  Optimization is offered as an objective approach to resolving complex,
real-world decisions involving uncertainty and conflicting interests. It drives
business strategies as well as public policies and, increasingly, lies at the
heart of sophisticated machine learning systems. A paradigm used to approach
potentially high-stakes decisions, optimization relies on abstracting the real
world to a set of decision(s), objective(s) and constraint(s). Drawing from the
modeling process and a range of actual cases, this paper describes the
normative choices and assumptions that are necessarily part of using
optimization. It then identifies six emergent problems that may be neglected:
1) Misspecified values can yield optimizations that omit certain imperatives
altogether or incorporate them incorrectly as a constraint or as part of the
objective, 2) Problematic decision boundaries can lead to faulty modularity
assumptions and feedback loops, 3) Failing to account for multiple agents'
divergent goals and decisions can lead to policies that serve only certain
narrow interests, 4) Mislabeling and mismeasurement can introduce bias and
imprecision, 5) Faulty use of relaxation and approximation methods,
unaccompanied by formal characterizations and guarantees, can severely impede
applicability, and 6) Treating optimization as a justification for action,
without specifying the necessary contextual information, can lead to ethically
dubious or faulty decisions. Suggestions are given to further understand and
curb the harms that can arise when optimization is used wrongfully.
