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Many modern deep learning applications require balancing multiple objectives that are often conflicting. Examples include multi-task learning, fairness-aware learning, and the alignment of Large Language Models (LLMs). This leads to…

Machine Learning · Computer Science 2025-08-07 Weiyu Chen , Baijiong Lin , Xiaoyuan Zhang , Xi Lin , Han Zhao , Qingfu Zhang , James T. Kwok

Bi-level optimization model is able to capture a wide range of complex learning tasks with practical interest. Due to the witnessed efficiency in solving bi-level programs, gradient-based methods have gained popularity in the machine…

Optimization and Control · Mathematics 2021-06-16 Risheng Liu , Xuan Liu , Xiaoming Yuan , Shangzhi Zeng , Jin Zhang

This paper presents an accelerated proximal gradient method for multiobjective optimization, in which each objective function is the sum of a continuously differentiable, convex function and a closed, proper, convex function. Extending…

Optimization and Control · Mathematics 2023-06-08 Hiroki Tanabe , Ellen H. Fukuda , Nobuo Yamashita

Algorithms for bilevel optimization often encounter Hessian computations, which are prohibitive in high dimensions. While recent works offer first-order methods for unconstrained bilevel problems, the constrained setting remains relatively…

Optimization and Control · Mathematics 2025-04-22 Guy Kornowski , Swati Padmanabhan , Kai Wang , Zhe Zhang , Suvrit Sra

Training a single model for multilingual, multi-task speech processing (MSP) is severely hampered by conflicting objectives between tasks like speech recognition and translation. While multi-objective optimization (MOO) aims to align…

Audio and Speech Processing · Electrical Eng. & Systems 2025-08-14 A F M Saif , Lisha Chen , Xiaodong Cui , Songtao Lu , Brian Kingsbury , Tianyi Chen

Bayesian optimization (BO) has been widely used in machine learning and simulation optimization. With the increase in computational resources and storage capacities in these fields, high-dimensional and large-scale problems are becoming…

Machine Learning · Computer Science 2022-06-02 Haowei Wang , Ercong Zhang , Szu Hui Ng , Giulia Pedrielli

Group Relative Policy Optimization (GRPO) has been shown to be an effective algorithm when an accurate reward model is available. However, such a highly reliable reward model is not available in many real-world tasks. In this paper, we…

Machine Learning · Computer Science 2026-01-12 Yuki Ichihara , Yuu Jinnai , Tetsuro Morimura , Mitsuki Sakamoto , Ryota Mitsuhashi , Eiji Uchibe

In this paper, we focus on simple bilevel optimization problems, where we minimize a convex smooth objective function over the optimal solution set of another convex smooth constrained optimization problem. We present a novel bilevel…

Optimization and Control · Mathematics 2024-06-03 Jincheng Cao , Ruichen Jiang , Erfan Yazdandoost Hamedani , Aryan Mokhtari

In this work, we consider bilevel optimization when the lower-level problem is strongly convex. Recent works show that with a Hessian-vector product (HVP) oracle, one can provably find an $\epsilon$-stationary point within…

Optimization and Control · Mathematics 2026-05-26 Lesi Chen , Yaohua Ma , Jingzhao Zhang

There are a lot of real-world black-box optimization problems that need to optimize multiple criteria simultaneously. However, in a multi-objective optimization (MOO) problem, identifying the whole Pareto front requires the prohibitive…

Machine Learning · Computer Science 2023-11-23 Ryota Ozaki , Kazuki Ishikawa , Youhei Kanzaki , Shinya Suzuki , Shion Takeno , Ichiro Takeuchi , Masayuki Karasuyama

Population-based methods are often used to solve multimodal optimization problems. By combining niching or clustering strategy, the state-of-the-art approaches generally divide the population into several subpopulations to find multiple…

Neural and Evolutionary Computing · Computer Science 2021-05-28 Jian Yang , Yuhui Shi

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 contrast to single-objective optimization (SOO), multi-objective optimization (MOO) requires an optimizer to find the Pareto frontier, a subset of feasible solutions that are not dominated by other feasible solutions. In this paper, we…

Machine Learning · Computer Science 2024-08-13 Yiyang Zhao , Linnan Wang , Kevin Yang , Tianjun Zhang , Tian Guo , Yuandong Tian

Multi-objective optimization (MOO) has received growing attention in applications that require learning under multiple criteria. However, the existing MOO formulations do not explicitly account for distributional shifts in the data. We…

Machine Learning · Computer Science 2026-05-08 Yufeng Yang , Fangning Zhuo , Ziyi Chen , Heng Huang , Yi Zhou

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

This article addresses the problem of derivative-free (single- or multi-objective) optimization subject to multiple inequality constraints. Both the objective and constraint functions are assumed to be smooth, non-linear and expensive to…

Computation · Statistics 2017-07-28 Paul Feliot , Julien Bect , Emmanuel Vazquez

Multilevel optimization has gained renewed interest in machine learning due to its promise in applications such as hyperparameter tuning and continual learning. However, existing methods struggle with the inherent difficulty of efficiently…

Machine Learning · Computer Science 2024-10-16 Yuntian Gu , Xuzheng Chen

We consider the classical setting of optimizing a nonsmooth Lipschitz continuous convex function over a convex constraint set, when having access to a (stochastic) first-order oracle (FO) for the function and a projection oracle (PO) for…

Optimization and Control · Mathematics 2020-10-06 Kiran Koshy Thekumparampil , Prateek Jain , Praneeth Netrapalli , Sewoong Oh

Multi-modal multi-objective optimization is to locate (almost) equivalent Pareto optimal solutions as many as possible. Some evolutionary algorithms for multi-modal multi-objective optimization have been proposed in the literature. However,…

Neural and Evolutionary Computing · Computer Science 2020-10-02 Ryoji Tanabe , Hisao Ishibuchi

Bilevel optimization has gained prominence in various applications. In this study, we introduce a framework for solving bilevel optimization problems, where the variables in both the lower and upper levels are constrained on Riemannian…

Optimization and Control · Mathematics 2024-11-05 Andi Han , Bamdev Mishra , Pratik Jawanpuria , Akiko Takeda
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