimization approach which builds on the success…

Neural and Evolutionary Computing · Computer Science 2022-04-13 Aneta Neumann , Denis Antipov , Frank Neumann

As the interest in multi- and many-objective optimization algorithms grows, the performance comparison of these algorithms becomes increasingly important. A large number of performance indicators for multi-objective optimization algorithms…

Artificial Intelligence · Computer Science 2024-11-28 Amin Ibrahim , Azam Asilian Bidgoli , Shahryar Rahnamayan , Kalyanmoy Deb

In this paper, we propose a new descent method, termed as multiobjective memory gradient method, for finding Pareto critical points of a multiobjective optimization problem. The main thought in this method is to select a combination of the…

Optimization and Control · Mathematics 2022-06-02 Wang Chen , Xinmin Yang , Yong Zhao
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