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Related papers: Multi-Fidelity Multi-Objective Bayesian Optimizati…

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Multi-fidelity Bayesian Optimization (MFBO) is a promising framework to speed up materials and molecular discovery as sources of information of different accuracies are at hand at increasing cost. Despite its potential use in chemical…

This paper addresses the problem of constrained multi-objective optimization over black-box objective functions with practitioner-specified preferences over the objectives when a large fraction of the input space is infeasible (i.e.,…

Machine Learning · Computer Science 2023-03-24 Alaleh Ahmadianshalchi , Syrine Belakaria , Janardhan Rao Doppa

Beam parameter optimization in accelerators involves multiple, sometimes competing objectives. Condensing these individual objectives into a single figure of merit unavoidably results in a bias towards particular outcomes, in absence of…

Accelerator Physics · Physics 2022-12-26 Faran Irshad , Stefan Karsch , Andreas Döpp

Aircraft design relies heavily on solving challenging and computationally expensive Multidisciplinary Design Optimization problems. In this context, there has been growing interest in multi-fidelity models for Bayesian optimization to…

Optimization and Control · Mathematics 2026-04-01 Oihan Cordelier , Youssef Diouane , Nathalie Bartoli , Eric Laurendeau

Optimistic methods have been applied with success to single-objective optimization. Here, we attempt to bridge the gap between optimistic methods and multi-objective optimization. In particular, this paper is concerned with solving…

Optimization and Control · Mathematics 2016-12-28 Abdullah Al-Dujaili , S. Suresh

We present MESMOC+, an improved version of Max-value Entropy search for Multi-Objective Bayesian optimization with Constraints (MESMOC). MESMOC+ can be used to solve constrained multi-objective problems when the objectives and the…

Bayesian optimization (BO) is a powerful framework for optimizing black-box, expensive-to-evaluate functions. Over the past decade, many algorithms have been proposed to integrate cheaper, lower-fidelity approximations of the objective…

Machine Learning · Computer Science 2023-02-27 Petrus Mikkola , Julien Martinelli , Louis Filstroff , Samuel Kaski

Many-objective optimisation, a subset of multi-objective optimisation, involves optimisation problems with more than three objectives. As the number of objectives increases, the number of solutions needed to adequately represent the entire…

Artificial Intelligence · Computer Science 2026-04-13 Chao Jiang , Jingyu Huang , Miqing Li

Expensive multi-objective optimization problems can be found in many real-world applications, where their objective function evaluations involve expensive computations or physical experiments. It is desirable to obtain an approximate Pareto…

Neural and Evolutionary Computing · Computer Science 2022-10-18 Xi Lin , Zhiyuan Yang , Xiaoyuan Zhang , Qingfu Zhang

Radio resource allocation often calls for the optimization of black-box objective functions whose evaluation is expensive in real-world deployments. Conventional optimization methods apply separately to each new system configuration,…

Signal Processing · Electrical Eng. & Systems 2025-01-09 Yunchuan Zhang , Sangwoo Park , Osvaldo Simeone

There are a lot of real-world black-box optimization problems that need to optimize multiple criteria simultaneously. However, in a multi-objective optimization (MOO) problem, identifying the whole Pareto front requires the prohibitive…

Machine Learning · Computer Science 2023-11-23 Ryota Ozaki , Kazuki Ishikawa , Youhei Kanzaki , Shinya Suzuki , Shion Takeno , Ichiro Takeuchi , Masayuki Karasuyama

In this paper, we consider black-box multiobjective optimization problems in which all objective functions are not given analytically. In multiobjective optimization, it is important to produce a set of uniformly distributed discrete…

Optimization and Control · Mathematics 2022-02-11 Kwang-Hui Ju , Ju-Song Kim

With modern requirements, there is an increasing tendency of considering multiple objectives/criteria simultaneously in many Software Engineering (SE) scenarios. Such a multi-objective optimization scenario comes with an important issue --…

Software Engineering · Computer Science 2020-12-01 Miqing Li , Tao Chen , Xin Yao

Balancing competing objectives is omnipresent across disciplines, from drug design to autonomous systems. Multi-objective Bayesian optimization is a promising solution for such expensive, black-box problems: it fits probabilistic surrogates…

Machine Learning · Computer Science 2026-05-13 Xinyu Zhang , Conor Hassan , Julien Martinelli , Daolang Huang , Samuel Kaski

This work introduces a novel blackbox optimization algorithm for computationally expensive constrained multi-fidelity problems. When applying a direct search method to such problems, the scarcity of feasible points may lead to numerous…

Optimization and Control · Mathematics 2025-04-09 Stéphane Alarie , Charles Audet , Miguel Diago , Sébastien Le Digabel , Xavier Lebeuf

Multiobjective optimization (MOO) is prevalent in numerous applications, in which a Pareto front (PF) is constructed to display optima under various preferences. Previous methods commonly utilize the set of Pareto objectives (particles on…

Machine Learning · Computer Science 2024-02-16 Xiaoyuan Zhang , Xi Lin , Yichi Zhang , Yifan Chen , Qingfu Zhang

In this study, we propose a novel multi-objective Bayesian optimization (MOBO) method to efficiently identify the Pareto front (PF) defined by risk measures for black-box functions under the presence of input uncertainty (IU). Existing BO…

Machine Learning · Statistics 2023-11-27 Yu Inatsu , Shion Takeno , Hiroyuki Hanada , Kazuki Iwata , Ichiro Takeuchi

Recently, multi-fidelity Bayesian optimization (MFBO) has been successfully applied to many engineering design optimization problems, where the cost of high-fidelity simulations and experiments can be prohibitive. However, challenges remain…

Numerical Analysis · Mathematics 2025-10-14 Jingyi Wang , Nai-Yuan Chiang , Tucker Hartland , J. Luc Peterson , Jerome Solberg , Cosmin G. Petra

Expensive multi-objective optimization is a prevalent and crucial concern in many real-world scenarios, where sample-efficiency is vital due to the limited evaluations to recover the true Pareto front for decision making. Existing works…

Machine Learning · Computer Science 2026-02-03 Yiming Yao , Fei Liu , Liang Zhao , Xi Lin , Yilu Liu , Qingfu Zhang

Bayesian optimization is popular for optimizing time-consuming black-box objectives. Nonetheless, for hyperparameter tuning in deep neural networks, the time required to evaluate the validation error for even a few hyperparameter settings…

Machine Learning · Computer Science 2019-03-13 Jian Wu , Saul Toscano-Palmerin , Peter I. Frazier , Andrew Gordon Wilson