The Lovasz Local Lemma due to Erdos and Lovasz is a powerful tool in proving the existence of rare events. We present an extension of this lemma, which works well when the event to be shown to exist is a conjunction of individual events, each of which asserts that a random variable does not deviate much from its mean. As applications, we consider two classes of NP-hard integer programs: minimax and covering integer programs. A key technique, randomized rounding of linear relaxations, was developed by Raghavan and Thompson to derive good approximation algorithms for such problems. We use our extension of the Local Lemma to prove that randomized rounding produces, with non-zero probability, much better feasible solutions than known before, if the constraint matrices of these integer programs are column-sparse (e.g., routing using short paths, problems on hypergraphs with small dimension degree). This complements certain well-known results from discrepancy theory. We also generalize the method of pessimistic estimators due to Raghavan, to obtain constructive (algorithmic) versions of our results for covering integer programs.
Next, there is growing interest in optimization, since different participating individuals and or organizations may have different objective functions in a given problem instance; see, e.g., @cite_32 . Motivated by this, we study multi-criteria optimization in the setting of covering problems:
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Sequential decision-making problems with multiple objectives arise naturally in practice and pose unique challenges for research in decision-theoretic planning and learning, which has largely focused on single-objective settings. This article surveys algorithms designed for sequential decision-making problems with multiple objectives. Though there is a growing body of literature on this subject, little of it makes explicit under what circumstances special methods are needed to solve multi-objective problems. Therefore, we identify three distinct scenarios in which converting such a problem to a single-objective one is impossible, infeasible, or undesirable. Furthermore, we propose a taxonomy that classifies multi-objective methods according to the applicable scenario, the nature of the scalarization function (which projects multi-objective values to scalar ones), and the type of policies considered. We show how these factors determine the nature of an optimal solution, which can be a single policy, a convex hull, or a Pareto front. Using this taxonomy, we survey the literature on multi-objective methods for planning and learning. Finally, we discuss key applications of such methods and outline opportunities for future work. Design decisions for complex systems often can be made or informed by a variety of information sources. When optimizing such a system, the evaluation of a quantity of interest is typically required at many different input configurations. For systems with expensive to evaluate available information sources, the optimization task can potentially be computationally prohibitive using traditional techniques. This paper presents an information-economic approach to the constrained optimization of a system with multiple available information sources. The approach rigorously quantifies the correlation between the discrepancies of different information sources, which enables the overcoming of information source bias. All information is exploited efficiently by fusing newly acquired information with that previously evaluated. Independent decision-makings are achieved by developing a two-step look-ahead utility policy and an information gain policy for objective function and constraints respectively. The approach is demonstrated on a one-dimensional example test problem and an aerodynamic design problem, where it is shown to perform well in comparison to traditional multi-information source techniques. In a multimodal optimization task, the main purpose is to find multiple optimal (global and local) solutions associated with a single objective function. Starting with the preselection method suggested in 1970, most of the existing evolutionary algorithms based methodologies employ variants of niching in an existing single-objective evolutionary algorithm framework so that similar solutions in a population are de-emphasized in order to focus and maintain multiple distant yet near-optimal solutions. In this paper, we use a completely different and generic strategy in which a single-objective multimodal optimization problem in converted into a suitable bi-objective optimization problem so that all local and global optimal solutions become members of the resulting weak Pareto-optimal set. We solve up to 16-variable test-problems having as many as 48 optima and also demonstrate successful results on constrained multimodal test-problems, suggested for the first time. The concept of using multi-objective optimization for solving single-objective multimodal problems seems novel and interesting, and importantly opens further avenues for research. In this paper, we demonstrate how to learn the objective function of a decision-maker while only observing the problem input data and the decision-maker's corresponding decisions over multiple rounds. Our approach is based on online learning and works for linear objectives over arbitrary feasible sets for which we have a linear optimization oracle. As such, it generalizes previous approaches based on KKT-system decomposition and dualization. The two exact algorithms we present -- based on multiplicative weights updates and online gradient descent respectively -- converge at a rate of O(1 sqrt(T)) and thus allow taking decisions which are essentially as good as those of the observed decision-maker already after relatively few observations. We also discuss several useful generalizations, such as the approximate learning of non-linear objective functions and the case of suboptimal observations. Finally, we show the effectiveness and possible applications of our methods in a broad computational study. Dynamic Multi-objective Optimization is a challenging research topic since the objective functions, constraints, and problem parameters may change over time. Although dynamic optimization and multi-objective optimization have separately obtained a great interest among many researchers, there are only few studies that have been developed to solve Dynamic Multi-objective Optimisation Problems (DMOPs). Moreover, applying Evolutionary Algorithms (EAs) to solve this category of problems is not yet highly explored although this kind of problems is of significant importance in practice. This paper is devoted to briefly survey EAs that were proposed in the literature to handle DMOPs. In addition, an overview of the most commonly used test functions, performance measures and statistical tests is presented. Actual challenges and future research directions are also discussed. This paper develops the application of the alternating direction method of multipliers (ADMM) to optimize a dynamic objective function in a decentralized multi-agent system. At each time slot, agents in the network observe local functions and cooperate to track the optimal time-varying argument of the sum objective. This cooperation is based on maintaining local primal variables that estimate the value of the optimal argument and auxiliary dual variables that encourage proximity with neighboring estimates. Primal and dual variables are updated by an ADMM iteration that can be implemented in a distributed manner whereby local updates require access to local variables and the most recent primal variables from adjacent agents. For objective functions that are strongly convex and have Lipschitz continuous gradients, the distances between the primal and dual iterates to their corresponding time-varying optimal values are shown to converge to a steady state gap. This gap is explicitly characterized in terms of the condition number of the objective function, the condition number of the network that is defined as the ratio between the largest and smallest nonzero Laplacian eigenvalues, and a bound on the drifts of the optimal primal variables and the optimal gradients. Numerical experiments corroborate theoretical findings and show that the results also hold for non-differentiable and non-strongly convex primal objectives. The study of combinatorial optimization problems with a submodular objective has attracted much attention in recent years. Such problems are important in both theory and practice because their objective functions are very general. Obtaining further improvements for many submodular maximization problems boils down to finding better algorithms for optimizing a relaxation of them known as the multilinear extension. In this work we present an algorithm for optimizing the multilinear relaxation whose guarantee improves over the guarantee of the best previous algorithm (which was given by Ene and Nguyen (2016)). Moreover, our algorithm is based on a new technique which is, arguably, simpler and more natural for the problem at hand. In a nutshell, previous algorithms for this problem rely on symmetry properties which are natural only in the absence of a constraint. Our technique avoids the need to resort to such properties, and thus, seems to be a better fit for constrained problems. Most real-world optimization problems involve objectives, constraints, and parameters which constantly change with time. Treating such problems as a stationary optimization problem demand the knowledge of the pattern of change a priori and even then the procedure can be computationally expensive. Although dynamic consideration using evolutionary algorithms has been made for single-objective optimization problems, there has been a lukewarm interest in formulating and solving dynamic multi-objective optimization problems. In this paper, we modify the commonly-used NSGA-II procedure in tracking a new Pareto-optimal front, as soon as there is a change in the problem. Introduction of a few random solutions or a few mutated solutions are investigated in detail. The approaches are tested and compared on a test problem and a real-world optimization of a hydro-thermal power scheduling problem. This systematic study is able to find a minimum frequency of change allowed in a problem for two dynamic EMO procedures to adequately track Pareto-optimal frontiers on-line. Based on these results, this paper also suggests an automatic decision-making procedure for arriving at a dynamic single optimal solution on-line. In this paper, we are interested in the development of efficient algorithms for convex optimization problems in the simultaneous presence of multiple objectives and stochasticity in the first-order information. We cast the stochastic multiple objective optimization problem into a constrained optimization problem by choosing one function as the objective and try to bound other objectives by appropriate thresholds. We first examine a two stages exploration-exploitation based algorithm which first approximates the stochastic objectives by sampling and then solves a constrained stochastic optimization problem by projected gradient method. This method attains a suboptimal convergence rate even under strong assumption on the objectives. Our second approach is an efficient primal-dual stochastic algorithm. It leverages on the theory of Lagrangian method in constrained optimization and attains the optimal convergence rate of O(1 √T) in high probability for general Lipschitz continuous objectives. We consider an optimizing process (or parametric optimization problem), i.e., an optimization problem that depends on some parameters. We present a method for imputing or estimating the objective function, based on observations of optimal or nearly optimal choices of the variable for several values of the parameter, and prior knowledge (or assumptions) about the objective. Applications include estimation of consumer utility functions from purchasing choices, estimation of value functions in control problems, given observations of an optimal (or just good) controller, and estimation of cost functions in a flow network. Many optimization problems involve multiple objectives, constraints and parameters that change over time. These problems are called dynamic multiobjective optimization problems (DMOPs) and have recently attracted a lot of research. In this chapter, we provide a survey of the state-of-the-art on the field of dynamic multi-objective optimization with regards to the definition and classification of DMOPS, test problems, performance measures and optimization approaches. We provide a comprehensive definition of DMOPs and identify gaps, challenges and future works in dynamic multi-objective optimization. Applications in complex systems such as the Internet have spawned a recent interest in studying situations involving multiple agents with their individual cost or utility functions. In this paper, we introduce an algorithmic framework for studying combinatorial optimization problems in the presence of multiple agents with submodular cost functions. We study several fundamental covering problems in this framework and establish upper and lower bounds on their approximability. We study problems in multiobjective optimization, in which solutions to a combinatorial optimization problem are evaluated with respect to several cost criteria, and we are interested in the trade-off between these objectives (the so-called Pareto curve). We point out that, under very general conditions, there is a polynomially succinct curve that spl epsiv -approximates the Pareto curve, for any spl epsiv >0. We give a necessary and sufficient condition under which this approximate Pareto curve can be constructed in time polynomial in the size of the instance and 1 spl epsiv . In the case of multiple linear objectives, we distinguish between two cases: when the underlying feasible region is convex, then we show that approximating the multi-objective problem is equivalent to approximating the single-objective problem. If however the feasible region is discrete, then we point out that the question reduces to an old and recurrent one: how does the complexity of a combinatorial optimization problem change when its feasible region is intersected with a hyperplane with small coefficients; we report some interesting new findings in this domain. Finally, we apply these concepts and techniques to formulate and solve approximately a cost-time-quality trade-off for optimizing access to the World-Wide Web, in a model first studied by (1996) (which was actually the original motivation for this work). We consider online resource allocation problems where given a set of requests our goal is to select a subset that maximizes a value minus cost type of objective function. Requests are presented online in random order, and each request possesses an adversarial value and an adversarial size. The online algorithm must make an irrevocable accept reject decision as soon as it sees each request. The "profit" of a set of accepted requests is its total value minus a convex cost function of its total size. This problem falls within the framework of secretary problems. Unlike previous work in that area, one of the main challenges we face is that the objective function can be positive or negative and we must guard against accepting requests that look good early on but cause the solution to have an arbitrarily large cost as more requests are accepted. This requires designing new techniques. We study this problem under various feasibility constraints and present online algorithms with competitive ratios only a constant factor worse than those known in the absence of costs for the same feasibility constraints. We also consider a multi-dimensional version of the problem that generalizes multi-dimensional knapsack within a secretary framework. In the absence of any feasibility constraints, we present an O(l) competitive algorithm where l is the number of dimensions; this matches within constant factors the best known ratio for multi-dimensional knapsack secretary. This paper proposes an alternate method for finding several Pareto optimal points for a general nonlinear multicriteria optimization problem. Such points collectively capture the trade-off among the various conflicting objectives. It is proved that this method is independent of the relative scales of the functions and is successful in producing an evenly distributed set of points in the Pareto set given an evenly distributed set of parameters, a property which the popular method of minimizing weighted combinations of objective functions lacks. Further, this method can handle more than two objectives while retaining the computational efficiency of continuation-type algorithms. This is an improvement over continuation techniques for tracing the trade-off curve since continuation strategies cannot easily be extended to handle more than two objectives. The author is primarily concerned with the problem of aggregating multicriteria to form an overall decision function. He introduces a type of operator for aggregation called an ordered weighted aggregation (OWA) operator and investigates the properties of this operator. The OWA's performance is found to be between those obtained using the AND operator, which requires all criteria to be satisfied, and the OR operator, which requires at least one criteria to be satisfied. > A natural optimization model that formulates many online resource allocation problems is the online linear programming LP problem in which the constraint matrix is revealed column by column along with the corresponding objective coefficient. In such a model, a decision variable has to be set each time a column is revealed without observing the future inputs, and the goal is to maximize the overall objective function. In this paper, we propose a near-optimal algorithm for this general class of online problems under the assumptions of random order of arrival and some mild conditions on the size of the LP right-hand-side input. Specifically, our learning-based algorithm works by dynamically updating a threshold price vector at geometric time intervals, where the dual prices learned from the revealed columns in the previous period are used to determine the sequential decisions in the current period. Through dynamic learning, the competitiveness of our algorithm improves over the past study of the same problem. We also present a worst case example showing that the performance of our algorithm is near optimal. In many multiobjective optimization problems, the Pareto Fronts and Sets contain a large number of solutions and this makes it difficult for the decision maker to identify the preferred ones. A possible way to alleviate this difficulty is to present to the decision maker a subset of a small number of solutions representatives of the Pareto Front characteristics. In this paper, a two-steps procedure is presented, aimed at identifying a limited number of representative solutions to be presented to the decision maker. Pareto Front solutions are first clustered into "families", which are then synthetically represented by a "head-of-the-family" solution. Level Diagrams are then used to represent, analyse and interpret the Pareto Front reduced to its head-of-the-family solutions. The procedure is applied to a reliability allocation case study of literature, in decision-making contexts both without or with explicit preferences by the decision maker on the objectives to be optimized. The optimization of expensive-to-evaluate functions generally relies on metamodel-based exploration strategies. Many deterministic global optimization algorithms used in the field of computer experiments are based on Kriging (Gaussian process regression). Starting with a spatial predictor including a measure of uncertainty, they proceed by iteratively choosing the point maximizing a criterion which is a compromise between predicted performance and uncertainty. Distributing the evaluation of such numerically expensive objective functions on many processors is an appealing idea. Here we investigate a multi-points optimization criterion, the multipoints expected improvement ( (q- E I )), aimed at choosing several points at the same time. An analytical expression of the (q- E I ) is given when q = 2, and a consistent statistical estimate is given for the general case. We then propose two classes of heuristic strategies meant to approximately optimize the (q- E I ), and apply them to the classical Branin-Hoo test-case function. It is finally demonstrated within the covered example that the latter strategies perform as good as the best Latin Hypercubes and Uniform Designs ever found by simulation (2000 designs drawn at random for every q ∈ [1,10]). This paper develops a multi-objective optimization model for the passenger train-scheduling problem on a railroad network which includes single and multiple tracks, as well as multiple platforms with different train capacities. In this study, lowering the fuel consumption cost is the measure of satisfaction of the railway company and shortening the total passenger-time is being regarded as the passenger satisfaction criterion. The solution of the problem consists of two steps. First the Pareto frontier is determined using the [var epsilon]-constraint method, and second, based on the obtained Pareto frontier detailed multi-objective optimization is performed using the distance-based method with three types of distances. Numerical examples are given to illustrate the model and solution methodology.