Other Topics

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

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

    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

    Optimal Control of Differential Inclusions

  • Boris S. Mordukhovich
    • Categories Other Topics Tags , , , , ,

    This paper is devoted to optimal control of dynamical systems governed by differential inclusions in both frameworks of Lipschitz continuous and discontinuous velocity mappings. The latter framework mostly concerns a new class of optimal control problems described by various versions of the so-called sweeping/Moreau processes that are very challenging mathematically and highly important in applications … Read more

    Accelerated Symmetric ADMM and Its Applications in Signal Processing

  • Jianchao Bai
  • Ke Guo
  • Yang Jing
  • Junli Liang
    • Categories Constrained Nonlinear Optimization, Other Topics Tags , , , ,

    The alternating direction method of multipliers (ADMM) were extensively investigated in the past decades for solving separable convex optimization problems. Fewer researchers focused on exploring its convergence properties for the nonconvex case although it performed surprisingly efficient. In this paper, we propose a symmetric ADMM based on different acceleration techniques for a family of potentially … Read more

    Quantifying the value of flexibility: demand response versus storage

  • Ana Paula Chorobura
  • Claudia Sagastizábal
  • Wim van Ackooij
  • Hasnaa Zidani
    • Categories Energy, Multi-Criteria Optimization

    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

  • Deepak Sharma
  • Pradyumn Kumar Shukla
    • Categories Multi-Criteria Optimization

    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

    Distributionally Robust Partially Observable Markov Decision Process with Moment-based Ambiguity

  • Ruiwei Jiang
  • Siqian Shen
  • Hideaki Nakao
    • Categories Dynamic Programming, Robust Optimization Tags , , , ,

    We consider a distributionally robust Partially Observable Markov Decision Process (DR-POMDP), where the distribution of the transition-observation probabilities is unknown at the beginning of each decision period, but their realizations can be inferred using side information at the end of each period after an action being taken. We build an ambiguity set of the joint … Read more

    Assessment of Climate Agreements over the Long Term with Strategic Carbon Dioxyde Removal Activity

  • Frédéric Babonneau
  • Alain Haurie
  • Alain Vielle
    • Categories Applications - OR and Management Sciences, Game Theory Tags , , , ,

    In this paper we extend a game theoretic meta-model used to assess the future of Paris agreement to the time horizon 2100 and we include in the strategic decisions of the negotiating coalitions the use of Carbon Dioxyde Removal (CDR) technologies. The meta-game model is calibrated through statistical emulation of GEMINI-E3, a world computable general … Read more

    Solving Multiobjective Mixed Integer Convex Optimization Problems

  • Marianna De Santis
  • Gabriele Eichfelder
  • Julia Niebling
  • Stefan Rocktäschel
    • Categories (Mixed) Integer Nonlinear Programming, Global Optimization, Multi-Criteria Optimization Tags , ,

    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

    Risk-Sensitive Variational Bayes: Formulations and Bounds

  • Harsha Honnappa
  • Prateek Jaiswal
  • Vinayak A. Rao
    • Categories Other Topics, Stochastic Programming Tags , ,

    We study data-driven decision-making problems in a parametrized Bayesian framework. We adopt a risk-sensitive approach to modeling the interplay between statistical estimation of parameters and optimization, by computing a risk measure over a loss/disutility function with respect to the posterior distribution over the parameters. While this forms the standard Bayesian decision-theoretic approach, we focus on … Read more

    Pricing for Delivery Time Flexibility

  • Martin Savelsbergh
  • Barış Yıldız
    • Categories Dynamic Programming, Supply Chain Management, Transportation Tags , , , ,

    We study a variant of the multi-period vehicle routing problem, in which a service provider offers a discount to customer in exchange for delivery flexibility. We establish theoretical properties and empirical insights regarding the intricate and complex relation between the benefit from additional delivery flexibility, the discounts offered to customers to gain additional delivery flexibility, … Read more