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Many scientific and industrial applications require the joint optimization of multiple, potentially competing objectives. Multi-objective Bayesian optimization (MOBO) is a sample-efficient framework for identifying Pareto-optimal solutions.…

Machine Learning · Computer Science 2024-06-10 Ji Won Park , Nataša Tagasovska , Michael Maser , Stephen Ra , Kyunghyun Cho

In a multiobjective optimization problem a solution is called Pareto-optimal if no criterion can be improved without deteriorating at least one of the other criteria. Computing the set of all Pareto-optimal solutions is a common task in…

Data Structures and Algorithms · Computer Science 2020-10-22 Heiko Röglin

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

In decision-making problems, the outcome of an intervention often depends on the causal relationships between system components and is highly costly to evaluate. In such settings, causal Bayesian optimization (CBO) can exploit the causal…

Machine Learning · Statistics 2025-02-21 Shriya Bhatija , Paul-David Zuercher , Jakob Thumm , Thomas Bohné

We present a multi-objective Bayesian optimisation algorithm that allows the user to express preference-order constraints on the objectives of the type "objective A is more important than objective B". These preferences are defined based on…

Machine Learning · Computer Science 2019-11-14 Majid Abdolshah , Alistair Shilton , Santu Rana , Sunil Gupta , Svetha Venkatesh

As optimization challenges continue to evolve, so too must our tools and understanding. To effectively assess, validate, and compare optimization algorithms, it is crucial to use a benchmark test suite that encompasses a diverse range of…

Neural and Evolutionary Computing · Computer Science 2025-11-18 Amir H. Gandomi , Mohammad Nabi Omidvar , Rohit Salgotra , Kalyanmoy Deb

In this paper we analyze theoretical properties of bi-objective convex-quadratic problems. We give a complete description of their Pareto set and prove the convexity of their Pareto front. We show that the Pareto set is a line segment when…

Optimization and Control · Mathematics 2018-12-04 Cheikh Toure , Anne Auger , Dimo Brockhoff , Nikolaus Hansen

Design problems in industrial engineering often involve a large number of design variables with multiple objectives, under complex nonlinear constraints. The algorithms for multiobjective problems can be significantly different from the…

Optimization and Control · Mathematics 2013-03-27 Xin-She Yang

In the past few decades, many multiobjective evolutionary optimization algorithms (MOEAs) have been proposed to find a finite set of approximate Pareto solutions for a given problem in a single run, each with its own structure. However, in…

Neural and Evolutionary Computing · Computer Science 2024-04-30 Xi Lin , Xiaoyuan Zhang , Zhiyuan Yang , Qingfu Zhang

As the interest in multi- and many-objective optimization algorithms grows, the performance comparison of these algorithms becomes increasingly important. A large number of performance indicators for multi-objective optimization algorithms…

Artificial Intelligence · Computer Science 2024-11-28 Amin Ibrahim , Azam Asilian Bidgoli , Shahryar Rahnamayan , Kalyanmoy Deb

Bayesian optimization (BO) is an efficient framework for solving black-box optimization problems with expensive function evaluations. This paper addresses the BO problem setting for combinatorial spaces (e.g., sequences and graphs) that…

Machine Learning · Computer Science 2022-02-07 Aryan Deshwal , Syrine Belakaria , Janardhan Rao Doppa

This paper presents an algorithm for solving multiobjective optimization problems involving composite functions, where we minimize a quadratic model that approximates $F(x) - F(x^k)$ and that can be derivative-free. We establish theoretical…

Optimization and Control · Mathematics 2026-01-29 V. S. Amaral , P. B. Assunção , D. R. Souza

Many problems in robotics seek to simultaneously optimize several competing objectives under constraints. A conventional approach to solving such multi-objective optimization problems is to create a single cost function comprised of the…

Robotics · Computer Science 2022-06-02 Alexander Botros , Armin Sadeghi , Nils Wilde , Javier Alonso-Mora , Stephen L. Smith

Multiobjective combinatorial optimization deals with problems considering more than one viewpoint or scenario. The problem of aggregating multiple criteria to obtain a globalizing objective function is of special interest when the number of…

Optimization and Control · Mathematics 2013-06-07 Elena Fernández , Miguel A. Pozo , Justo Puerto

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

Multi-objective optimization is key to solving many Engineering Design problems, where design parameters are optimized for several performance indicators. However, optimization results are highly dependent on how the designs are…

Machine Learning · Computer Science 2021-09-29 Wei Chen , Faez Ahmed

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

Multiobjective optimization plays an increasingly important role in modern applications, where several criteria are often of equal importance. The task in multiobjective optimization and multiobjective optimal control is therefore to…

The evolution of gene regulatory networks in variable environments poses Multi-objective Optimization Problem (MOP), where the expression levels of genes must be tuned to meet the demands of each environment. When formalized in the context…

Optimization and Control · Mathematics 2018-04-23 Philippe Nghe , Bela M. Mulder , Sander J. Tans

Multi-objective Bayesian optimization has been widely adopted in scientific experiment design, including drug discovery and hyperparameter optimization. In practice, regulatory or safety concerns often impose additional thresholds on…

Machine Learning · Computer Science 2025-04-22 Diantong Li , Fengxue Zhang , Chong Liu , Yuxin Chen