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Expensive multi-objective optimization problems can be found in many real-world applications, where their objective function evaluations involve expensive computations or physical experiments. It is desirable to obtain an approximate Pareto…

Neural and Evolutionary Computing · Computer Science 2022-10-18 Xi Lin , Zhiyuan Yang , Xiaoyuan Zhang , Qingfu Zhang

Parametric multi-objective optimization (PMO) addresses the challenge of solving an infinite family of multi-objective optimization problems, where optimal solutions must adapt to varying parameters. Traditional methods require re-execution…

Neural and Evolutionary Computing · Computer Science 2025-11-11 Ji Cheng , Bo Xue , Qingfu Zhang

Pareto Set Learning (PSL) is a promising approach for approximating the entire Pareto front in multi-objective optimization (MOO) problems. However, existing derivative-free PSL methods are often unstable and inefficient, especially for…

Machine Learning · Computer Science 2024-02-12 Quang-Huy Nguyen , Long P. Hoang , Hoang V. Viet , Dung D. Le

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

Dynamic multiobjective optimization problems (DMOPs) feature time-varying objectives, which cause the Pareto optimal solution (POS) set to drift over time and make it difficult to maintain both convergence and diversity under limited…

Neural and Evolutionary Computing · Computer Science 2026-03-31 Jian Guan , Huolong Wu , Zhenzhong Wang , Gary G. Yen , Min Jiang

Developing efficient multi-objective optimization methods to compute the Pareto set of optimal compromises between conflicting objectives remains a key challenge, especially for large-scale and expensive problems. To bridge this gap, we…

Machine Learning · Computer Science 2026-02-05 Sedjro Salomon Hotegni , Sebastian Peitz

Multi-objective Bayesian optimization (MOBO) provides a principled framework for optimizing expensive black-box functions with multiple objectives. However, existing MOBO methods often struggle with coverage, scalability with respect to the…

Machine Learning · Computer Science 2026-04-20 Yaohong Yang , Sammie Katt , Samuel Kaski

Gasoline blending scheduling uses resource allocation and operation sequencing to meet a refinery's production requirements. The presence of nonlinearity, integer constraints, and a large number of decision variables adds complexity to this…

Artificial Intelligence · Computer Science 2024-02-23 Wenxuan Fang , Wei Du , Renchu He , Yang Tang , Yaochu Jin , Gary G. Yen

This paper introduces a new approach that leverages Multi-agent Bayesian Optimization (MABO) to design Distributed Model Predictive Control (DMPC) schemes for multi-agent systems. The primary objective is to learn optimal DMPC schemes even…

Systems and Control · Electrical Eng. & Systems 2025-05-21 Hossein Nejatbakhsh Esfahani , Kai Liu , Javad Mohammadpour Velni

A multi-modal multi-objective optimization problem is a special kind of multi-objective optimization problem with multiple Pareto subsets. In this paper, we propose an efficient multi-modal multi-objective optimization algorithm based on…

Neural and Evolutionary Computing · Computer Science 2020-04-22 Yiming Peng , Hisao Ishibuchi

Model Predictive Control (MPC)-based Reinforcement Learning (RL) offers a structured and interpretable alternative to Deep Neural Network (DNN)-based RL methods, with lower computational complexity and greater transparency. However,…

Systems and Control · Electrical Eng. & Systems 2025-07-15 Hossein Nejatbakhsh Esfahani , Javad Mohammadpour Velni

Bayesian Optimization (BO) is a powerful tool for optimizing expensive black-box objective functions. While extensive research has been conducted on the single-objective optimization problem, the multi-objective optimization problem remains…

Machine Learning · Computer Science 2025-10-27 Lam Ngo , Huong Ha , Jeffrey Chan , Hongyu Zhang

The main feature of the Dynamic Multi-objective Optimization Problems (DMOPs) is that optimization objective functions will change with times or environments. One of the promising approaches for solving the DMOPs is reusing the obtained…

Neural and Evolutionary Computing · Computer Science 2019-10-22 Weizhen Hu , Min Jiang , Xing Gao , Kay Chen Tan , Yiu-ming Cheung

One of the major distinguishing features of the dynamic multiobjective optimization problems (DMOPs) is the optimization objectives will change over time, thus tracking the varying Pareto-optimal front becomes a challenge. One of the…

Neural and Evolutionary Computing · Computer Science 2017-11-21 Min Jiang , Zhongqiang Huang , Liming Qiu , Wenzhen Huang , Gary G. Yen

This work presents PESMOC, Predictive Entropy Search for Multi-objective Bayesian Optimization with Constraints, an information-based strategy for the simultaneous optimization of multiple expensive-to-evaluate black-box functions under the…

Machine Learning · Statistics 2021-04-15 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato

Bilevel optimization problems comprise an upper level optimization task that contains a lower level optimization task as a constraint. While there is a significant and growing literature devoted to solving bilevel problems with single…

Neural and Evolutionary Computing · Computer Science 2024-09-06 Bing Wang , Hemant K. Singh , Tapabrata Ray

The optimal assignment of Large Language Models (LLMs) to specialized roles in multi-agent systems is a significant challenge, defined by a vast combinatorial search space, expensive black-box evaluations, and an inherent trade-off between…

Multiagent Systems · Computer Science 2025-11-18 Antonio Sabbatella

Real-world multiobjective optimization problems usually involve conflicting objectives that change over time, which requires the optimization algorithms to quickly track the Pareto optimal front (POF) when the environment changes. In recent…

Neural and Evolutionary Computing · Computer Science 2021-02-25 Dejun Xu , Min Jiang , Weizhen Hu , Shaozi Li , Renhu Pan , Gary G. Yen

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

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
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