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This study considers multi-objective Bayesian optimization (MOBO) through the information gain of the Pareto-frontier. To calculate the information gain, a predictive distribution conditioned on the Pareto-frontier plays a key role, which…

Machine Learning · Computer Science 2025-09-04 Masanori Ishikura , Masayuki Karasuyama

Dealing with multi-objective problems by using generation methods has some interesting advantages since it provides the decision-maker with the complete information about the set of non-dominated points (Pareto front) and a clear overview…

Optimization and Control · Mathematics 2022-09-09 Mariana Mesquita-Cunha , José Rui Figueira , Ana Paula Barbosa-Póvoa

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

Molecular property optimization (MPO) problems are inherently challenging since they are formulated over discrete, unstructured spaces and the labeling process involves expensive simulations or experiments, which fundamentally limits the…

Biomolecules · Quantitative Biology 2024-01-04 Farshud Sorourifar , Thomas Banker , Joel A. Paulson

A novel multiscale consensus-based optimization (CBO) algorithm for solving bi- and tri-level optimization problems is introduced. Existing CBO techniques are generalized by the proposed method through the employment of multiple interacting…

Optimization and Control · Mathematics 2025-06-23 Michael Herty , Yuyang Huang , Dante Kalise , Hicham Kouhkouh

This work proposes a novel multi-objective optimization approach that globally finds a representative non-inferior set of solutions, also known as Pareto-optimal solutions, by automatically formulating and solving a sequence of weighted sum…

Optimization and Control · Mathematics 2023-12-11 Marcos M. Raimundo , Paulo A. V. Ferreira , Fernando J. Von Zuben

This work proposes a novel multi-objective optimization approach that globally finds a representative non-inferior set of solutions, also known as Pareto-optimal solutions, by automatically formulating and solving a sequence of weighted sum…

Optimization and Control · Mathematics 2023-12-11 Marcos M. Raimundo , Fernando J. Von Zuben

We consider the problem of constrained multi-objective blackbox optimization using expensive function evaluations, where the goal is to approximate the true Pareto set of solutions satisfying a set of constraints while minimizing the number…

Machine Learning · Computer Science 2020-11-24 Syrine Belakaria , Aryan Deshwal , Janardhan Rao Doppa

Model predictive control (MPC) is a promising approach for the lateral and longitudinal control of autonomous vehicles. However, the parameterization of the MPC with respect to high-level requirements such as passenger comfort as well as…

Systems and Control · Electrical Eng. & Systems 2022-12-14 David Stenger , Robert Ritschel , Felix Krabbes , Rick Voßwinkel , Hendrik Richter

Quantum devices can be used to solve constrained combinatorial optimization (COPT) problems thanks to the use of penalization methods to embed the COPT problem's constraints in its objective to obtain a quadratic unconstrained binary…

Quantum Physics · Physics 2021-01-26 Rodolfo Quintero , David Bernal , Tamás Terlaky , Luis F. Zuluaga

Multi-Objective Markov Decision Processes (MO-MDPs) are receiving increasing attention, as real-world decision-making problems often involve conflicting objectives that cannot be addressed by a single-objective MDP. The Pareto front…

Machine Learning · Computer Science 2025-02-11 Yining Li , Peizhong Ju , Ness B. Shroff

Multi-objective Bayesian optimization (MOBO) has shown promising performance on various expensive multi-objective optimization problems (EMOPs). However, effectively modeling complex distributions of the Pareto optimal solutions is…

Machine Learning · Computer Science 2024-05-15 Bingdong Li , Zixiang Di , Yongfan Lu , Hong Qian , Feng Wang , Peng Yang , Ke Tang , Aimin Zhou

In this paper, an evolutionary many-objective optimization algorithm based on corner solution search (MaOEA-CS) was proposed. MaOEA-CS implicitly contains two phases: the exploitative search for the most important boundary optimal solutions…

Artificial Intelligence · Computer Science 2018-06-11 Xinye Cai , Haoran Sun , Chunyang Zhu , Zhenyu Li , Qingfu Zhang

Many real-world applications involve black-box optimization of multiple objectives using continuous function approximations that trade-off accuracy and resource cost of evaluation. For example, in rocket launching research, we need to find…

Machine Learning · Statistics 2020-11-24 Syrine Belakaria , Aryan Deshwal , Janardhan Rao Doppa

Robust optimization provides a principled and unified framework to model many problems in modern operations research and computer science applications, such as risk measures minimization and adversarially robust machine learning. To use a…

Optimization and Control · Mathematics 2024-10-04 Hao Hao , Peter Zhang

Consensus-based optimization (CBO) is a versatile multi-particle optimization method for performing nonconvex and nonsmooth global optimizations in high dimensions. Proofs of global convergence in probability have been achieved for a broad…

Optimization and Control · Mathematics 2026-01-13 Jonas Beddrich , Enis Chenchene , Massimo Fornasier , Hui Huang , Barbara Wohlmuth

The success of modern parallel paradigms such as MapReduce, Hadoop, or Spark, has attracted a significant attention to the Massively Parallel Computation (MPC) model over the past few years, especially on graph problems. In this work, we…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-05-07 Soheil Behnezhad , Mahsa Derakhshan , MohammadTaghi Hajiaghayi , Richard M. Karp

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

It is well known that, under very weak assumptions, multiobjective optimization problems admit $(1+\varepsilon,\dots,1+\varepsilon)$-approximation sets (also called $\varepsilon$-Pareto sets) of polynomial cardinality (in the size of the…

Optimization and Control · Mathematics 2023-05-25 Cristina Bazgan , Arne Herzel , Stefan Ruzika , Clemens Thielen , Daniel Vanderpooten

The multi-objective optimization is to optimize several objective functions over a common feasible set. Since the objectives usually do not share a common optimizer, people often consider (weakly) Pareto points. This paper studies…

Optimization and Control · Mathematics 2023-12-05 Jiawang Nie , Zi Yang