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One-max search is a classic problem in online decision-making, in which a trader acts on a sequence of revealed prices and accepts one of them irrevocably to maximise its profit. The problem has been studied both in probabilistic and in…

Data Structures and Algorithms · Computer Science 2025-02-11 Ziyad Benomar , Lorenzo Croissant , Vianney Perchet , Spyros Angelopoulos

Multi-objective optimization is a widely studied problem in diverse fields, such as engineering and finance, that seeks to identify a set of non-dominated solutions that provide optimal trade-offs among competing objectives. However, the…

Neural and Evolutionary Computing · Computer Science 2024-01-15 Arash Heidari , Sebastian Rojas Gonzalez , Tom Dhaene , Ivo Couckuyt

Multi-task learning is a powerful method for solving multiple correlated tasks simultaneously. However, it is often impossible to find one single solution to optimize all the tasks, since different tasks might conflict with each other.…

Machine Learning · Computer Science 2020-01-01 Xi Lin , Hui-Ling Zhen , Zhenhua Li , Qingfu Zhang , Sam Kwong

Monte-Carlo Tree Search (MCTS) is a class of methods for solving complex decision-making problems through the synergy of Monte-Carlo planning and Reinforcement Learning (RL). The highly combinatorial nature of the problems commonly…

Artificial Intelligence · Computer Science 2022-02-16 Tuan Dam , Carlo D'Eramo , Jan Peters , Joni Pajarinen

We consider a multi-objective optimization problem with objective functions that are expensive to evaluate. The decision maker (DM) has unknown preferences, and so the standard approach is to generate an approximation of the Pareto front…

Machine Learning · Computer Science 2021-05-28 Juan Ungredda , Mariapia Marchi , Teresa Montrone , Juergen Branke

An important challenge in multi-objective reinforcement learning is obtaining a Pareto front of policies to attain optimal performance under different preferences. We introduce Iterated Pareto Referent Optimisation (IPRO), which decomposes…

Machine Learning · Computer Science 2025-02-07 Willem Röpke , Mathieu Reymond , Patrick Mannion , Diederik M. Roijers , Ann Nowé , Roxana Rădulescu

Real-world problems are often multi-objective with decision-makers unable to specify a priori which trade-off between the conflicting objectives is preferable. Intuitively, building machine learning solutions in such cases would entail…

Machine Learning · Computer Science 2021-10-20 Timo M. Deist , Monika Grewal , Frank J. W. M. Dankers , Tanja Alderliesten , Peter A. N. Bosman

In LLM alignment and many other ML applications, one often faces the Multi-Objective Fine-Tuning (MOFT) problem, i.e., fine-tuning an existing model with datasets labeled w.r.t. different objectives simultaneously. To address the challenge,…

Machine Learning · Computer Science 2025-06-23 Yinuo Ren , Tesi Xiao , Michael Shavlovsky , Lexing Ying , Holakou Rahmanian

This paper focuses on developing Pareto-optimal estimation and policy learning to identify the most effective treatment that maximizes the total reward from both short-term and long-term effects, which might conflict with each other. For…

Machine Learning · Computer Science 2024-03-13 Yingrong Wang , Anpeng Wu , Haoxuan Li , Weiming Liu , Qiaowei Miao , Ruoxuan Xiong , Fei Wu , Kun Kuang

Many real-world scenarios require multiple agents to coordinate in shared environments, while balancing trade-offs between multiple, potentially competing objectives. Current multi-objective multi-agent path finding (MO-MAPF) algorithms…

Artificial Intelligence · Computer Science 2025-10-14 Pulkit Rustagi , Kyle Hollins Wray , Sandhya Saisubramanian

We present GP-MOBO, a novel multi-objective Bayesian Optimization algorithm that advances the state-of-the-art in molecular optimization. Our approach integrates a fast minimal package for Exact Gaussian Processes (GPs) capable of…

Machine Learning · Computer Science 2025-08-21 Anabel Yong

In solving multi-modal, multi-objective optimization problems (MMOPs), the objective is not only to find a good representation of the Pareto-optimal front (PF) in the objective space but also to find all equivalent Pareto-optimal subsets…

Neural and Evolutionary Computing · Computer Science 2022-10-24 Tapabrata Ray , Mohammad Mohiuddin Mamun , Hemant Kumar Singh

Determining optimal well placements and controls are two important tasks in oil field development. These problems are computationally expensive, nonconvex, and contain multiple optima. The practical solution of these problems require…

Optimization and Control · Mathematics 2016-09-02 Xiang Wang , Ronald D. Haynes , Qihong Feng

Molecular discovery is a multi-objective optimization problem that requires identifying a molecule or set of molecules that balance multiple, often competing, properties. Multi-objective molecular design is commonly addressed by combining…

Quantitative Methods · Quantitative Biology 2023-10-17 Jenna C. Fromer , Connor W. Coley

We consider the problem of constructing an approximation of the Pareto curve associated with the multiobjective optimization problem $\min_{\mathbf{x} \in \mathbf{S}}\{ (f_1(\mathbf{x}), f_2(\mathbf{x})) \}$, where $f_1$ and $f_2$ are two…

Optimization and Control · Mathematics 2014-06-17 Victor Magron , Didier Henrion , Jean-Bernard Lasserre

For many applications of reinforcement learning it can be more convenient to specify both a reward function and constraints, rather than trying to design behavior through the reward function. For example, systems that physically interact…

Machine Learning · Computer Science 2017-05-31 Joshua Achiam , David Held , Aviv Tamar , Pieter Abbeel

In multi-objective optimization, the set of optimal trade-offs -- the Pareto front -- often contains regions that are extremely steep or flat. The Pareto optimal points in these regions are typically of limited interest for decision-making,…

Optimization and Control · Mathematics 2026-02-26 Markus Herrmann-Wicklmayr , Kathrin Flaßkamp

A new method to estimate the Pareto Front (PF) in bi-objective optimization problems is presented. Assuming a continuous PF, the approach, named ROBBO (RObust and Balanced Bi-objective Optimization), needs to sample at most a finite,…

Optimization and Control · Mathematics 2025-06-24 Roberto Boffadossi , Marco Leonesio , Lorenzo Fagiano

Reinforcement learning (RL) has achieved promising results on most robotic control tasks. Safety of learning-based controllers is an essential notion of ensuring the effectiveness of the controllers. Current methods adopt whole consistency…

Robotics · Computer Science 2023-07-31 Haotian Xu , Shengjie Wang , Zhaolei Wang , Yunzhe Zhang , Qing Zhuo , Yang Gao , Tao Zhang

Safe reinforcement learning (safe RL) aims to respect safety requirements while optimizing long-term performance. In many practical applications, however, the problem involves an infinite number of constraints, known as semi-infinite safe…

Machine Learning · Computer Science 2025-11-07 Jiaming Zhang , Yujie Yang , Haoning Wang , Liping Zhang , Shengbo Eben Li
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