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Multi-objective optimization aims at finding trade-off solutions to conflicting objectives. These constitute the Pareto optimal set. In the context of expensive-to-evaluate functions, it is impossible and often non-informative to look for…

Machine Learning · Statistics 2020-02-20 David Gaudrie , Rodolphe Le Riche , Victor Picheny , Benoit Enaux , Vincent Herbert

We study a problem of optimal allocation in a discrete-time multi-period pure-exchange economy, where agents have preferences over stochastic endowment processes that are represented by strongly time-consistent dynamic risk measures. We…

Risk Management · Quantitative Finance 2026-03-23 Brandon Tam , Mario Ghossoub , Silvana M. Pesenti

Multi-objective integer or mixed-integer programming problems typically have disconnected feasible domains, making the task of constructing an approximation of the Pareto front challenging. The present paper shows that certain algorithms…

Optimization and Control · Mathematics 2021-05-25 Regina S. Burachik , C. Yalçın Kaya , M. Mustafa Rizvi

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

Matching algorithms are used routinely to match donors to recipients for solid organs transplantation, for the assignment of medical residents to hospitals, record linkage in databases, scheduling jobs on machines, network switching, online…

Data Structures and Algorithms · Computer Science 2020-01-09 David García-Soriano , Francesco Bonchi

When solving large-scale multiobjective optimization problems, solvers can get stuck with the memory or time limit. In such cases, one is left with no information how far is the best feasible solution, found before the optimization process…

Optimization and Control · Mathematics 2017-11-13 Ignacy Kaliszewski

We study the classic problem of dividing a collection of indivisible resources in a fair and efficient manner among a set of agents having varied preferences. Pareto optimality is a standard notion of economic efficiency, which states that…

Computer Science and Game Theory · Computer Science 2023-07-25 Ioannis Caragiannis , Kristoffer Arnsfelt Hansen , Nidhi Rathi

We study the problem of allocating indivisible items to agents with additive valuations, under the additional constraint that bundles must be connected in an underlying item graph. Previous work has considered the existence and complexity…

Computer Science and Game Theory · Computer Science 2018-11-13 Ayumi Igarashi , Dominik Peters

Many modern machine learning applications, such as multi-task learning, require finding optimal model parameters to trade-off multiple objective functions that may conflict with each other. The notion of the Pareto set allows us to focus on…

Optimization and Control · Mathematics 2022-09-05 Mao Ye , Qiang Liu

In multidisciplinary optimization the designer needs to find solution to optimization problems which include a number of usually contradicting criteria. Such a problem is mathematically related to the field of nonlinear vector optimization…

Optimization and Control · Mathematics 2007-05-23 S. V. Utyuzhnikov , P. Fantini , M. D. Guenov

We investigate Pareto equilibria for bi-objective optimal control problems. Our framework comprises the situation in which an agent acts with a distributed control in a portion of a given domain, and aims to achieve two distinct (possibly…

Optimization and Control · Mathematics 2023-07-12 Pitágoras P. de Carvalho , Enrique Fernández-Cara , Juan Límaco , Denilson Menezes , Yuri Thamsten

Real-world problems are often multi-objective with decision-makers unable to specify a priori which trade-off between the conflicting objectives is preferable. Intuitively, building machine learning solutions in such cases would entail…

Machine Learning · Computer Science 2021-10-20 Timo M. Deist , Monika Grewal , Frank J. W. M. Dankers , Tanja Alderliesten , Peter A. N. Bosman

The facility location problems (FLPs) are a typical class of NP-hard combinatorial optimization problems, which are widely seen in the supply chain and logistics. Many mathematical and heuristic algorithms have been developed for optimizing…

Machine Learning · Computer Science 2022-10-28 Shiqing Liu , Xueming Yan , Yaochu Jin

We consider the problem of allocating applicants to courses, where each applicant has a subset of acceptable courses that she ranks in strict order of preference. Each applicant and course has a capacity, indicating the maximum number of…

Data Structures and Algorithms · Computer Science 2017-07-11 Katarina Cechlarova , Bettina Klaus , David F. Manlove

Classification, recommendation, and ranking problems often involve competing goals with additional constraints (e.g., to satisfy fairness or diversity criteria). Such optimization problems are quite challenging, often involving non-convex…

Machine Learning · Computer Science 2021-02-16 Gurpreet Singh , Soumyajit Gupta , Matthew Lease , Clint Dawson

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 this paper, we tackle the problem of computing a sequence of rankings with the guarantee of the Pareto-optimal balance between (1) maximizing the utility of the consumers and (2) minimizing unfairness between producers of the items. Such…

Information Retrieval · Computer Science 2024-02-23 Phuong Dinh Mai , Duc-Trong Le , Tuan-Anh Hoang , Dung D. Le

With the advent of multi-core processors, network-on-chip design has been key in addressing network performances, such as bandwidth, power consumption, and communication delays when dealing with on-chip communication between the increasing…

Emerging Technologies · Computer Science 2018-08-01 Tzyy-Juin Kao , Wolfgang Fink

Let $G$ be a bipartite graph where every node has a strict ranking of its neighbors. For every node, its preferences over neighbors extend naturally to preferences over matchings. Matching $N$ is more popular than matching $M$ if the number…

Data Structures and Algorithms · Computer Science 2020-11-09 Telikepalli Kavitha

Algorithmic fairness seeks to identify and correct sources of bias in machine learning algorithms. Confoundingly, ensuring fairness often comes at the cost of accuracy. We provide formal tools in this work for reconciling this fundamental…

Machine Learning · Computer Science 2021-11-22 Susan Wei , Marc Niethammer