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Bilevel optimization deals with nested problems in which a leader takes the first decision to minimize their objective function while accounting for a follower's best-response reaction. Constrained bilevel problems with integer variables…

Optimization and Control · Mathematics 2024-11-04 Justin Dumouchelle , Esther Julien , Jannis Kurtz , Elias B. Khalil

Bayesian optimization (BO) is a principled approach to molecular design tasks. In this paper we explain three pitfalls of BO which can cause poor empirical performance: an incorrect prior width, over-smoothing, and inadequate acquisition…

Machine Learning · Computer Science 2024-07-26 Austin Tripp , José Miguel Hernández-Lobato

In this paper, we deal with batch Bayesian Optimization (Bayes-Opt) problems over a box and we propose a novel bi-objective optimization (BOO) acquisition strategy to sample points where to evaluate the objective function. The BOO problem…

Optimization and Control · Mathematics 2025-05-27 Francesco Carciaghi , Simone Magistri , Pierluigi Mansueto , Fabio Schoen

This article addresses the problem of derivative-free (single- or multi-objective) optimization subject to multiple inequality constraints. Both the objective and constraint functions are assumed to be smooth, non-linear and expensive to…

Computation · Statistics 2017-07-28 Paul Feliot , Julien Bect , Emmanuel Vazquez

Multi-Objective Optimization (MOO) techniques have become increasingly popular in recent years due to their potential for solving real-world problems in various fields, such as logistics, finance, environmental management, and engineering.…

Neural and Evolutionary Computing · Computer Science 2024-07-15 Noor A. Rashed , Yossra H. Ali , Tarik A. Rashid , A. Salih

Multi-objective optimization aims at finding trade-off solutions to conflicting objectives. These constitute the Pareto optimal set. In the context of expensive-to-evaluate functions, it is impossible and often non-informative to look for…

Machine Learning · Statistics 2020-02-20 David Gaudrie , Rodolphe Le Riche , Victor Picheny , Benoit Enaux , Vincent Herbert

Boolean satisfiability (SAT) is a propositional logic problem of determining whether an assignment of variables satisfies a Boolean formula. Many combinatorial optimization problems can be formulated in Boolean SAT logic -- either as k-SAT…

Optimization and Control · Mathematics 2026-03-12 Robert Simon Fong , Yanming Song , Alexander Yosifov

The most common procedure to solve a linear bilevel problem in the PES community is, by far, to transform it into an equivalent single-level problem by replacing the lower level with its KKT optimality conditions. Then, the complementarity…

Optimization and Control · Mathematics 2018-09-28 Salvador Pineda , Juan Miguel Morales

Multi-objective Bayesian optimization (MOBO) provides a principled framework for optimizing expensive black-box functions with multiple objectives. However, existing MOBO methods often struggle with coverage, scalability with respect to the…

Machine Learning · Computer Science 2026-04-20 Yaohong Yang , Sammie Katt , Samuel Kaski

Despite all the benefits of automated hyperparameter optimization (HPO), most modern HPO algorithms are black-boxes themselves. This makes it difficult to understand the decision process which leads to the selected configuration, reduces…

Machine Learning · Computer Science 2023-02-14 Julia Moosbauer , Giuseppe Casalicchio , Marius Lindauer , Bernd Bischl

Bilevel optimization is a field of significant theoretical and practical interest, yet solving such optimization problems remains challenging. Evolutionary methods have been employed to address these problems in the black-box setting;…

Neural and Evolutionary Computing · Computer Science 2026-04-06 Marc Ong , Youhei Akimoto

Bayesian optimization (BO) is a popular technique for sequential black-box function optimization, with applications including parameter tuning, robotics, environmental monitoring, and more. One of the most important challenges in BO is the…

Machine Learning · Computer Science 2018-03-29 Paul Rolland , Jonathan Scarlett , Ilija Bogunovic , Volkan Cevher

Bayesian optimization (BO) is a leading method for optimizing expensive black-box optimization and has been successfully applied across various scenarios. However, BO suffers from the curse of dimensionality, making it challenging to scale…

Machine Learning · Computer Science 2025-04-03 Vu Viet Hoang , Hung The Tran , Sunil Gupta , Vu Nguyen

The surrogate-assisted optimization algorithm is a promising approach for solving expensive multi-objective optimization problems. However, most existing surrogate-assisted multi-objective optimization algorithms have three main drawbacks:…

Neural and Evolutionary Computing · Computer Science 2018-11-06 Xi Lin , Hui-Ling Zhen , Zhenhua Li , Qingfu Zhang , Sam Kwong

Multi-Objective Optimization (MOO) is an important problem in real-world applications. However, for a non-trivial problem, no single solution exists that can optimize all the objectives simultaneously. In a typical MOO problem, the goal is…

Machine Learning · Computer Science 2024-09-17 Zhang Haishan , Diptesh Das , Koji Tsuda

Both bilevel and robust optimization are established fields of mathematical optimization and operations research. However, only until recently, the similarities in their mathematical structure has neither been studied theoretically nor…

Optimization and Control · Mathematics 2026-02-20 Henri Lefebvre , Martin Schmidt , Simon Stevens , Johannes Thürauf

Machine learning (ML) methods offer a wide range of configurable hyperparameters that have a significant influence on their performance. While accuracy is a commonly used performance objective, in many settings, it is not sufficient.…

Machine Learning · Computer Science 2023-09-27 Romain Egele , Tyler Chang , Yixuan Sun , Venkatram Vishwanath , Prasanna Balaprakash

Bayesian optimization (BO) is a typical approach to solve expensive optimization problems. In each iteration of BO, a Gaussian process(GP) model is trained using the previously evaluated solutions; then next candidate solutions for…

Neural and Evolutionary Computing · Computer Science 2022-06-23 Jixiang Chen , Fu Luo , Zhenkun Wang

The Boolean satisfiability (SAT) problem lies at the core of many applications in combinatorial optimization, software verification, cryptography, and machine learning. While state-of-the-art solvers have demonstrated high efficiency in…

Logic in Computer Science · Computer Science 2025-06-03 Zhiwei Zhang , Samy Wu Fung , Anastasios Kyrillidis , Stanley Osher , Moshe Y. Vardi

Neural Combinatorial Optimization (NCO) has emerged as a promising approach for NP-hard problems. However, prevailing RL-based methods suffer from low sample efficiency due to sparse rewards and underused solutions. We propose Best-anchored…

Machine Learning · Computer Science 2025-06-03 Zijun Liao , Jinbiao Chen , Debing Wang , Zizhen Zhang , Jiahai Wang