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Expensive multi-objective optimization problems (EMOPs) are common in real-world scenarios where evaluating objective functions is costly and involves extensive computations or physical experiments. Current Pareto set learning methods for…

Machine Learning · Computer Science 2025-03-18 Minh-Duc Nguyen , Phuong Mai Dinh , Quang-Huy Nguyen , Long P. Hoang , Dung D. Le

Countless science and engineering applications in multi-objective optimization (MOO) necessitate that decision-makers (DMs) select a Pareto-optimal (PO) solution which aligns with their preferences. Evaluating individual solutions is often…

Balancing competing objectives is omnipresent across disciplines, from drug design to autonomous systems. Multi-objective Bayesian optimization is a promising solution for such expensive, black-box problems: it fits probabilistic surrogates…

Machine Learning · Computer Science 2026-05-13 Xinyu Zhang , Conor Hassan , Julien Martinelli , Daolang Huang , Samuel Kaski

Positive linear programs (LP), also known as packing and covering linear programs, are an important class of problems that bridges computer science, operations research, and optimization. Despite the consistent efforts on this problem, all…

Data Structures and Algorithms · Computer Science 2016-11-15 Zeyuan Allen-Zhu , Lorenzo Orecchia

Creating diverse sets of high quality solutions has become an important problem in recent years. Previous works on diverse solutions problems consider solutions' objective quality and diversity where one is regarded as the optimization goal…

Neural and Evolutionary Computing · Computer Science 2024-01-17 Anh Viet Do , Mingyu Guo , Aneta Neumann , Frank Neumann

Recent advanced large language models (LLMs) have showcased their emergent capability of in-context learning, facilitating intelligent decision-making through natural language prompts without retraining. This new machine learning paradigm…

Computational Engineering, Finance, and Science · Computer Science 2024-12-12 Xinxin Zhang , Zhuoqun Xu , Guangpu Zhu , Chien Ming Jonathan Tay , Yongdong Cui , Boo Cheong Khoo , Lailai Zhu

State-of-the-art multi-objective optimization often assumes a known utility function, learns it interactively, or computes the full Pareto front-each requiring costly expert input.~Real-world problems, however, involve implicit preferences…

Machine Learning · Computer Science 2025-10-01 Farha A. Khan , Tanmay Chakraborty , Jörg P. Dietrich , Christian Wirth

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

Many real-world applications require solving families of expensive multi-objective optimization problems~(EMOPs) under varying operational conditions. This can be formulated as parametric expensive multi-objective optimization problems…

Machine Learning · Computer Science 2026-05-11 Tingyang Wei , Jiao Liu , Abhishek Gupta , Chin Chun Ooi , Puay Siew Tan , Yew-Soon Ong

Sequential decision-making problems with multiple objectives arise naturally in practice and pose unique challenges for research in decision-theoretic planning and learning, which has largely focused on single-objective settings. This…

Artificial Intelligence · Computer Science 2014-02-05 Diederik Marijn Roijers , Peter Vamplew , Shimon Whiteson , Richard Dazeley

Decision diagrams (DDs) have emerged as a state-of-the-art method for exact multiobjective integer linear programming. When the DD is too large to fit into memory or the decision-maker prefers a fast approximation to the Pareto frontier,…

Artificial Intelligence · Computer Science 2026-03-20 Rahul Patel , Elias B. Khalil , David Bergman

We present a model-agnostic framework for jointly optimizing the predictive performance and interpretability of supervised machine learning models for tabular data. Interpretability is quantified via three measures: feature sparsity,…

Machine Learning · Computer Science 2023-07-18 Lennart Schneider , Bernd Bischl , Janek Thomas

Finding global optima in high-dimensional optimization problems is extremely challenging since the number of function evaluations required to sufficiently explore the search space increases exponentially with its dimensionality.…

Machine Learning · Computer Science 2022-11-04 Julian F. Schumann , Alejandro M. Aragón

In this paper, we consider black-box multiobjective optimization problems in which all objective functions are not given analytically. In multiobjective optimization, it is important to produce a set of uniformly distributed discrete…

Optimization and Control · Mathematics 2022-02-11 Kwang-Hui Ju , Ju-Song Kim

Offline multi-objective optimization aims to identify Pareto-optimal solutions given a dataset of designs and their objective values. In this work, we propose a preference-guided diffusion model that generates Pareto-optimal designs by…

Machine Learning · Computer Science 2025-12-19 Yashas Annadani , Syrine Belakaria , Stefano Ermon , Stefan Bauer , Barbara E Engelhardt

Structural bias (SB) refers to systematic preferences of an optimisation algorithm for particular regions of the search space that arise independently of the objective function. While SB has been studied extensively in single-objective…

Neural and Evolutionary Computing · Computer Science 2026-02-09 Jakub Kudela , Niki van Stein , Thomas Bäck , Anna V. Kononova

We consider problems with multiple linear objectives and linear constraints and use Adjustable Robust Optimization and Polynomial Optimization as tools to approximate the Pareto set with polynomials of arbitrarily large degree. The main…

Optimization and Control · Mathematics 2015-01-13 Bram L. Gorissen , Dick den Hertog

Recently, there has been an increasing interest in the application of multiobjective optimization (MOO) in machine learning (ML). This interest is driven by the numerous real-life situations where multiple objectives must be optimized…

Machine Learning · Computer Science 2025-04-30 Junaid Akhter , Paul David Fährmann , Konstantin Sonntag , Sebastian Peitz , Daniel Schwietert

Recently dictionary screening has been proposed as an effective way to improve the computational efficiency of solving the lasso problem, which is one of the most commonly used method for learning sparse representations. To address today's…

Machine Learning · Computer Science 2016-08-29 Yun Wang , Peter J. Ramadge

While Retrieval Augmented Generation (RAG) has emerged as a popular technique for improving Large Language Model (LLM) systems, it introduces a large number of choices, parameters and hyperparameters that must be made or tuned. This…

Machine Learning · Computer Science 2025-05-09 Matthew Barker , Andrew Bell , Evan Thomas , James Carr , Thomas Andrews , Umang Bhatt
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