Three-Objective Integral R2 Subset Selection: NP-Hardness and Submodular Approximation

The continuous integral R2 indicator is a Pareto-compliant refinement of the classical finite-weight-vector R2 indicator, used in performance assessment, bounded archiving for a-posteriori multi-objective optimization, and skyline selection in databases. This work introduces a bidirectional perspective mapping between continuous integral R2 computation and integration over unions of anchored axis-aligned boxes. After translating the ideal point of a minimization problem to the origin, approximation points become strictly positive loss vectors, and the subgraph of the lower weighted Tchebycheff envelope over the weight simplex maps to the complement of an anchored-box union in reciprocal objective space. The Jacobian gives an absolute R2 formula as a weighted complement volume with density $(x_1+\cdots+x_N)^{-(N+1)}$, while differences of R2 values become finite weighted hypervolume differences. Hence, hypervolume algorithms that emit box decompositions can be reused by replacing ordinary box volumes with closed-form weighted box integrals. For $N$ objectives, this gives an output-sensitive overhead $O(2^N M)$ for an $M$-box decomposition, or $O(M)$ for fixed $N$. Using existing box-decomposition approaches, the integral R2 can be computed in $O(n \log n)$ for $N=2,3$, in $O(n^2)$ for $N=4$, and in $O\left(n^{\lfloor (N-1)/2\rfloor+1}\right)$ for $N\geq4$, with $n$ denoting the size of the approximation set. On the lower-bound side, exact value computation has an $Ω(n\log n)$ lower bound in the algebraic decision-tree model already in two objectives, this bound lifts to every fixed $N\geq2$, and exact computation is $\#P$-hard when $N$ is part of the input. Together, the proposed perspective mapping provides a powerful tool for transferring algorithmic and structural results between anchored-box union and hypervolume theory and integral R2 computation.

Pareto optimization via evolutionary multi-objective algorithms has been shown to efficiently solve constrained monotone submodular functions. Traditionally when solving multiple problems, the algorithm is run for each problem separately. We introduce multitasking formulations of these problems that are an effective way to solve multiple related problems with a single run. In our setting the given problems share a monotone submodular function $f$ but have different knapsack constraints. We examine the case where elements within a constraint have the same cost and show that our multitasking formulations result in small Pareto fronts. This allows the population to share solutions between all problems leading to significant improvements compared to running several classical approaches independently. Using rigorous runtime analysis, we analyze the expected time until the introduced multitasking approaches obtain a $(1-1/e)$-approximation for each of the given problems. Our experimental investigations for the maximum coverage problem give further insight into the dynamics behind how the approach works and doesn't work in practice for problems where elements within a constraint also have varied costs.

This paper studies preference-shaped expected improvement criteria for Bayesian multiobjective optimization. We consider two indicator families which are often used for similar algorithmic purposes, but which are geometrically different. The hypervolume indicator is based on a dystopian reference point and measures dominated volume in objective space. The R2 indicator is based on a utopian point and evaluates approximation sets through weighted Tchebycheff scalarization envelopes. The purpose of the paper is to make precise which preference transformations preserve exact computation, Pareto compatibility, and monotonicity properties, and which transformations change the underlying geometry. On the hypervolume side, we revisit canonical EHVI through the Deng representation, formulate product-density weighted EHVI in desirability coordinates, discuss cone-based EHVI as ordinary EHVI after a linear cone transformation, and separate these cases from truncated EHVI, where variance monotonicity may fail. On the R2 side, we prove that exact integral R2 improvement is not, in general, an ordinary objective-space weighted hypervolume. The obstruction is lower-dimensional: Lebesgue-density hypervolume cannot see certain boundary contributions that Tchebycheff scalarizations still detect. We then show that exact integral R2 improvement is exactly a scalarization-space volume, namely the measure of the Tchebycheff shadow between the incumbent scalarization envelope and the reference envelope. This representation yields finite-sum ER2I algorithms for discrete R2, quadrature methods for exact integral R2, and an achievement-space Gaussian surrogate formulation in which ER2I is an integral of scalar Gaussian expected improvements.