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Bayesian optimization (BO) offers an efficient pipeline for optimizing black-box functions with the help of a Gaussian process prior and an acquisition function (AF). Recently, in the context of single-objective BO, learning-based AFs…

Machine Learning · Computer Science 2025-05-30 Yu-Heng Hung , Kai-Jie Lin , Yu-Heng Lin , Chien-Yi Wang , Cheng Sun , Ping-Chun Hsieh

A multiple objective simulation optimization algorithm named Multiple Objective Probabilistic Branch and Bound with Single Observation (MOPBnB(so)) is presented for approximating the Pareto optimal set and the associated efficient frontier…

Optimization and Control · Mathematics 2025-06-06 Hao Huang , Zelda B. Zabinsky

Existing studies in black-box optimization for machine learning suffer from low generalizability, caused by a typically selective choice of problem instances used for training and testing different optimization algorithms. Among other…

We present an algorithm for multi-objective optimization of computationally expensive problems. The proposed algorithm is based on solving a set of surrogate problems defined by models of the real one, so that only solutions estimated to be…

Neural and Evolutionary Computing · Computer Science 2021-04-20 Santiago Cuervo , Miguel Melgarejo , Angie Blanco-Cañon , Laura Reyes-Fajardo , Sergio Rojas-Galeano

Data-driven evolutionary algorithms has shown surprising results in addressing expensive optimization problems through robust surrogate modeling. Though promising, existing surrogate modeling schemes may encounter limitations in complex…

Neural and Evolutionary Computing · Computer Science 2025-12-18 Xian-Rong Zhang , Yue-Jiao Gong , Zeyuan Ma , Jun Zhang

Bayesian optimization (BO) is a popular approach for sample-efficient optimization of black-box objective functions. While BO has been successfully applied to a wide range of scientific applications, traditional approaches to…

Machine Learning · Computer Science 2023-05-04 Natalie Maus , Kaiwen Wu , David Eriksson , Jacob Gardner

Multi-objective optimization aims to solve problems with competing objectives. Evaluating such problems is often slow or expensive, limiting the budget of evaluations. In many applications, historical data from related optimization tasks is…

Machine Learning · Computer Science 2026-05-12 Leonard Papenmeier , Petru Tighineanu

Recently, evolutionary multitasking has been employed to generate a ``set of Pareto sets" (SOS) for machine learning models, addressing diverse task settings across heterogeneous environments. This involves creating a repository of compact,…

Neural and Evolutionary Computing · Computer Science 2026-04-07 Jiao Liu , Yew Soon Ong , Melvin Wong

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

In multi-objective black-box optimization, the goal is typically to find solutions that optimize a set of $T$ black-box objective functions, $f_1, \ldots f_T$, simultaneously. Traditional approaches often seek a single Pareto-optimal set…

The selection of the most appropriate algorithm to solve a given problem instance, known as algorithm selection, is driven by the potential to capitalize on the complementary performance of different algorithms across sets of problem…

Machine Learning · Computer Science 2024-06-12 Gjorgjina Cenikj , Ana Nikolikj , Gašper Petelin , Niki van Stein , Carola Doerr , Tome Eftimov

Model-based methods are popular in derivative-free optimization (DFO). In most of them, a single model function is built to approximate the objective function. This is generally based on the assumption that the objective function is one…

Optimization and Control · Mathematics 2023-01-04 Yiwen Chen , Gabriel Jarry-Bolduc , Warren Hare

Multi-objective optimization aims at finding trade-off solutions to conflicting objectives. These constitute the Pareto optimal set. In the context of expensive-to-evaluate functions, it is impossible and often non-informative to look for…

Machine Learning · Statistics 2020-02-20 David Gaudrie , Rodolphe Le Riche , Victor Picheny , Benoit Enaux , Vincent Herbert

Subspace optimization methods have the attractive property of reducing large-scale optimization problems to a sequence of low-dimensional subspace optimization problems. However, existing subspace optimization frameworks adopt a fixed…

Optimization and Control · Mathematics 2022-03-03 Yoni Choukroun , Michael Katz

The goal of multi-objective optimization is to understand optimal trade-offs between competing objective functions by finding the Pareto front, i.e., the set of all Pareto optimal solutions, where no objective can be improved without…

In the current paper, we present an optimization system solving multi objective production scheduling problems (MOOPPS). The identification of Pareto optimal alternatives or at least a close approximation of them is possible by a set of…

Artificial Intelligence · Computer Science 2008-09-08 Martin Josef Geiger

Pareto optimization via evolutionary multi-objective algorithms has been shown to efficiently solve constrained monotone submodular functions. Traditionally when solving multiple problems, the algorithm is run for each problem separately.…

Neural and Evolutionary Computing · Computer Science 2026-04-17 Liam Wigney , Frank Neumann

This paper proposes MOON (Multi-Objective Optimization-driven Object-goal Navigation), a novel framework designed for efficient navigation in large-scale, complex indoor environments. While existing methods often rely on local heuristics,…

Robotics · Computer Science 2026-01-06 Daigo Nakajima , Kanji Tanaka , Daiki Iwata , Kouki Terashima

Linear-parametric optimization, where multiple objectives are combined into a single objective using linear combinations with parameters as coefficients, has numerous links to other fields in optimization and a wide range of application…

Optimization and Control · Mathematics 2025-01-22 Levin Nemesch , Stefan Ruzika , Clemens Thielen , Alina Wittmann

Solving many-objective problems (MaOPs) is still a significant challenge in the multi-objective optimization (MOO) field. One way to measure algorithm performance is through the use of benchmark functions (also called test functions or test…

Neural and Evolutionary Computing · Computer Science 2020-02-13 Ivan Reinaldo Meneghini , Marcos Antonio Alves , António Gaspar-Cunha , Frederico Gadelha Guimarães