Multitask optimization

Multi-task optimization is a paradigm in the optimization literature that focuses on solving multiple self-contained tasks simultaneously. The paradigm has been inspired by the well-established concepts of transfer learning and multi-task learning in predictive analytics.

The key motivation behind multi-task optimization is that if optimization tasks are related to each other in terms of their optimal solutions or the general characteristics of their function landscapes, the search progress can be transferred to substantially accelerate the search on the other.

The success of the paradigm is not necessarily limited to one-way knowledge transfers from simpler to more complex tasks. In practice an attempt is to intentionally solve a more difficult task that may unintentionally solve several smaller problems.

There is a direct relationship between multitask optimization and multi-objective optimization.