Comparing Scalar Objective Functions for Multi-Criteria Engineering Optimization

Scalarization is widely used in multi-objective optimization owing to its simplicity and scalability. In many applications, the goal is to generate solutions that represent diverse user preferences, ideally with uniform coverage of the Pareto front (PF). However, uniformly sampling scalarization weights usually induces non-uniform coverage of the PF. We explain this mismatch through a geometric analysis of the scalarization path. As the scalarization weight varies, the corresponding solutions trace the PF with a generally non-uniform traversal speed. This speed induces an arc-length cumulative distribution function (CDF); inverting this CDF map yields a principled rule for selecting weights that produce uniform PF coverage. Building on this insight, we propose SURF (Sampling Uniformly along the PaReto Front). For structured problems, including bi-objective bandits, we derive closed-form expressions for this CDF map and the resulting PF-aware weight sampling rule. For general problems, SURF alternates between CDF reconstruction and weight sampling. Theoretically, we show that under provable conditions, SURF converges linearly to an unavoidable finite-sampling floor. Empirically, experiments on bandits, multi-objective-gymnasium, and multi-objective LLM alignment demonstrate that SURF efficiently achieves more uniform PF coverage than baselines.

Preference-based evolutionary multi-objective optimization (PBEMO) aims to approximate a region of interest (ROI) defined by the preference information from a decision maker (DM). Although objective functions in real-world applications typically have different scales, the issue of how to define the ROI in such problems has been overlooked in the literature. In fact, it has not been standardized in the EMO community whether the ROI should be defined in the unnormalized objective space or in the normalized objective space. In this context, this paper investigates the effects of objective normalization on ROIs. First, this paper shows that two ROIs defined in the unnormalized and normalized objective spaces can differ significantly for problems with differently scaled objectives. Then, we demonstrate that ROIs defined in the normalized objective space are highly difficult to approximate even on problems with equally scaled objectives because of poor approximations of the ideal and nadir points. In contrast, we show that ROIs defined in the unnormalized objective space are much easier to approximate than those defined in the normalized objective space.

This work revealed a relationship between a multi-objective optimization problem and single-objective optimization problems that exist in the multi-objective problem. This work focused on combinatorial problems and investigated the relations between the local optima networks of the single-objective problems and the Pareto optima network of the multi-objective problem. Each of their networks has a graph structure. We divided the entire network into subgraphs. Each subgraph was called a component and characterized by overlapping relations between the single-objective local optima networks and the multi-objective Pareto optima network. Results on multi-objective landscape problems showed that most Pareto optimal solutions were reachable from the single-objective local optimal solutions. This tendency was emphasized by increasing the number of objectives and the objective correlation. The number of co-variables impacted the number of cross-link relations between the single-objective local optima networks and the multi-objective Pareto optima network. The results suggested that searching for single-objective problems is a clue to multi-objective optimization.