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| Autori principali: | , , |
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| Natura: | Preprint |
| Pubblicazione: |
2025
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| Soggetti: | |
| Accesso online: | https://arxiv.org/abs/2507.05501 |
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| _version_ | 1866913160697479168 |
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| author | Dowson, Oscar Gandibleux, Xavier Kof, Gökhan |
| author_facet | Dowson, Oscar Gandibleux, Xavier Kof, Gökhan |
| contents | We present MultiObjectiveAlgorithms.jl, an open-source Julia library for solving multi-objective optimization problems written in JuMP. MultiObjectiveAlgorithms.jl implements a number of different solution algorithms, which all rely on an iterative scalarization of the problem from a multi-objective optimization problem to a sequence of single-objective subproblems. As part of this work, we extended JuMP to support vector-valued objective functions. Because it is based on JuMP, MultiObjectiveAlgorithms.jl can use a wide variety of commercial and open-source solvers to solve the single-objective subproblems, and it supports problem classes ranging from linear, to conic, semi-definite, and general nonlinear. MultiObjectiveAlgorithms.jl is available at https://github.com/jump-dev/MultiObjectiveAlgorithms.jl under a MPL-2 license. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2507_05501 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | MultiObjectiveAlgorithms.jl: a Julia package for solving multi-objective optimization problems Dowson, Oscar Gandibleux, Xavier Kof, Gökhan Optimization and Control We present MultiObjectiveAlgorithms.jl, an open-source Julia library for solving multi-objective optimization problems written in JuMP. MultiObjectiveAlgorithms.jl implements a number of different solution algorithms, which all rely on an iterative scalarization of the problem from a multi-objective optimization problem to a sequence of single-objective subproblems. As part of this work, we extended JuMP to support vector-valued objective functions. Because it is based on JuMP, MultiObjectiveAlgorithms.jl can use a wide variety of commercial and open-source solvers to solve the single-objective subproblems, and it supports problem classes ranging from linear, to conic, semi-definite, and general nonlinear. MultiObjectiveAlgorithms.jl is available at https://github.com/jump-dev/MultiObjectiveAlgorithms.jl under a MPL-2 license. |
| title | MultiObjectiveAlgorithms.jl: a Julia package for solving multi-objective optimization problems |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2507.05501 |