Multi-Objective Optimisation Seminar, Winter Term 2023

Overview

The goal in optimisation is to find parameter values that maximise (or minimise) a given objective function. Examples for classical combinatorial optimisation problems are the Minimum Spanning Tree problem~(MST), the Single-Source Shortest Path Problem~(SSSP) or the Travelling Salesperson Problem~(TSP) all of which have obvious and important applications, e.g., in logistics and vehicle routing. In practise however, we are rarely faced with problems with a single objective function. Instead, there are several objectives that require simultaneous optimisation: imagine each edge of an input instance to the aforementioned graph problems having two or more weights per edge. Than the component-wise summation of the edge-weights yields a problem with multiple objective function. In the domain of Multi-Objective Optimisation~(MOO) these objectives are usually conflicting and there is no single global optimum. Instead there is a set of so-called trade-off solutions that we aim to calculate. Unfortunately, but not surprising, multi-objective problems are usually harder than their single-objective counterparts. In fact, the multi-objective MST and SSSP are NP-hard. Moreover, the solution set can be exponentially large leading to intractability problems. In this seminar we will learn about algorithmic approaches to tackle multi-objective continuous and combinatorial optimisation problems. A sample of the topics: exact approaches, scalarisation methods, heuristic algorithms with no performance guarantees, but strong success in the wild. We will also dive into tackling multi-objective problems in the field of (Automated) Machine Learning and (Automated) Artificial Intelligence.

This block seminar course will be held in English, towards the end of 2023/2024 winter semester. Enrolment is restricted to at most 20 Bachelor or Master students, preferably with a background in (heuristic) optimisation. Students will work in groups of at most two on different MOO-related topics.. Each group will be assigned a paper from the research literature, which will serve as the starting point for an in-depth investigation of a specific topic. The results of this investigation will be presented in class and compiled into a report.

Prerequisites

Preferably students should have a background in algorithms and (heuristic) optimisation.

Registration

Registration to the seminar is handled via the SuPra system.

Organisers

Photo of Holger H. Hoos Prof. Dr. Holger H. Hoos Chair Holder, Alexander von Humboldt Professor

E-mail: hh[at]aim[dot]rwth-aachen[dot]de
Phone: +49 241 80 21451

Photo of Jakob Bossek Dr. Jakob Bossek Assistant Professor (Akademischer Rat)

E-mail: bossek[at]aim[dot]rwth-aachen[dot]de
Phone: +49 241 80 21453