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The construction of machine learning models involves many bi-level multi-objective optimization problems (BL-MOPs), where upper level (UL) candidate solutions must be evaluated via training weights of a model in the lower level (LL). Due to…

Neural and Evolutionary Computing · Computer Science 2023-02-07 Chao Wang , Licheng Jiao , Jiaxuan Zhao , Lingling Li , Xu Liu , Fang Liu , Shuyuan Yang

A large number of application problems involve two levels of optimization, where one optimization task is nested inside the other. These problems are known as bilevel optimization problems and have been studied by both classical…

Optimization and Control · Mathematics 2017-05-09 Ankur Sinha , Zhichao Lu , Kalyanmoy Deb , Pekka Malo

Multi-Objective Optimization (MOO) is an important problem in real-world applications. However, for a non-trivial problem, no single solution exists that can optimize all the objectives simultaneously. In a typical MOO problem, the goal is…

Machine Learning · Computer Science 2024-09-17 Zhang Haishan , Diptesh Das , Koji Tsuda

Bilevel optimization is a field of significant theoretical and practical interest, yet solving such optimization problems remains challenging. Evolutionary methods have been employed to address these problems in the black-box setting;…

Neural and Evolutionary Computing · Computer Science 2026-04-06 Marc Ong , Youhei Akimoto

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

Bilevel optimization problems are a class of challenging optimization problems, which contain two levels of optimization tasks. In these problems, the optimal solutions to the lower level problem become possible feasible candidates to the…

Neural and Evolutionary Computing · Computer Science 2013-10-08 Ankur Sinha , Pekka Malo , Kalyanmoy Deb

Many real-world optimization problems can be stated in terms of submodular functions. Furthermore, these real-world problems often involve uncertainties which may lead to the violation of given constraints. A lot of evolutionary…

Neural and Evolutionary Computing · Computer Science 2024-11-04 Aneta Neumann , Frank Neumann

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

Bilevel optimization has been recently used in many machine learning problems such as hyperparameter optimization, policy optimization, and meta learning. Although many bilevel optimization methods have been proposed, they still suffer from…

Optimization and Control · Mathematics 2022-10-27 Feihu Huang , Junyi Li , Shangqian Gao , Heng Huang

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

Bilevel optimization is characterized by a two-level optimization structure, where the upper-level problem is constrained by optimal lower-level solutions, and such structures are prevalent in real-world problems. The constraint by optimal…

Machine Learning · Computer Science 2025-05-29 Ruth Wan Theng Chew , Quoc Phong Nguyen , Bryan Kian Hsiang Low

Single-objective bilevel optimization is a specialized form of constraint optimization problems where one of the constraints is an optimization problem itself. These problems are typically non-convex and strongly NP-Hard. Recently, there…

Neural and Evolutionary Computing · Computer Science 2024-02-13 Anuraganand Sharma

This paper presents a comprehensive review of techniques proposed in the literature for solving bilevel optimization problems encountered in various real-life applications. Bilevel optimization is an appropriate choice for hierarchical…

Optimization and Control · Mathematics 2025-11-06 Dhaval Pujara , Ankur Sinha

Real-world problems often involve the optimization of several objectives under multiple constraints. An example is the hyper-parameter tuning problem of machine learning algorithms. In particular, the minimization of the estimation of the…

Machine Learning · Statistics 2021-07-02 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato

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

Bilevel optimization deals with nested problems in which a leader takes the first decision to minimize their objective function while accounting for a follower's best-response reaction. Constrained bilevel problems with integer variables…

Optimization and Control · Mathematics 2024-11-04 Justin Dumouchelle , Esther Julien , Jannis Kurtz , Elias B. Khalil

In solving multi-modal, multi-objective optimization problems (MMOPs), the objective is not only to find a good representation of the Pareto-optimal front (PF) in the objective space but also to find all equivalent Pareto-optimal subsets…

Neural and Evolutionary Computing · Computer Science 2022-10-24 Tapabrata Ray , Mohammad Mohiuddin Mamun , Hemant Kumar Singh

Evolutionary algorithms face significant challenges when dealing with dynamic multi-objective optimization because Pareto optimal solutions and/or Pareto optimal fronts change. This paper proposes a unified paradigm, which combines the…

Neural and Evolutionary Computing · Computer Science 2023-12-05 Zhanglu Hou , Juan Zou , Gan Ruan , Yuan Liu , Yizhang Xia

In recent years, bilevel optimization (BLO) has attracted significant attention for its broad applications in machine learning. However, most existing works on BLO remain confined to the single-task setting and rely on the lower-level…

Machine Learning · Computer Science 2026-05-15 Zhiyao Zhang , Myeung Suk Oh , Zhen Qin , Jiaxiang Li , Xin Zhang , Jia Liu

Many-objective optimisation, a subset of multi-objective optimisation, involves optimisation problems with more than three objectives. As the number of objectives increases, the number of solutions needed to adequately represent the entire…

Artificial Intelligence · Computer Science 2026-04-13 Chao Jiang , Jingyu Huang , Miqing Li
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