{"ID":2897744,"CreatedAt":"2026-06-01T04:54:23.091178241Z","UpdatedAt":"2026-06-01T04:54:23.091178241Z","DeletedAt":null,"paper_url":"https://arxiv.org/abs/2507.05501","arxiv_id":"2507.05501","title":"MultiObjectiveAlgorithms.jl: a Julia package for solving multi-objective optimization problems","abstract":"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.","short_abstract":"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 proble...","url_abs":"https://arxiv.org/abs/2507.05501","url_pdf":"https://arxiv.org/pdf/2507.05501v2","authors":"[\"Oscar Dowson\",\"Xavier Gandibleux\",\"Gökhan Kof\"]","published":"2025-07-07T21:53:13Z","proceeding":"math.OC","tasks":"[\"math.OC\"]","methods":"[]","has_code":false,"code_links":[{"ID":612360,"CreatedAt":"2026-06-01T04:54:23.091178241Z","UpdatedAt":"2026-06-01T04:54:23.091178241Z","DeletedAt":null,"paper_id":2897744,"paper_url":"https://arxiv.org/abs/2507.05501","paper_title":"MultiObjectiveAlgorithms.jl: a Julia package for solving multi-objective optimization problems","repo_url":"https://github.com/jump-dev/MultiObjectiveAlgorithms.jl","is_official":false,"mentioned_in_paper":false,"mentioned_in_github":true,"github_stars":0}]}