Year: 2026
Type: preprint
Abstract: Bayesian Optimization with multi-objective acquisition functions such as q-Expected Hypervolume Improvement (qEHVI) requires efficient candidate optimization to maximize acquisition function values. Traditional approaches rely on continuous optimization methods like Sequential Least Squares Programming (SLSQP) for candidate selection. However, these gradient-based methods can become trapped in local optima, particularly in complex or high-dimensional objective landscapes. This paper presents a simulated annealing-based approach for candidate optimization in batch acquisition functions as an alternative to conventional continuous optimization methods. We evaluate our simulated annealing approach against SLSQP across four benchmark multi-objective optimization problems: ZDT1 (30D, 2 objectives), DTLZ2 (7D, 3 objectives), Kursawe (3D, 2 objectives), and Latent-Aware (4D, 2 objectives). Our results demonstrate that simulated annealing consistently achieves superior hypervolume performance compared to SLSQP in most test functions. The improvement is particularly pronounced for DTLZ2 and Latent-Aware problems, where simulated annealing reaches significantly higher hypervolume values and maintains better convergence characteristics. The histogram analysis of objective space coverage further reveals that simulated annealing explores more diverse and optimal regions of the Pareto front. These findings suggest that metaheuristic optimization approaches like simulated annealing can provide more robust and effective candidate optimization for multi-objective Bayesian optimization, offering a promising alternative to traditional gradient-based methods for batch acquisition function optimization.
Source: arXiv (Cornell University)
Institution: Texas A&M University
Subfield: Computational Theory and Mathematics
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
Funders: U.S. Department of Energy, Texas AgriLife Research, Advanced Research Projects Agency - Energy, National Nuclear Security Administration, Advanced Research Projects Agency, High Performance Research Computing, Texas A and M University, Army Research Laboratory, Los Alamos National Laboratory
OpenAlex ID: W7123396945
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