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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…

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

Many real-world multi-objective optimisation problems rely on computationally expensive function evaluations. Multi-objective Bayesian optimisation (BO) can be used to alleviate the computation time to find an approximated set of Pareto…

Machine Learning · Statistics 2022-04-29 Tinkle Chugh

In practical multi-criterion decision-making, it is cumbersome if a decision maker (DM) is asked to choose among a set of trade-off alternatives covering the whole Pareto-optimal front. This is a paradox in conventional evolutionary…

Neural and Evolutionary Computing · Computer Science 2022-04-07 Ke Li , Guiyu Lai , Xin Yao

Post-training of LLMs with RLHF, and subsequently preference optimization algorithms such as DPO, IPO, etc., made a big difference in improving human alignment. However, all such techniques can only work with a single (human) objective. In…

Machine Learning · Computer Science 2025-05-19 Akhil Agnihotri , Rahul Jain , Deepak Ramachandran , Zheng Wen

Solutions to multi-objective optimization problems can generally not be compared or ordered, due to the lack of orderability of the single objectives. Furthermore, decision-makers are often made to believe that scaled objectives can be…

Optimization and Control · Mathematics 2022-05-31 Sebastian Hönel , Welf Löwe

We present several new results about smoothed analysis of multiobjective optimization problems. Motivated by the discrepancy between worst-case analysis and practical experience, this line of research has gained a lot of attention in the…

Data Structures and Algorithms · Computer Science 2015-01-16 Tobias Brunsch , Heiko Röglin

Bayesian optimization (BO) is a popular method to optimize expensive black-box functions. It efficiently tunes machine learning algorithms under the implicit assumption that hyperparameter evaluations cost approximately the same. In…

Machine Learning · Computer Science 2020-11-25 Gauthier Guinet , Valerio Perrone , Cédric Archambeau

Optimization problems have been the subject of statistical physics approximations. A specially relevant and general scenario is provided by optimization methods considering tradeoffs between cost and efficiency, where optimal solutions…

Statistical Mechanics · Physics 2015-09-16 Luís F. Seoane , Ricard V. Solé

Many complex systems obey to optimality conditions that are usually not simple. Conflicting traits often interact making a Multi Objective Optimization (MOO) approach necessary. Recent MOO research on complex systems report about the Pareto…

Physics and Society · Physics 2015-09-16 Luís F. Seoane , Ricard Solé

We consider the problem of constrained multi-objective blackbox optimization using expensive function evaluations, where the goal is to approximate the true Pareto set of solutions satisfying a set of constraints while minimizing the number…

Machine Learning · Computer Science 2020-11-24 Syrine Belakaria , Aryan Deshwal , Janardhan Rao Doppa

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

Optimizing the performance of many objectives (instantiated by tasks or clients) jointly with a few Pareto stationary solutions (models) is critical in machine learning. However, previous multi-objective optimization methods often focus on…

Machine Learning · Computer Science 2024-03-08 Ziyue Li , Tian Li , Virginia Smith , Jeff Bilmes , Tianyi Zhou

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

any practical multiobjective optimization (MOO) problems include discrete decision variables and/or nonlinear model equations and exhibit disconnected or smooth but nonconvex Pareto surfaces. Scalarization methods, such as the weighted-sum…

Optimization and Control · Mathematics 2024-10-23 Ye Seol Lee , George Jackson , Amparo Galindo , Claire S. Adjiman

Many real-world applications involve black-box optimization of multiple objectives using continuous function approximations that trade-off accuracy and resource cost of evaluation. For example, in rocket launching research, we need to find…

Machine Learning · Statistics 2020-11-24 Syrine Belakaria , Aryan Deshwal , Janardhan Rao Doppa

Multi-objective optimization (MOO) problems are prevalent in machine learning. These problems have a set of optimal solutions, called the Pareto front, where each point on the front represents a different trade-off between possibly…

Machine Learning · Computer Science 2021-04-27 Aviv Navon , Aviv Shamsian , Gal Chechik , Ethan Fetaya

We present HIghly Parallelisable Pareto Optimisation (HIPPO) -- a batch acquisition function that enables multi-objective Bayesian optimisation methods to efficiently exploit parallel processing resources. Multi-Objective Bayesian…

Machine Learning · Computer Science 2022-06-28 Andrei Paleyes , Henry B. Moss , Victor Picheny , Piotr Zulawski , Felix Newman

Many modern machine learning applications, such as multi-task learning, require finding optimal model parameters to trade-off multiple objective functions that may conflict with each other. The notion of the Pareto set allows us to focus on…

Optimization and Control · Mathematics 2022-09-05 Mao Ye , Qiang Liu
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