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Pareto Set Learning (PSL) is a promising approach for approximating the entire Pareto front in multi-objective optimization (MOO) problems. However, existing derivative-free PSL methods are often unstable and inefficient, especially for…

Machine Learning · Computer Science 2024-02-12 Quang-Huy Nguyen , Long P. Hoang , Hoang V. Viet , Dung D. Le

Multiobjective optimization plays an increasingly important role in modern applications, where several criteria are often of equal importance. The task in multiobjective optimization and multiobjective optimal control is therefore to…

We present HIghly Parallelisable Pareto Optimisation (HIPPO) -- a batch acquisition function that enables multi-objective Bayesian optimisation methods to efficiently exploit parallel processing resources. Multi-Objective Bayesian…

Machine Learning · Computer Science 2022-06-28 Andrei Paleyes , Henry B. Moss , Victor Picheny , Piotr Zulawski , Felix Newman

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

Information-theoretic Bayesian optimization techniques have become popular for optimizing expensive-to-evaluate black-box functions due to their non-myopic qualities. Entropy Search and Predictive Entropy Search both consider the entropy…

Machine Learning · Computer Science 2023-01-18 Carl Hvarfner , Frank Hutter , Luigi Nardi

A homotopy method for multi-objective optimization that produces uniformly sampled Pareto fronts by construction is presented. While the algorithm is general, of particular interest is application to simulation-based engineering…

Optimization and Control · Mathematics 2015-05-13 Andreas Adelmann , Peter Arbenz , Andrew Foster , Yves Ineichen

In decision-making problems, the outcome of an intervention often depends on the causal relationships between system components and is highly costly to evaluate. In such settings, causal Bayesian optimization (CBO) can exploit the causal…

Machine Learning · Statistics 2025-02-21 Shriya Bhatija , Paul-David Zuercher , Jakob Thumm , Thomas Bohné

As the interest in multi- and many-objective optimization algorithms grows, the performance comparison of these algorithms becomes increasingly important. A large number of performance indicators for multi-objective optimization algorithms…

Artificial Intelligence · Computer Science 2024-11-28 Amin Ibrahim , Azam Asilian Bidgoli , Shahryar Rahnamayan , Kalyanmoy Deb

In this article, we present an efficient descent method for locally Lipschitz continuous multiobjective optimization problems (MOPs). The method is realized by combining a theoretical result regarding the computation of descent directions…

Optimization and Control · Mathematics 2021-03-05 Bennet Gebken , Sebastian Peitz

Particle accelerators require constant tuning during operation to meet beam quality, total charge and particle energy requirements for use in a wide variety of physics, chemistry and biology experiments. Maximizing the performance of an…

Accelerator Physics · Physics 2021-06-16 Ryan Roussel , Adi Hanuka , Auralee Edelen

The problem of identifying the best answer among a collection of items having real-valued distribution is well-understood. Despite its practical relevance for many applications, fewer works have studied its extension when multiple and…

Machine Learning · Statistics 2024-11-08 Cyrille Kone , Marc Jourdan , Emilie Kaufmann

In the domain of multi-objective optimization, evolutionary algorithms are distinguished by their capability to generate a diverse population of solutions that navigate the trade-offs inherent among competing objectives. This has catalyzed…

Neural and Evolutionary Computing · Computer Science 2025-01-07 Yuxin Ma , Zherui Zhang , Ran Cheng , Yaochu Jin , Kay Chen Tan

In contrast to single-objective optimization (SOO), multi-objective optimization (MOO) requires an optimizer to find the Pareto frontier, a subset of feasible solutions that are not dominated by other feasible solutions. In this paper, we…

Machine Learning · Computer Science 2024-08-13 Yiyang Zhao , Linnan Wang , Kevin Yang , Tianjun Zhang , Tian Guo , Yuandong Tian

Decomposition has become an increasingly popular technique for evolutionary multi-objective optimization (EMO). A decomposition-based EMO algorithm is usually designed to approximate a whole Pareto-optimal front (PF). However, in practice,…

Neural and Evolutionary Computing · Computer Science 2018-10-02 Ke Li , Renzhi Chen , Dragan Savic , Xin Yao

In this article we show that the boundary of the Pareto critical set of an unconstrained multiobjective optimization problem (MOP) consists of Pareto critical points of subproblems considering subsets of the objective functions. If the…

Optimization and Control · Mathematics 2020-12-18 Bennet Gebken , Sebastian Peitz , Michael Dellnitz

According to the published papers and books since the turn of the century, Pareto optimization is the dominating assessment method for multi-objective nonlinear optimization problems treated by population-based optimizers like Evolutionary…

Neural and Evolutionary Computing · Computer Science 2022-03-08 Wilfried Jakob , Christian Blume

Multiobjective combinatorial optimization (MOCO) problems can be found in many real-world applications. However, exactly solving these problems would be very challenging, particularly when they are NP-hard. Many handcrafted heuristic…

Machine Learning · Computer Science 2022-05-10 Xi Lin , Zhiyuan Yang , Qingfu Zhang

Many real-world decision-making problems involve optimizing multiple objectives simultaneously, rendering the selection of the most preferred solution a non-trivial problem: All Pareto optimal solutions are viable candidates, and it is…

Artificial Intelligence · Computer Science 2025-11-17 Niclas Boehmer , Maximilian T. Wittmann

The efficient optimization method for locally Lipschitz continuous multiobjective optimization problems from [1] is extended from finite-dimensional problems to general Hilbert spaces. The method iteratively computes Pareto critical points,…

Optimization and Control · Mathematics 2024-02-12 Konstantin Sonntag , Bennet Gebken , Georg Müller , Sebastian Peitz , Stefan Volkwein

In this study, a nondominated-solution-based multi-objective greedy method is proposed and applied to a sensor selection problem based on the multiple indices of the optimal design of experiments. The proposed method simultaneously…

Signal Processing · Electrical Eng. & Systems 2023-06-21 Kumi Nakai , Yasuo Sasaki , Takayuki Nagata , Keigo Yamada , Yuji Saito , Taku Nonomura