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In this work, we consider multiobjective optimization problems with both bound constraints on the variables and general nonlinear constraints, where objective and constraint function values can only be obtained by querying a black box.…

Optimization and Control · Mathematics 2022-04-15 Giampaolo Liuzzi , Stefano Lucidi

Bayesian Optimization (BO) is a method for globally optimizing black-box functions. While BO has been successfully applied to many scenarios, developing effective BO algorithms that scale to functions with high-dimensional domains is still…

Machine Learning · Computer Science 2024-02-13 Yihang Shen , Carl Kingsford

To solve real-world expensive constrained multi-objective optimization problems (ECMOPs), surrogate/approximation models are commonly incorporated in evolutionary algorithms to pre-select promising candidate solutions for evaluation.…

Neural and Evolutionary Computing · Computer Science 2024-05-24 Kamrul Hasan Rahi

In multiobjective optimization, most branch and bound algorithms provide the decision maker with the whole Pareto front, and then decision maker could select a single solution finally. However, if the number of objectives is large, the…

Optimization and Control · Mathematics 2024-02-29 Weitian Wu , Xinmin Yang

Recent deep reinforcement learning methods have achieved remarkable success in solving multi-objective combinatorial optimization problems (MOCOPs) by decomposing them into multiple subproblems, each associated with a specific weight…

Artificial Intelligence · Computer Science 2026-03-23 Mingfeng Fan , Jianan Zhou , Yifeng Zhang , Yaoxin Wu , Jinbiao Chen , Guillaume Adrien Sartoretti

Many real-world black-box optimization problems have multiple conflicting objectives. Rather than attempting to approximate the entire set of Pareto-optimal solutions, interactive preference learning allows to focus the search on the most…

Machine Learning · Computer Science 2026-01-15 Hanyang Wang , Juergen Branke , Matthias Poloczek

Bayesian optimization (BO) is an efficient framework for solving black-box optimization problems with expensive function evaluations. This paper addresses the BO problem setting for combinatorial spaces (e.g., sequences and graphs) that…

Machine Learning · Computer Science 2022-02-07 Aryan Deshwal , Syrine Belakaria , Janardhan Rao Doppa

Bayesian optimization is a powerful optimization tool for problems where native first-order derivatives are unavailable. Recently, constrained Bayesian optimization (CBO) has been applied to many engineering applications where constraints…

Optimization and Control · Mathematics 2024-03-21 J. Wang , C. G. Petra , J. L. Peterson

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

Recent work on Bayesian optimization has shown its effectiveness in global optimization of difficult black-box objective functions. Many real-world optimization problems of interest also have constraints which are unknown a priori. In this…

Machine Learning · Statistics 2014-03-25 Michael A. Gelbart , Jasper Snoek , Ryan P. Adams

Finding specific preference-guided Pareto solutions that represent different trade-offs among multiple objectives is critical yet challenging in multi-objective problems. Existing methods are restrictive in preference definitions and/or…

Machine Learning · Computer Science 2025-03-28 Lisha Chen , AFM Saif , Yanning Shen , Tianyi Chen

The partially observable constrained optimization problems (POCOPs) impede data-driven optimization techniques since an infeasible solution of POCOPs can provide little information about the objective as well as the constraints. We endeavor…

Machine Learning · Computer Science 2023-12-27 Shengbo Wang , Ke Li

Bayesian optimization (BO) is an effective approach to optimize expensive black-box functions, that seeks to trade-off between exploitation (selecting parameters where the maximum is likely) and exploration (selecting parameters where we…

Machine Learning · Statistics 2021-10-19 Tristan Fauvel , Matthew Chalk

Bayesian optimization (BO) is a sample-efficient approach to optimizing costly-to-evaluate black-box functions. Most BO methods ignore how evaluation costs may vary over the optimization domain. However, these costs can be highly…

Machine Learning · Computer Science 2021-11-15 Raul Astudillo , Daniel R. Jiang , Maximilian Balandat , Eytan Bakshy , Peter I. Frazier

Many real-world optimisation problems such as hyperparameter tuning in machine learning or simulation-based optimisation can be formulated as expensive-to-evaluate black-box functions. A popular approach to tackle such problems is Bayesian…

Machine Learning · Computer Science 2021-05-28 Juan Ungredda , Juergen Branke

Bayesian optimization (BO) is a framework for global optimization of expensive-to-evaluate objective functions. Classical BO methods assume that the objective function is a black box. However, internal information about objective function…

Machine Learning · Computer Science 2022-01-04 Raul Astudillo , Peter I. Frazier

Optimizing expensive to evaluate black-box functions over an input space consisting of all permutations of d objects is an important problem with many real-world applications. For example, placement of functional blocks in hardware design…

Machine Learning · Computer Science 2021-12-03 Aryan Deshwal , Syrine Belakaria , Janardhan Rao Doppa , Dae Hyun Kim

Bayesian optimization is a promising methodology for analog circuit synthesis. However, the sequential nature of the Bayesian optimization framework significantly limits its ability to fully utilize real-world computational resources. In…

Machine Learning · Computer Science 2021-06-30 Shuhan Zhang , Fan Yang , Changhao Yan , Dian Zhou , Xuan Zeng

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…

Bayesian Optimization, leveraging Gaussian process models, has proven to be a powerful tool for minimizing expensive-to-evaluate objective functions by efficiently exploring the search space. Extensions such as constrained Bayesian…

Computation · Statistics 2025-06-03 Yezhuo Li , Qiong Zhang , Madhura Limaye , Gang Li
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