Multi-Criteria Optimization

A solver for multiobjective mixed-integer convex and nonconvex optimization

  • Gabriele Eichfelder
  • Oliver Stein
  • Leo Warnow
    • Categories (Mixed) Integer Nonlinear Programming, Global Optimization, Multi-Criteria Optimization Tags , , , , ,

    This paper proposes a general framework for solving multiobjective nonconvex optimization problems, i.e., optimization problems in which multiple objective functions have to be optimized simultaneously. Thereby, the nonconvexity might come from the objective or constraint functions, or from integrality conditions for some of the variables. In particular, multiobjective mixed-integer convex and nonconvex optimization problems are … Read more

    Distributional robustness and inequity mitigation in disaster preparedness of humanitarian operations

  • Hongming Li
  • Erick Delage
  • Ning Zhu
  • Michael Pinedo
  • Shoufeng Ma
    • Categories Multi-Criteria Optimization, Robust Optimization, Supply Chain Management Tags , , , ,

    We study a predisaster relief network design problem with uncertain demands. The aim is to determine the prepositioning and reallocation of relief supplies. Motivated by the call of the International Federation of Red Cross and Red Crescent Societies (IFRC) to leave no one behind, we consider three important practical aspects of humanitarian operations: shortages, equity, … Read more

    Targeted Multiobjective Dijkstra Algorithm

  • Pedro Maristany de las Casas
  • Luitgard Kraus
  • Antonio Sedeño-Noda
  • Ralf Borndœrfer
    • Categories Multi-Criteria Optimization, Network Optimization Tags , , , , ,

    In this paper, we introduce the Targeted Multiobjective Dijkstra Algorithm (T-MDA), a label setting algorithm for the One-to-One Multiobjective Shortest Path (MOSP) Problem. The T-MDA is based on the recently published Multiobjective Dijkstra Algorithm (MDA) and equips it with A*-like techniques. The resulting speedup is comparable to the speedup that the original A* algorithm achieves … Read more

    Optimisation of Step-free access Infrastructure in London Underground considering Borough Economic Inequality

  • Eduardo Candela
  • Jose Javier Escribano Macias
  • He-in Cheong
  • Petrina Constantinou
  • Arnab Majumdar
  • Panagiotis Angeloudis
    • Categories Applications - OR and Management Sciences, Multi-Criteria Optimization, Transportation Tags , , , ,

    Public transport is the enabler of social and economic development, as it allows the movement of people and provides access to opportunities that otherwise might have been unattainable. Access to public transport is a key aspect of social equity, with step-free access improving the inclusivity of the transport network in particular for mobility impaired population … Read more

    A quasi-Newton method with Wolfe line searches for multiobjective optimization

  • Leandro Fonseca Prudente
  • D. R. Souza
    • Categories Multi-Criteria Optimization, Unconstrained Optimization Tags , , , ,

    We propose a BFGS method with Wolfe line searches for unconstrained multiobjective optimization problems. The algorithm is well defined even for general nonconvex problems. Global convergence and R-linear convergence to a Pareto optimal point are established for strongly convex problems. In the local convergence analysis, if the objective functions are locally strongly convex with Lipschitz … Read more

    The Sharpe predictor for fairness in machine learning

  • Suyun Liu
  • Luis Nunes Vicente
    • Categories Convex and Nonsmooth Optimization, Multi-Criteria Optimization, Stochastic Programming Tags , , , ,

    In machine learning (ML) applications, unfair predictions may discriminate against a minority group. Most existing approaches for fair machine learning (FML) treat fairness as a constraint or a penalization term in the optimization of a ML model, which does not lead to the discovery of the complete landscape of the trade-offs among learning accuracy and … Read more

    A hybrid patch decomposition approach to compute an enclosure for multi-objective mixed-integer convex optimization problems

  • Gabriele Eichfelder
  • Leo Warnow
    • Categories (Mixed) Integer Nonlinear Programming, Multi-Criteria Optimization Tags , ,

    In multi-objective mixed-integer convex optimization multiple convex objective functions need to be optimized simultaneously while some of the variables are only allowed to take integer values. In this paper we present a new algorithm to compute an enclosure of the nondominated set of such optimization problems. More precisely, we decompose the multi-objective mixed-integer convex optimization … Read more

    On implementation details and numerical experiments for the HyPaD algorithm to solve multi-objective mixed-integer convex optimization problems

  • Gabriele Eichfelder
  • Leo Warnow
    • Categories (Mixed) Integer Nonlinear Programming, Multi-Criteria Optimization Tags , ,

    In this paper we present insights on the implementation details of the hybrid patch decomposition algorithm (HyPaD) for convex multi-objective mixed-integer optimization problems. We discuss how to implement the SNIA procedure which is basically a black box algorithm in the original work by Eichfelder and Warnow. In addition, we present and discuss results for various … Read more

    Linear relaxation based branch-and-bound for multi-objective integer programming with warm-starting

  • Nicolas Forget
  • Sune Lauth Gadegaard
  • Lars Relund Nielsen
    • Categories Multi-Criteria Optimization

    In this paper we propose a generic branch-and-bound algorithm for solving multi-objective integer linear programming problems. % In the recent literature, competitive frameworks has been proposed for bi-objective 0-1 problems, and many of these frameworks rely on the use of the linear relaxation to obtain lower bound sets. When increasing the number of objective functions, … Read more

    Multi-criteria Course Mode Selection and Classroom Assignment Under Sudden Space Scarcity

  • Mehran Navabi-Shirazi
  • Mohamed El Tonbari
  • Natashia Boland
  • Dima Nazzal
  • Lauren Steimle
    • Categories Applications - OR and Management Sciences, Multi-Criteria Optimization, Scheduling Tags , , , ,

    Problem Definition: While physical (or ‘social’) distancing is an important public health intervention during airborne pandemics, physical distancing dramatically reduces the effective capacity of classrooms. During the COVID-19 pandemic, this presented a unique problem to campus planners who hoped to deliver a meaningful amount of in-person instruction in a way that respected physical distancing. This … Read more