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Related papers: Biobjective optimization with M-convex functions

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We present a multi-objective Bayesian optimisation algorithm that allows the user to express preference-order constraints on the objectives of the type "objective A is more important than objective B". These preferences are defined based on…

Machine Learning · Computer Science 2019-11-14 Majid Abdolshah , Alistair Shilton , Santu Rana , Sunil Gupta , Svetha Venkatesh

Multi-objective optimization problems can be found in many real-world applications, where the objectives often conflict each other and cannot be optimized by a single solution. In the past few decades, numerous methods have been proposed to…

Machine Learning · Computer Science 2024-07-24 Xi Lin , Xiaoyuan Zhang , Zhiyuan Yang , Fei Liu , Zhenkun Wang , Qingfu Zhang

The problem of minimizing the difference of two convex functions is called polyhedral d.c. optimization problem if at least one of the two component functions is polyhedral. We characterize the existence of global optimal solutions of…

Optimization and Control · Mathematics 2020-01-10 Simeon vom Dahl , Andreas Löhne

Evolutionary multi-objective algorithms have successfully been used in the context of Pareto optimization where a given constraint is relaxed into an additional objective. In this paper, we explore the use of 3-objective formulations for…

Neural and Evolutionary Computing · Computer Science 2023-04-19 Frank Neumann , Carsten Witt

This paper studies first-order algorithms for solving fully composite optimization problems over convex and compact sets. We leverage the structure of the objective by handling its differentiable and non-differentiable components…

Optimization and Control · Mathematics 2023-07-13 Maria-Luiza Vladarean , Nikita Doikov , Martin Jaggi , Nicolas Flammarion

In this paper we consider a distributed convex optimization problem over time-varying networks. We propose a dual method that converges R-linearly to the optimal point given that the agents' objective functions are strongly convex and have…

Optimization and Control · Mathematics 2018-04-23 Marie Maros , Joakim Jaldén

In this paper, we study a class of bilevel programming problem where the inner objective function is strongly convex. More specifically, under some mile assumptions on the partial derivatives of both inner and outer objective functions, we…

Optimization and Control · Mathematics 2018-02-08 Saeed Ghadimi , Mengdi Wang

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

In this paper, we present an exact algorithm for optimizing two linear fractional over the efficient set of a multi-objective integer quadratic problem. This type of problems arises when two decision-makers, such as firms, each have a…

Optimization and Control · Mathematics 2024-02-05 Ali Bencheikh , Mustapha Moulai , Ilies Badaoui

Design problems in industrial engineering often involve a large number of design variables with multiple objectives, under complex nonlinear constraints. The algorithms for multiobjective problems can be significantly different from the…

Optimization and Control · Mathematics 2013-03-27 Xin-She Yang

Convex quadratic objective functions are an important base case in state-of-the-art benchmark collections for single-objective optimization on continuous domains. Although often considered rather simple, they represent the highly relevant…

Neural and Evolutionary Computing · Computer Science 2019-04-04 Tobias Glasmachers

Multi-modal multi-objective optimization aims to find all Pareto optimal solutions including overlapping solutions in the objective space. Multi-modal multi-objective optimization has been investigated in the evolutionary computation…

Neural and Evolutionary Computing · Computer Science 2020-09-29 Ryoji Tanabe , Hisao Ishibuchi

We consider rather a general class of multi-level optimization problems, where a convex objective function is to be minimized subject to constraints of optimality of nested convex optimization problems. As a special case, we consider a…

Optimization and Control · Mathematics 2024-04-30 Allahkaram Shafiei , Vyacheslav Kungurtsev , Jakub Marecek

Constrained Optimization solution algorithms are restricted to point based solutions. In practice, single or multiple objectives must be satisfied, wherein both the objective function and constraints can be non-convex resulting in multiple…

Neural and Evolutionary Computing · Computer Science 2021-01-05 Gurpreet Singh , Soumyajit Gupta , Matthew Lease

In this article, we present an efficient descent method for locally Lipschitz continuous multiobjective optimization problems (MOPs). The method is realized by combining a theoretical result regarding the computation of descent directions…

Optimization and Control · Mathematics 2021-03-05 Bennet Gebken , Sebastian Peitz

In smooth and convex multiobjective optimization problems the set of Pareto optima is diffeomorphic to an $m-1$ dimensional simplex, where $m$ is the number of objective functions. The vertices of the simplex are the optima of the…

Optimization and Control · Mathematics 2014-07-08 Alberto Lovison , Filippo Pecci

It is a very challenging task to identify the objectives on which a certain decision was based, in particular if several, potentially conflicting criteria are equally important and a continuous set of optimal compromise decisions exists.…

Optimization and Control · Mathematics 2021-03-05 Bennet Gebken , Sebastian Peitz

Multiobjective optimization plays an increasingly important role in modern applications, where several objectives are often of equal importance. The task in multiobjective optimization and multiobjective optimal control is therefore to…

Optimization and Control · Mathematics 2019-06-24 Stefan Banholzer , Bennet Gebken , Michael Dellnitz , Sebastian Peitz , Stefan Volkwein

In this paper we study convex bi-level optimization problems for which the inner level consists of minimization of the sum of smooth and nonsmooth functions. The outer level aims at minimizing a smooth and strongly convex function over the…

Optimization and Control · Mathematics 2017-02-15 Shoham Sabach , Shimrit Shtern

We consider a class of infinite-dimensional optimization problems in which a distributed vector-valued variable should pointwise almost everywhere take values from a given finite set $\mathcal{M}\subset\mathbb{R}^m$. Such hybrid…

Optimization and Control · Mathematics 2021-11-09 Christian Clason , Carla Tameling , Benedikt Wirth
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