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We consider the problem of black-box multi-objective optimization (MOO) using expensive function evaluations (also referred to as experiments), where the goal is to approximate the true Pareto set of solutions by minimizing the total…

Machine Learning · Computer Science 2021-11-05 Syrine Belakaria , Aryan Deshwal , Janardhan Rao Doppa

Many real-world decision-making problems involve optimizing multiple objectives simultaneously, rendering the selection of the most preferred solution a non-trivial problem: All Pareto optimal solutions are viable candidates, and it is…

Artificial Intelligence · Computer Science 2025-11-17 Niclas Boehmer , Maximilian T. Wittmann

We present a novel approach to help decision-makers efficiently identify preferred solutions from the Pareto set of a multi-objective optimization problem. Our method uses a Bayesian model to estimate the decision-maker's utility function…

Machine Learning · Statistics 2025-11-13 Felix Huber , Sebastian Rojas Gonzalez , Raul Astudillo

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

Multi-Objective Alignment (MOA) aims to align LLMs' responses with multiple human preference objectives, with Direct Preference Optimization (DPO) emerging as a prominent approach. However, we find that DPO-based MOA approaches suffer from…

Machine Learning · Computer Science 2025-12-09 Moxin Li , Yuantao Zhang , Wenjie Wang , Wentao Shi , Zhuo Liu , Fuli Feng , Tat-Seng Chua

Automatically tuning software configuration for optimizing a single performance attribute (e.g., minimizing latency) is not trivial, due to the nature of the configuration systems (e.g., complex landscape and expensive measurement). To deal…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-06-03 Tao Chen , Miqing Li

A multiple objective simulation optimization algorithm named Multiple Objective Probabilistic Branch and Bound with Single Observation (MOPBnB(so)) is presented for approximating the Pareto optimal set and the associated efficient frontier…

Optimization and Control · Mathematics 2025-06-06 Hao Huang , Zelda B. Zabinsky

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

Manufacturing advanced materials and products with a specific property or combination of properties is often warranted. To achieve that it is crucial to find out the optimum recipe or processing conditions that can generate the ideal…

Machine Learning · Computer Science 2023-04-20 Hamed Khosravi , Taofeeq Olajire , Ahmed Shoyeb Raihan , Imtiaz Ahmed

Bayesian optimization (BO) protocol based on Active Learning (AL) principles has garnered significant attention due to its ability to optimize black-box objective functions efficiently. This capability is a prerequisite for guiding…

Chemical Physics · Physics 2024-08-07 Osman Mamun , Markus Bause , Bhuiyan Shameem Mahmud Ebna Hai

This paper is concerned with a recently developed paradigm for population-based optimization, termed particle filter optimization (PFO). This paradigm is attractive in terms of coherence in theory and easiness in mathematical analysis and…

Machine Learning · Statistics 2018-11-26 Bin Liu , Yaochu Jin

Many real-world optimization problems such as engineering design can be eventually modeled as the corresponding multiobjective optimization problems (MOPs) which must be solved to obtain approximate Pareto optimal fronts. Multiobjective…

Neural and Evolutionary Computing · Computer Science 2021-11-12 Wang Chen , Jian Chen , Weitian Wu , Xinmin Yang , Hui Li

Multi-objective Bayesian optimization (MOBO) provides a principled framework for navigating trade-offs in molecular design. However, its empirical advantages over scalarized alternatives remain underexplored. We benchmark a simple…

Machine Learning · Computer Science 2025-12-25 Anabel Yong , Austin Tripp , Layla Hosseini-Gerami , Brooks Paige

In multi-objective optimization, the set of optimal trade-offs -- the Pareto front -- often contains regions that are extremely steep or flat. The Pareto optimal points in these regions are typically of limited interest for decision-making,…

Optimization and Control · Mathematics 2026-02-26 Markus Herrmann-Wicklmayr , Kathrin Flaßkamp

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

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

In evolutionary multiobjective optimization, effectiveness refers to how an evolutionary algorithm performs in terms of converging its solutions into the Pareto front and also diversifying them over the front. This is not an easy job,…

Neural and Evolutionary Computing · Computer Science 2022-10-26 Yani Xue , Miqing Li , Xiaohui Liu

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

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

Normalization of objectives plays a crucial role in evolutionary multi-objective optimization (EMO) to handle objective functions with different scales, which can be found in real-world problems. Although the effect of normalization methods…

Neural and Evolutionary Computing · Computer Science 2023-07-14 Ryoji Tanabe