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We consider the problem of minimizing a sum of several convex non-smooth functions. We introduce a new algorithm called the selective linearization method, which iteratively linearizes all but one of the functions and employs simple…

Optimization and Control · Mathematics 2016-08-16 Yu Du , Xiaodong Lin , Andrzej Ruszczynski

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

The support vector machine is a flexible optimization-based technique widely used for classification problems. In practice, its training part becomes computationally expensive on large-scale data sets because of such reasons as the…

Machine Learning · Statistics 2016-11-28 Ehsan Sadrfaridpour , Sandeep Jeereddy , Ken Kennedy , Andre Luckow , Talayeh Razzaghi , Ilya Safro

This paper provides a novel framework for solving multiobjective discrete optimization problems with an arbitrary number of objectives. Our framework formulates these problems as network models, in that enumerating the Pareto frontier…

Optimization and Control · Mathematics 2018-09-06 David Bergman , Merve Bodur , Carlos Cardonha , Andre A. Cire

Multicriterion optimization and Pareto optimality are fundamental tools in economics. In this paper we propose a new relaxation method for solving multiple objective quadratic programming problems. Exploiting the technique of the linear…

Optimization and Control · Mathematics 2012-11-21 Yan-Qin Bai , Chuan-Hao Guo

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

We consider Pareto surface based multi-criteria optimization for step and shoot IMRT planning. By analyzing two navigation algorithms, we show both theoretically and in practice that the number of plans needed to form convex combinations of…

Medical Physics · Physics 2015-06-11 David Craft , Christian Richter

A sequential piecewise linear programming method is presented where bounded domains of non-convex functions are successively contracted about the solution of a piecewise linear program at each iteration of the algorithm. Although…

Optimization and Control · Mathematics 2020-04-21 James P. L. Tan

Simultaneous optimization of multiple objective functions results in a set of trade-off, or Pareto, solutions. Choosing a, in some sense, best solution in this set is in general a challenging task: In the case of three or more objectives…

Optimization and Control · Mathematics 2023-02-01 C. Yalçın Kaya , Helmut Maurer

Offline multi-objective optimization aims to identify Pareto-optimal solutions given a dataset of designs and their objective values. In this work, we propose a preference-guided diffusion model that generates Pareto-optimal designs by…

Machine Learning · Computer Science 2025-12-19 Yashas Annadani , Syrine Belakaria , Stefano Ermon , Stefan Bauer , Barbara E Engelhardt

We propose a new Pareto Local Search Algorithm for the many-objective combinatorial optimization. Pareto Local Search proved to be a very effective tool in the case of the bi-objective combinatorial optimization and it was used in a number…

Data Structures and Algorithms · Computer Science 2017-12-15 Andrzej Jaszkiewicz

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

Multi-level methods are widely used for the solution of large-scale problems, because of their computational advantages and exploitation of the complementarity between the involved sub-problems. After a re-interpretation of multi-level…

Machine Learning · Computer Science 2023-05-26 Serge Gratton , Valentin Mercier , Elisa Riccietti , Philippe L. Toint

An important challenge in multi-objective reinforcement learning is obtaining a Pareto front of policies to attain optimal performance under different preferences. We introduce Iterated Pareto Referent Optimisation (IPRO), which decomposes…

Machine Learning · Computer Science 2025-02-07 Willem Röpke , Mathieu Reymond , Patrick Mannion , Diederik M. Roijers , Ann Nowé , Roxana Rădulescu

Model predictive control is a prominent approach to construct a feedback control loop for dynamical systems. Due to real-time constraints, the major challenge in MPC is to solve model-based optimal control problems in a very short amount of…

Optimization and Control · Mathematics 2020-12-15 Sina Ober-Blöbaum , Sebastian Peitz

Research efforts of the past fifty years have led to a development of linear integer programming as a mature discipline of mathematical optimization. Such a level of maturity has not been reached when one considers nonlinear systems subject…

Optimization and Control · Mathematics 2017-01-03 Raymond Hemmecke , Matthias Köppe , Jon Lee , Robert Weismantel

In this paper, a tunneling method is developed for nonlinear multiobjective optimization problems using some ideas of the single objective tunneling method. The proposed method does not require any a priori chosen parameters or ordering…

Optimization and Control · Mathematics 2025-10-06 Bikram Adhikary , Md Abu Talhamainuddin Ansary

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

Global optimization of decision trees is a long-standing challenge in combinatorial optimization, yet such models play an important role in interpretable machine learning. Although the problem has been investigated for several decades, only…

Machine Learning · Computer Science 2026-02-03 Jiancheng Tu , Wenqi Fan , Zhibin Wu

Multi-task learning, which optimizes performance across multiple tasks, is inherently a multi-objective optimization problem. Various algorithms are developed to provide discrete trade-off solutions on the Pareto front. Recently, continuous…

Machine Learning · Computer Science 2024-07-31 Weiyu Chen , James T. Kwok
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