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Many complex systems obey to optimality conditions that are usually not simple. Conflicting traits often interact making a Multi Objective Optimization (MOO) approach necessary. Recent MOO research on complex systems report about the Pareto…

物理与社会 · 物理学 2015-09-16 Luís F. Seoane , Ricard Solé

In offline multi-objective optimization (MOO), we leverage an offline dataset of designs and their associated labels to simultaneously minimize multiple objectives. This setting more closely mirrors complex real-world problems compared to…

计算工程、金融与科学 · 计算机科学 2025-02-21 Ye Yuan , Can Chen , Christopher Pal , Xue Liu

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…

最优化与控制 · 数学 2021-05-25 Regina S. Burachik , C. Yalçın Kaya , M. Mustafa Rizvi

any practical multiobjective optimization (MOO) problems include discrete decision variables and/or nonlinear model equations and exhibit disconnected or smooth but nonconvex Pareto surfaces. Scalarization methods, such as the weighted-sum…

最优化与控制 · 数学 2024-10-23 Ye Seol Lee , George Jackson , Amparo Galindo , Claire S. Adjiman

In the application of machine learning to real-life decision-making systems, e.g., credit scoring and criminal justice, the prediction outcomes might discriminate against people with sensitive attributes, leading to unfairness. The commonly…

机器学习 · 计算机科学 2022-03-21 Suyun Liu , Luis Nunes Vicente

This document contains supplementary material for the paper "Multi-objective Reinforcement Learning with Continuous Pareto Frontier Approximation", published at the Twenty-Ninth AAAI Conference on Artificial Intelligence (AAAI-15). The…

人工智能 · 计算机科学 2014-11-20 Matteo Pirotta , Simone Parisi , Marcello Restelli

The minimax excess risk optimization (MERO) problem is a new variation of the traditional distributionally robust optimization (DRO) problem, which achieves uniformly low regret across all test distributions under suitable conditions. In…

最优化与控制 · 数学 2024-08-23 Zhihao Gu , Zi Xu

Multi-Objective Markov Decision Processes (MO-MDPs) are receiving increasing attention, as real-world decision-making problems often involve conflicting objectives that cannot be addressed by a single-objective MDP. The Pareto front…

机器学习 · 计算机科学 2025-02-11 Yining Li , Peizhong Ju , Ness B. Shroff

In this study, we propose a novel multi-objective Bayesian optimization (MOBO) method to efficiently identify the Pareto front (PF) defined by risk measures for black-box functions under the presence of input uncertainty (IU). Existing BO…

机器学习 · 统计学 2023-11-27 Yu Inatsu , Shion Takeno , Hiroyuki Hanada , Kazuki Iwata , Ichiro Takeuchi

Recently, it has been shown that the enumeration of Minimal Correction Subsets (MCS) of Boolean formulas allows solving Multi-Objective Boolean Optimization (MOBO) formulations. However, a major drawback of this approach is that most MCSs…

We propose a stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs. Our approach is based on a bi-objective viewpoint of chance-constrained programs that seeks solutions on the…

最优化与控制 · 数学 2020-05-29 Rohit Kannan , James Luedtke

This paper studies an entropy-based multi-objective Bayesian optimization (MBO). The entropy search is successful approach to Bayesian optimization. However, for MBO, existing entropy-based methods ignore trade-off among objectives or…

机器学习 · 计算机科学 2020-02-12 Shinya Suzuki , Shion Takeno , Tomoyuki Tamura , Kazuki Shitara , Masayuki Karasuyama

A homotopy method for multi-objective optimization that produces uniformly sampled Pareto fronts by construction is presented. While the algorithm is general, of particular interest is application to simulation-based engineering…

最优化与控制 · 数学 2015-05-13 Andreas Adelmann , Peter Arbenz , Andrew Foster , Yves Ineichen

Satisfiability Modulo Counting (SMC) encompasses problems that require both symbolic decision-making and statistical reasoning. Its general formulation captures many real-world problems at the intersection of symbolic and statistical…

人工智能 · 计算机科学 2024-01-02 Jinzhao Li , Nan Jiang , Yexiang Xue

Designing fair algorithmic decision systems requires balancing model performance with fairness toward affected individuals: More fairness might require sacrificing some performance and vice versa, yet the space of possible trade-offs is…

机器学习 · 计算机科学 2026-05-12 Mieke Wilms , Christoph Heitz

Optimization problems have been the subject of statistical physics approximations. A specially relevant and general scenario is provided by optimization methods considering tradeoffs between cost and efficiency, where optimal solutions…

统计力学 · 物理学 2015-09-16 Luís F. Seoane , Ricard V. Solé

Large language models (LLMs) are increasingly deployed in real-world applications that require careful balancing of multiple, often conflicting, objectives, such as informativeness versus conciseness, or helpfulness versus creativity.…

机器学习 · 计算机科学 2025-08-12 Qiang He , Setareh Maghsudi

This paper conducts the first rigorous runtime analysis of the SMS-EMOA for many-objective optimization. To this aim, we first propose a many-objective counterpart of the bi-objective OJZJ benchmark. We prove that SMS-EMOA computes the full…

神经与进化计算 · 计算机科学 2025-06-10 Weijie Zheng , Benjamin Doerr

A multiple objective simulation optimization algorithm named Multiple Objective Probabilistic Branch and Bound with Single Observation (MOPBnB(so)) is presented for approximating the Pareto optimal set and the associated efficient frontier…

最优化与控制 · 数学 2025-06-06 Hao Huang , Zelda B. Zabinsky

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…

最优化与控制 · 数学 2024-02-29 Weitian Wu , Xinmin Yang