On the intrinsic core of convex cones in real linear spaces

Convex cones play an important role in nonlinear analysis and optimization theory. In particular, specific normal cones and tangent cones are known to be convex cones, and it is a crucial fact that they are useful geometric objects for describing optimality conditions. As important applications (especially, in the fields of optimal control with PDE constraints, … Read more

Computational Enhancement in the Application of the Branch and Bound Method for Linear Integer Programs and Related Models

In this paper, a reformulation that was proposed for a knapsack problem has been extended to single and bi-objective linear integer programs. A further reformulation by adding an upper bound constraint for a knapsack problem is also proposed and extended to the bi-objective case. These reformulations significantly reduce the number of branch and bound iterations … Read more

Methods for multiobjective bilevel optimization

This paper is on multiobjective bilevel optimization, i.e. on bilevel optimization problems with multiple objectives on the lower or on the upper level, or even on both levels. We give an overview on the major optimality notions used in multiobjective optimization. We provide characterization results for the set of optimal solutions of multiobjective optimization problems … Read more

The stochastic multi-gradient algorithm for multi-objective optimization and its application to supervised machine learning

Optimization of conflicting functions is of paramount importance in decision making, and real world applications frequently involve data that is uncertain or unknown, resulting in multi-objective optimization (MOO) problems of stochastic type. We study the stochastic multi-gradient (SMG) method, seen as an extension of the classical stochastic gradient method for single-objective optimization. At each iteration … Read more

Quantifying the value of flexibility: demand response versus storage

Intermittent sources of energy represent a challenge for electrical networks, particularly regarding demand satisfaction at peak times. Energy management tools such as load shaving or storage systems can be used to mitigate abrupt variations in the network.The value of different mechanisms to move energy through time is determined by a multi-objective programming approach, that aims … Read more

Line-Prioritized Environmental Selection and Normalization Scheme for Many-Objective Optimization using Reference-Line-based Framework

The Pareto-dominance-basedmulti-objective evolutionary algorithms (MOEAs) have been successful in solving many test problems and other engineering optimization problems. However, their performance gets affected when solving more than 3-objective optimization problems due to lack of sufficient selection pressure. Many attempts have been made by the researchers toward improving the environmental selection of those MOEAs. One such … Read more

Solving Multiobjective Mixed Integer Convex Optimization Problems

Multiobjective mixed integer convex optimization refers to mathematical programming problems where more than one convex objective function needs to be optimized simultaneously and some of the variables are constrained to take integer values. We present a branch-and-bound method based on the use of properly defined lower bounds. We do not simply rely on convex relaxations, … Read more

Multi-Objective Optimization for Politically Fair Districting: A Scalable Multilevel Approach

Political districting in the United States is a decennial process of redrawing the boundaries of congressional and state legislative districts. The notion of fairness in political districting has been an important topic of subjective debate, with district maps having consequences to multiple stakeholders. Even though districting as an optimization problem has been well-studied, existing models … Read more

Subdifferentials and SNC property of scalarization functionals with uniform level sets and applications

This paper deals with necessary conditions for minimal solutions of constrained and unconstrained optimization problems with respect to general domination sets by using a well-known nonlinear scalarization functional with uniform level sets (called Gerstewitz’ functional in the literature). The primary objective of this work is to establish revised formulas for basic and singular subdifferentials of … Read more

Learning to Project in Multi-Objective Binary Linear Programming

In this paper, we investigate the possibility of improving the performance of multi-objective optimization solution approaches using machine learning techniques. Specifically, we focus on multi-objective binary linear programs and employ one of the most effective and recently developed criterion space search algorithms, the so-called KSA, during our study. This algorithm computes all nondominated points of … Read more