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This work proposes a novel multi-objective optimization approach that globally finds a representative non-inferior set of solutions, also known as Pareto-optimal solutions, by automatically formulating and solving a sequence of weighted sum…

Optimization and Control · Mathematics 2023-12-11 Marcos M. Raimundo , Paulo A. V. Ferreira , Fernando J. Von Zuben

This work proposes a novel multi-objective optimization approach that globally finds a representative non-inferior set of solutions, also known as Pareto-optimal solutions, by automatically formulating and solving a sequence of weighted sum…

Optimization and Control · Mathematics 2023-12-11 Marcos M. Raimundo , Fernando J. Von Zuben

Multi-objective optimization (MOO) problems require balancing competing objectives, often under constraints. The Pareto optimal solution set defines all possible optimal trade-offs over such objectives. In this work, we present a novel…

Machine Learning · Computer Science 2022-04-19 Soumyajit Gupta , Gurpreet Singh , Raghu Bollapragada , Matthew Lease

We investigate the problem of computing a minimum set of solutions that approximates within a specified accuracy $\epsilon$ the Pareto curve of a multiobjective optimization problem. We show that for a broad class of bi-objective problems…

Data Structures and Algorithms · Computer Science 2008-05-20 Ilias Diakonikolas , Mihalis Yannakakis

Pareto optimization via evolutionary multi-objective algorithms has been shown to efficiently solve constrained monotone submodular functions. Traditionally when solving multiple problems, the algorithm is run for each problem separately.…

Neural and Evolutionary Computing · Computer Science 2026-04-17 Liam Wigney , Frank Neumann

Dealing with multi-objective problems by using generation methods has some interesting advantages since it provides the decision-maker with the complete information about the set of non-dominated points (Pareto front) and a clear overview…

Optimization and Control · Mathematics 2022-09-09 Mariana Mesquita-Cunha , José Rui Figueira , Ana Paula Barbosa-Póvoa

Multi-task learning, which optimizes performance across multiple tasks, is inherently a multi-objective optimization problem. Various algorithms are developed to provide discrete trade-off solutions on the Pareto front. Recently, continuous…

Machine Learning · Computer Science 2024-07-31 Weiyu Chen , James T. Kwok

An important challenge in multi-objective reinforcement learning is obtaining a Pareto front of policies to attain optimal performance under different preferences. We introduce Iterated Pareto Referent Optimisation (IPRO), which decomposes…

Machine Learning · Computer Science 2025-02-07 Willem Röpke , Mathieu Reymond , Patrick Mannion , Diederik M. Roijers , Ann Nowé , Roxana Rădulescu

Pareto Front Learning (PFL) was recently introduced as an efficient method for approximating the entire Pareto front, the set of all optimal solutions to a Multi-Objective Optimization (MOO) problem. In the previous work, the mapping…

Optimization and Control · Mathematics 2023-08-15 Tran Anh Tuan , Long P. Hoang , Dung D. Le , Tran Ngoc Thang

Multi-objective optimization is a widely studied problem in diverse fields, such as engineering and finance, that seeks to identify a set of non-dominated solutions that provide optimal trade-offs among competing objectives. However, the…

Neural and Evolutionary Computing · Computer Science 2024-01-15 Arash Heidari , Sebastian Rojas Gonzalez , Tom Dhaene , Ivo Couckuyt

The multi-objective optimization is to optimize several objective functions over a common feasible set. Since the objectives usually do not share a common optimizer, people often consider (weakly) Pareto points. This paper studies…

Optimization and Control · Mathematics 2023-12-05 Jiawang Nie , Zi Yang

Multiobjective combinatorial optimization (MOCO) problems can be found in many real-world applications. However, exactly solving these problems would be very challenging, particularly when they are NP-hard. Many handcrafted heuristic…

Machine Learning · Computer Science 2022-05-10 Xi Lin , Zhiyuan Yang , Qingfu Zhang

In many real-world applications, the Pareto Set (PS) of a continuous multiobjective optimization problem can be a piecewise continuous manifold. A decision maker may want to find a solution set that approximates a small part of the PS and…

Neural and Evolutionary Computing · Computer Science 2024-04-02 Ping Guo , Qingfu Zhang , Xi Lin

The efficient optimization method for locally Lipschitz continuous multiobjective optimization problems from [1] is extended from finite-dimensional problems to general Hilbert spaces. The method iteratively computes Pareto critical points,…

Optimization and Control · Mathematics 2024-02-12 Konstantin Sonntag , Bennet Gebken , Georg Müller , Sebastian Peitz , Stefan Volkwein

Pareto front profiling in multi-objective optimization (MOO), i.e., finding a diverse set of Pareto optimal solutions, is challenging, especially with expensive objectives that require training a neural network. Typically, in MOO for neural…

Machine Learning · Computer Science 2025-02-06 Rhea Sanjay Sukthanker , Arber Zela , Benedikt Staffler , Samuel Dooley , Josif Grabocka , Frank Hutter

Hyperparameter optimization (HPO) is important to leverage the full potential of machine learning (ML). In practice, users are often interested in multi-objective (MO) problems, i.e., optimizing potentially conflicting objectives, like…

Machine Learning · Computer Science 2024-01-12 Joseph Giovanelli , Alexander Tornede , Tanja Tornede , Marius Lindauer

In general, a multi-objective optimization problem does not have a single optimal solution but a set of Pareto optimal solutions, which forms the Pareto front in the objective space. Various evolutionary algorithms have been proposed to…

Neural and Evolutionary Computing · Computer Science 2020-06-16 Hisao Ishibuchi , Lie Meng Pang , Ke Shang

The goal of multi-objective optimisation is to identify the Pareto front surface which is the set obtained by connecting the best trade-off points. Typically this surface is computed by evaluating the objectives at different points and then…

Machine Learning · Statistics 2024-06-24 Ben Tu , Nikolas Kantas , Robert M. Lee , Behrang Shafei

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

Robust optimization provides a principled and unified framework to model many problems in modern operations research and computer science applications, such as risk measures minimization and adversarially robust machine learning. To use a…

Optimization and Control · Mathematics 2024-10-04 Hao Hao , Peter Zhang