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Optimization has found numerous applications in engineering, particularly since 1960s. Many optimization applications in engineering have more than one objective (or performance criterion). Such applications require multi-objective (or…

Chemical Physics · Physics 2024-07-16 Zhiyuan Wang , Seyed Reza Nabavi , Gade Pandu Rangaiah

Stochastic Multi-Objective Optimization (SMOO) is critical for decision-making trading off multiple potentially conflicting objectives in uncertain environments. SMOO aims at identifying the Pareto frontier, which contains all mutually…

Machine Learning · Computer Science 2026-04-02 Jinzhao Li , Nan Jiang , Yexiang Xue

Many modern machine learning algorithms mitigate bias by enforcing fairness constraints across coarsely-defined groups related to a sensitive attribute like gender or race. However, these algorithms seldom account for within-group…

Machine Learning · Computer Science 2023-01-24 Myra Cheng , Maria De-Arteaga , Lester Mackey , Adam Tauman Kalai

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 optimization of expensive-to-evaluate black-box functions over combinatorial structures is an ubiquitous task in machine learning, engineering and the natural sciences. The combinatorial explosion of the search space and costly…

Machine Learning · Statistics 2018-10-11 Ricardo Baptista , Matthias Poloczek

Modern machine learning tasks often require considering not just one but multiple objectives. For example, besides the prediction quality, this could be the efficiency, robustness or fairness of the learned models, or any of their…

Machine Learning · Computer Science 2022-08-30 Peter Súkeník , Christoph H. Lampert

Bayesian optimization (BO) is an efficient and flexible global optimization framework that is applicable to a very wide range of engineering applications. To leverage the capability of the classical BO, many extensions, including…

Machine Learning · Statistics 2021-09-01 Anh Tran , Mike Eldred , Scott McCann , Yan Wang

As machine learning (ML) applications grow increasingly complex in recent years, modern ML frameworks often need to address multiple potentially conflicting objectives with coupled decision variables across different layers. This creates a…

Machine Learning · Computer Science 2025-11-12 Zhiyao Zhang , Zhuqing Liu , Xin Zhang , Wen-Yen Chen , Jiyan Yang , Jia Liu

Some real problems require the evaluation of expensive and noisy objective functions. Moreover, the analytical expression of these objective functions may be unknown. These functions are known as black-boxes, for example, estimating the…

Machine Learning · Statistics 2021-07-12 Lucia Asencio Martín , Eduardo C. Garrido-Merchán

We consider the problem of multi-objective optimization (MOO) of expensive black-box functions with the goal of discovering high-quality and diverse Pareto fronts where we are allowed to evaluate a batch of inputs. This problem arises in…

Machine Learning · Computer Science 2024-06-14 Alaleh Ahmadianshalchi , Syrine Belakaria , Janardhan Rao Doppa

Multi-objective multi-armed bandit (MO-MAB) problems traditionally aim to achieve Pareto optimality. However, real-world scenarios often involve users with varying preferences across objectives, resulting in a Pareto-optimal arm that may…

Machine Learning · Computer Science 2025-11-18 Linfeng Cao , Ming Shi , Ness B. Shroff

In variable or graph selection problems, finding a right-sized model or controlling the number of false positives is notoriously difficult. Recently, a meta-algorithm called Stability Selection was proposed that can provide reliable…

Machine Learning · Statistics 2017-12-14 George Philipp , Seunghak Lee , Eric P. Xing

It is a very challenging task to identify the objectives on which a certain decision was based, in particular if several, potentially conflicting criteria are equally important and a continuous set of optimal compromise decisions exists.…

Optimization and Control · Mathematics 2021-03-05 Bennet Gebken , Sebastian Peitz

We study a generalized framework for structured sparsity. It extends the well-known methods of Lasso and Group Lasso by incorporating additional constraints on the variables as part of a convex optimization problem. This framework provides…

Machine Learning · Computer Science 2011-06-28 Andreas Argyriou , Luca Baldassarre , Jean Morales , Massimiliano Pontil

Optimisation problems often have multiple conflicting objectives that can be computationally and/or financially expensive. Mono-surrogate Bayesian optimisation (BO) is a popular model-based approach for optimising such black-box functions.…

Machine Learning · Computer Science 2022-08-11 George De Ath , Tinkle Chugh , Alma A. M. Rahat

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

Dynamic multi-objective optimization (DMOO) has recently attracted increasing interest from both academic researchers and engineering practitioners, as numerous real-world applications that evolve over time can be naturally formulated as…

Neural and Evolutionary Computing · Computer Science 2026-01-06 Chang Shao , Qi Zhao , Nana Pu , Shi Cheng , Jing Jiang , Yuhui Shi

In this paper, we develop a stochastic set-valued optimization (SVO) framework tailored for robust machine learning. In the SVO setting, each decision variable is mapped to a set of objective values, and optimality is defined via set…

Optimization and Control · Mathematics 2026-03-19 Tommaso Giovannelli , Jingfu Tan , Luis Nunes Vicente

Search-based software testing (SBST) is a widely adopted technique for testing complex systems with large input spaces, such as Deep Learning-enabled (DL-enabled) systems. Many SBST techniques focus on Pareto-based optimization, where…

Software Engineering · Computer Science 2024-10-17 Lev Sorokin , Damir Safin , Shiva Nejati

We formulate selecting the best optimizing system (SBOS) problems and provide solutions for those problems. In an SBOS problem, a finite number of systems are contenders. Inside each system, a continuous decision variable affects the…

Methodology · Statistics 2025-11-04 Nian Si , Yifu Tang , Zeyu Zheng
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