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We present a novel approach to help decision-makers efficiently identify preferred solutions from the Pareto set of a multi-objective optimization problem. Our method uses a Bayesian model to estimate the decision-maker's utility function…

Machine Learning · Statistics 2025-11-13 Felix Huber , Sebastian Rojas Gonzalez , Raul Astudillo

Benchmark problems are an important tool for gaining understanding of optimization algorithms. Since algorithms often aim to perform well on benchmarks, biases in benchmark design provide misleading insights. In single-objective…

Neural and Evolutionary Computing · Computer Science 2026-04-14 Diederick Vermetten , Jeroen Rook

Multi-objective Bayesian optimization aims to find the Pareto front of trade-offs between a set of expensive objectives while collecting as few samples as possible. In some cases, it is possible to evaluate the objectives separately, and a…

Machine Learning · Statistics 2025-03-04 Jack M. Buckingham , Sebastian Rojas Gonzalez , Juergen Branke

The main feature of large-scale multi-objective optimization problems (LSMOP) is to optimize multiple conflicting objectives while considering thousands of decision variables at the same time. An efficient LSMOP algorithm should have the…

Neural and Evolutionary Computing · Computer Science 2021-08-10 Haokai Hong , Kai Ye , Min Jiang , Donglin Cao , Kay Chen Tan

In multidisciplinary optimization the designer needs to find solution to optimization problems which include a number of usually contradicting criteria. Such a problem is mathematically related to the field of nonlinear vector optimization…

Optimization and Control · Mathematics 2007-05-23 S. V. Utyuzhnikov , P. Fantini , M. D. Guenov

Bayesian optimization is a popular tool for data-efficient optimization of expensive objective functions. In real-life applications like engineering design, the designer often wants to take multiple objectives as well as input uncertainty…

Artificial Intelligence · Computer Science 2022-02-28 J. Qing , I. Couckuyt , T. Dhaene

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…

Constrained multiobjective optimization has gained much interest in the past few years. However, constrained multiobjective optimization problems (CMOPs) are still unsatisfactorily understood. Consequently, the choice of adequate CMOPs for…

Neural and Evolutionary Computing · Computer Science 2023-02-07 Aljoša Vodopija , Tea Tušar , Bogdan Filipič

In this work we are interested in stochastic particle methods for multi-objective optimization. The problem is formulated using parametrized, single-objective sub-problems which are solved simultaneously. To this end a consensus based…

Optimization and Control · Mathematics 2022-08-03 Giacomo Borghi , Michael Herty , Lorenzo Pareschi

We present MOSS, a multi-objective optimization framework for constructing stable sets of decision rules. MOSS incorporates three important criteria for interpretability: sparsity, accuracy, and stability, into a single multi-objective…

Optimization and Control · Mathematics 2025-07-31 Brian Liu , Rahul Mazumder

In this work, we propose a novel method to tackle the problem of multiobjective optimization under parameteric uncertainties, by considering the Conditional Pareto Sets and Conditional Pareto Fronts. Based on those quantities we can define…

Optimization and Control · Mathematics 2026-01-15 Victor Trappler , Céline Helbert , Rodolphe Le Riche

We present a review that unifies decision-support methods for exploring the solutions produced by multi-objective optimization (MOO) algorithms. As MOO is applied to solve diverse problems, approaches for analyzing the trade-offs offered by…

Artificial Intelligence · Computer Science 2023-11-21 Zuzanna Osika , Jazmin Zatarain Salazar , Diederik M. Roijers , Frans A. Oliehoek , Pradeep K. Murukannaiah

Beam parameter optimization in accelerators involves multiple, sometimes competing objectives. Condensing these individual objectives into a single figure of merit unavoidably results in a bias towards particular outcomes, in absence of…

Accelerator Physics · Physics 2022-12-26 Faran Irshad , Stefan Karsch , Andreas Döpp

For general multi-objective optimization problems, we propose a novel performance metric called domination measure to measure the quality of a solution, which can be intuitively interpreted as the size of the portion of the solution space…

Optimization and Control · Mathematics 2016-12-26 Joshua Q Hale , Helin Zhu , Enlu Zhou

Real-world scenarios frequently involve multi-objective data-driven optimization problems, characterized by unknown problem coefficients and multiple conflicting objectives. Traditional two-stage methods independently apply a machine…

Machine Learning · Computer Science 2024-06-04 Peng Li , Lixia Wu , Chaoqun Feng , Haoyuan Hu , Lei Fu , Jieping Ye

Prompt engineering has become central to eliciting the capabilities of large language models (LLMs). At its core lies prompt selection -- efficiently identifying the most effective prompts. However, most prior investigations overlook a key…

Machine Learning · Computer Science 2026-05-15 Donghao Li , Chengshuai Shi , Weijuan Ou , Cong Shen , Jing Yang

This paper presents an algorithm for multiobjective optimization that blends together a number of heuristics. A population of agents combines heuristics that aim at exploring the search space both globally and in a neighborhood of each…

Computational Engineering, Finance, and Science · Computer Science 2012-06-07 Massimiliano Vasile , Federico Zuiani

Design problems in industrial engineering often involve a large number of design variables with multiple objectives, under complex nonlinear constraints. The algorithms for multiobjective problems can be significantly different from the…

Optimization and Control · Mathematics 2013-03-27 Xin-She Yang

Many systems require optimisation over multiple objectives, where objectives are characteristics of the system such as energy consumed or increase in time to perform the work. Optimisation is performed by selecting the `best' set of input…

Performance · Computer Science 2019-10-08 Alexander J. M. Kell , Matthew Forshaw , A. Stephen McGough

We present PESMO, a Bayesian method for identifying the Pareto set of multi-objective optimization problems, when the functions are expensive to evaluate. The central idea of PESMO is to choose evaluation points so as to maximally reduce…

Machine Learning · Statistics 2016-02-23 Daniel Hernández-Lobato , José Miguel Hernández-Lobato , Amar Shah , Ryan P. Adams