arXiv subjects

Tea Tušar

Publications and source records attributed to Tea Tušar.

8 recordsLinked to original sources

arXiv2026

Pareto Set Characterization in Constrained Multiobjective Optimization and the COBI Problem Generator *

Benchmark problems play a central role in assessing the performance of numerical optimization algorithms. However, many existing constrained multiobjective optimization benchmark problems rely on overly restricted constructions or lack formal analysis of their optimal solution sets, limiting their relevance for systematic algorithm evaluation. In this work, we introduce a class of analytically tractable constrained multiobjective optimization problems whose Pareto sets can be formally characterized. The construction is based on convex-quadratic functions with positive definite Hessians, combined through multipeak formulations in which each objective is defined as the minimum over several convex-quadratic components. This approach preserves analytical structure while enabling multimodality (non-convexity), ill-conditioning and non-separability. The constraints are built as sublevel sets of multipeak functions giving rise to problems with potentially disconnected feasible regions. Building on these results, we propose COBI, a scalable generator of constrained bi-objective test problems designed for benchmarking derivative-free optimization algorithms. We provide a reference Python implementation that enables straightforward integration of COBI instances into benchmarking workflows.

math.OC↗

arXiv2023

Characterization of Constrained Continuous Multiobjective Optimization Problems: A Performance Space Perspective

Constrained multiobjective optimization has gained much interest in the past few years. However, constrained multiobjective optimization problems (CMOPs) are still unsatisfactorily understood. Consequently, the choice of adequate CMOPs for benchmarking is difficult and lacks a formal background. This paper addresses this issue by exploring CMOPs from a performance space perspective. First, it presents a novel performance assessment approach designed explicitly for constrained multiobjective optimization. This methodology offers a first attempt to simultaneously measure the performance in approximating the Pareto front and constraint satisfaction. Secondly, it proposes an approach to measure the capability of the given optimization problem to differentiate among algorithm performances. Finally, this approach is used to contrast eight frequently used artificial test suites of CMOPs. The experimental results reveal which suites are more efficient in discerning between three well-known multiobjective optimization algorithms. Benchmark designers can use these results to select the most appropriate CMOPs for their needs.

cs.NE↗

arXiv2021

Characterization of Constrained Continuous Multiobjective Optimization Problems: A Feature Space Perspective

Despite the increasing interest in constrained multiobjective optimization in recent years, constrained multiobjective optimization problems (CMOPs) are still unsatisfactory understood and characterized. For this reason, the selection of appropriate CMOPs for benchmarking is difficult and lacks a formal background. We address this issue by extending landscape analysis to constrained multiobjective optimization. By employing four exploratory landscape analysis techniques, we propose 29 landscape features (of which 19 are novel) to characterize CMOPs. These landscape features are then used to compare eight frequently used artificial test suites against a recently proposed suite consisting of real-world problems based on physical models. The experimental results reveal that the artificial test problems fail to adequately represent some realistic characteristics, such as strong negative correlation between the objectives and constraints. Moreover, our findings show that all the studied artificial test suites have advantages and limitations, and that no "perfect" suite exists. Benchmark designers can use the obtained results to select or generate appropriate CMOP instances based on the characteristics they want to explore.

cs.NE↗

arXiv2021

Identifying Properties of Real-World Optimisation Problems through a Questionnaire

Optimisation algorithms are commonly compared on benchmarks to get insight into performance differences. However, it is not clear how closely benchmarks match the properties of real-world problems because these properties are largely unknown. This work investigates the properties of real-world problems through a questionnaire to enable the design of future benchmark problems that more closely resemble those found in the real world. The results, while not representative as they are based on only 45 responses, indicate that many problems possess at least one of the following properties: they are constrained, deterministic, have only continuous variables, require substantial computation times for both the objectives and the constraints, or allow a limited number of evaluations. Properties like known optimal solutions and analytical gradients are rarely available, limiting the options in guiding the optimisation process. These are all important aspects to consider when designing realistic benchmark problems. At the same time, the design of realistic benchmarks is difficult, because objective functions are often reported to be black-box and many problem properties are unknown. To further improve the understanding of real-world problems, readers working on a real-world optimisation problem are encouraged to fill out the questionnaire: https://tinyurl.com/opt-survey

cs.NE↗

arXiv2020

COCO: A Platform for Comparing Continuous Optimizers in a Black-Box Setting

We introduce COCO, an open source platform for Comparing Continuous Optimizers in a black-box setting. COCO aims at automatizing the tedious and repetitive task of benchmarking numerical optimization algorithms to the greatest possible extent. The platform and the underlying methodology allow to benchmark in the same framework deterministic and stochastic solvers for both single and multiobjective optimization. We present the rationales behind the (decade-long) development of the platform as a general proposition for guidelines towards better benchmarking. We detail underlying fundamental concepts of COCO such as the definition of a problem as a function instance, the underlying idea of instances, the use of target values, and runtime defined by the number of function calls as the central performance measure. Finally, we give a quick overview of the basic code structure and the currently available test suites.

cs.AI↗

arXiv2020

Towards Realistic Optimization Benchmarks: A Questionnaire on the Properties of Real-World Problems

Benchmarks are a useful tool for empirical performance comparisons. However, one of the main shortcomings of existing benchmarks is that it remains largely unclear how they relate to real-world problems. What does an algorithm's performance on a benchmark say about its potential on a specific real-world problem? This work aims to identify properties of real-world problems through a questionnaire on real-world single-, multi-, and many-objective optimization problems. Based on initial responses, a few challenges that have to be considered in the design of realistic benchmarks can already be identified. A key point for future work is to gather more responses to the questionnaire to allow an analysis of common combinations of properties. In turn, such common combinations can then be included in improved benchmark suites. To gather more data, the reader is invited to participate in the questionnaire at: https://tinyurl.com/opt-survey

cs.NE↗

arXiv2016

COCO: Performance Assessment

We present an any-time performance assessment for benchmarking numerical optimization algorithms in a black-box scenario, applied within the COCO benchmarking platform. The performance assessment is based on runtimes measured in number of objective function evaluations to reach one or several quality indicator target values. We argue that runtime is the only available measure with a generic, meaningful, and quantitative interpretation. We discuss the choice of the target values, runlength-based targets, and the aggregation of results by using simulated restarts, averages, and empirical distribution functions.

cs.NE↗

arXiv2016

Biobjective Performance Assessment with the COCO Platform

This document details the rationales behind assessing the performance of numerical black-box optimizers on multi-objective problems within the COCO platform and in particular on the biobjective test suite bbob-biobj. The evaluation is based on a hypervolume of all non-dominated solutions in the archive of candidate solutions and measures the runtime until the hypervolume value succeeds prescribed target values.

cs.NE↗