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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

Black-box optimization refers to the optimization problem whose objective function and/or constraint sets are either unknown, inaccessible, or non-existent. In many applications, especially with the involvement of humans, the only way to…

Multi-objective optimization (MOO) is a well-studied problem for several important recommendation problems. While multiple approaches have been proposed, in this work, we focus on using constrained optimization formulations (e.g., quadratic…

Applications · Statistics 2016-02-16 Kinjal Basu , Ankan Saha , Shaunak Chatterjee

For a wide range of applications the structure of systems like Neural Networks or complex simulations, is unknown and approximation is costly or even impossible. Black-box optimization seeks to find optimal (hyper-) parameters for these…

Machine Learning · Computer Science 2023-09-06 Janina Schreiber , Damar Wicaksono , Michael Hecht

Macro placement is the problem of placing memory blocks on a chip canvas. It can be formulated as a combinatorial optimization problem over sequence pairs, a representation which describes the relative positions of macros. Solving this…

Offline optimization aims to maximize a black-box objective function with a static dataset and has wide applications. In addition to the objective function being black-box and expensive to evaluate, numerous complex real-world problems…

Machine Learning · Computer Science 2024-06-07 Ke Xue , Rong-Xi Tan , Xiaobin Huang , Chao Qian

Multi-objective optimization (MOO) has been widely studied in literature because of its versatility in human-centered decision making in real-life applications. Recently, demand for dynamic MOO is fast-emerging due to tough market dynamics…

Artificial Intelligence · Computer Science 2026-04-14 Jiahuan Jin , Wenhao Zhao , Rong Qu , Jianfeng Ren , Xinan Chen , Qingfu Zhang , Ruibin Bai

Bayesian optimization (BO) is a powerful approach for seeking the global optimum of expensive black-box functions and has proven successful for fine tuning hyper-parameters of machine learning models. However, BO is practically limited to…

Machine Learning · Statistics 2020-09-28 Riccardo Moriconi , Marc P. Deisenroth , K. S. Sesh Kumar

This work aims at developing new methodologies to optimize computational costly complex systems (e.g., aeronautical engineering systems). The proposed surrogate-based method (often called Bayesian optimization) uses adaptive sampling to…

Many real world scientific and industrial applications require optimizing multiple competing black-box objectives. When the objectives are expensive-to-evaluate, multi-objective Bayesian optimization (BO) is a popular approach because of…

Machine Learning · Computer Science 2022-06-17 Samuel Daulton , David Eriksson , Maximilian Balandat , Eytan Bakshy

Multi-objective optimization (MOO) arises in many real-world applications where trade-offs between competing objectives must be carefully balanced. In the offline setting, where only a static dataset is available, the main challenge is…

Machine Learning · Computer Science 2026-02-16 Jatan Shrestha , Santeri Heiskanen , Kari Hepola , Severi Rissanen , Pekka Jääskeläinen , Joni Pajarinen

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

Black-box and preference-based optimization algorithms are global optimization procedures that aim to find the global solutions of an optimization problem using, respectively, the least amount of function evaluations or sample comparisons…

Optimization and Control · Mathematics 2022-02-04 Davide Previtali , Mirko Mazzoleni , Antonio Ferramosca , Fabio Previdi

Bayesian Optimization (BO) is a popular approach to optimizing expensive-to-evaluate black-box functions. Despite the success of BO, its performance may decrease exponentially as the dimensionality increases. A common framework to tackle…

Machine Learning · Computer Science 2024-12-24 Quoc-Anh Hoang Nguyen , The Hung Tran

Bayesian optimization (BO) is an efficient framework for optimization of black-box objectives when function evaluations are costly and gradient information is not easily accessible. BO has been successfully applied to automate the task of…

Machine Learning · Computer Science 2024-07-09 Pallavi Mitra , Felix Biessmann

Bayesian optimization is an effective method for solving expensive black-box optimization problems. Most existing methods use Gaussian processes (GP) as the surrogate model for approximating the black-box objective function, it is…

Machine Learning · Computer Science 2025-12-23 Wei Peng , Jianchen Hu , Kang Liu , Qiaozhu Zhai

Preferential Bayesian Optimization (PBO) is a sample-efficient method to learn latent user utilities from preferential feedback over a pair of designs. It relies on a statistical surrogate model for the latent function, usually a Gaussian…

Machine Learning · Statistics 2025-03-04 Xinyu Zhang , Daolang Huang , Samuel Kaski , Julien Martinelli

Many real world applications can be framed as multi-objective optimization problems, where we wish to simultaneously optimize for multiple criteria. Bayesian optimization techniques for the multi-objective setting are pertinent when the…

Machine Learning · Computer Science 2019-06-24 Biswajit Paria , Kirthevasan Kandasamy , Barnabás Póczos

In multi-objective optimization, a single decision vector must balance the trade-offs between many objectives. Solutions achieving an optimal trade-off are said to be Pareto optimal: these are decision vectors for which improving any one…

Optimization and Control · Mathematics 2023-08-07 Abhishek Roy , Geelon So , Yi-An Ma

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