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Efficiently solving multi-objective optimization problems for simulation optimization of important scientific and engineering applications such as materials design is becoming an increasingly important research topic. This is due largely to…

Artificial Intelligence · Computer Science 2023-06-27 Eric Hans Lee , Bolong Cheng , Michael McCourt

This article addresses the problem of derivative-free (single- or multi-objective) optimization subject to multiple inequality constraints. Both the objective and constraint functions are assumed to be smooth, non-linear and expensive to…

Computation · Statistics 2017-07-28 Paul Feliot , Julien Bect , Emmanuel Vazquez

We present a review that unifies decision-support methods for exploring the solutions produced by multi-objective optimization (MOO) algorithms. As MOO is applied to solve diverse problems, approaches for analyzing the trade-offs offered by…

Artificial Intelligence · Computer Science 2023-11-21 Zuzanna Osika , Jazmin Zatarain Salazar , Diederik M. Roijers , Frans A. Oliehoek , Pradeep K. Murukannaiah

Multiobjective optimization (MOO) is prevalent in numerous applications, in which a Pareto front (PF) is constructed to display optima under various preferences. Previous methods commonly utilize the set of Pareto objectives (particles on…

Machine Learning · Computer Science 2024-02-16 Xiaoyuan Zhang , Xi Lin , Yichi Zhang , Yifan Chen , Qingfu Zhang

This work aims at developing new methodologies to optimize computational costly complex systems (e.g., aeronautical engineering systems). The proposed surrogate-based method (often called Bayesian optimization) uses adaptive sampling to…

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

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

Optimistic methods have been applied with success to single-objective optimization. Here, we attempt to bridge the gap between optimistic methods and multi-objective optimization. In particular, this paper is concerned with solving…

Optimization and Control · Mathematics 2016-12-28 Abdullah Al-Dujaili , S. Suresh

Multi-objective Bayesian optimization aims to find the Pareto front of trade-offs between a set of expensive objectives while collecting as few samples as possible. In some cases, it is possible to evaluate the objectives separately, and a…

Machine Learning · Statistics 2025-03-04 Jack M. Buckingham , Sebastian Rojas Gonzalez , Juergen Branke

Classical evolutionary approaches for multiobjective optimization are quite accurate but incur a lot of queries to the objectives; this can be prohibitive when objectives are expensive oracles. A sample-efficient approach to solving…

Optimization and Control · Mathematics 2025-02-18 Ashwin Renganathan , Kade E. Carlson

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

Selecting an optimal set of exemplars is critical for good performance of in-context learning. However, prior exemplar search methods narrowly optimize for predictive accuracy, critically neglecting model calibration--a key determinant of…

Machine Learning · Computer Science 2025-10-02 Gaoxiang Luo , Aryan Deshwal

To solve real-world expensive constrained multi-objective optimization problems (ECMOPs), surrogate/approximation models are commonly incorporated in evolutionary algorithms to pre-select promising candidate solutions for evaluation.…

Neural and Evolutionary Computing · Computer Science 2024-05-24 Kamrul Hasan Rahi

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

Multiple-objective optimization (MOO) aims to simultaneously optimize multiple conflicting objectives and has found important applications in machine learning, such as minimizing classification loss and discrepancy in treating different…

Machine Learning · Computer Science 2022-09-16 Eric Enouen , Katja Mathesius , Sean Wang , Arielle Carr , Sihong Xie

Particle accelerators require constant tuning during operation to meet beam quality, total charge and particle energy requirements for use in a wide variety of physics, chemistry and biology experiments. Maximizing the performance of an…

Accelerator Physics · Physics 2021-06-16 Ryan Roussel , Adi Hanuka , Auralee Edelen

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

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

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

Most multi-objective optimisation algorithms maintain an archive explicitly or implicitly during their search. Such an archive can be solely used to store high-quality solutions presented to the decision maker, but in many cases may…

Neural and Evolutionary Computing · Computer Science 2023-09-15 Miqing Li , Manuel López-Ibáñez , Xin Yao