Approximate Multi-Objective Search Under Rulebooks

Bounded-suboptimal search seeks a solution within a factor $w$ of optimal while reducing search effort. Focal Search (FS) uses heuristic guidance within FOCAL, the frontier nodes eligible under the threshold $w f_{\min}$, but its deterministic policy may leave $f_{\min}$ unchanged for many expansions. We introduce Probabilistic Focal Search (PFS), which follows the FS guided choice with probability $p$ and expands a minimum-$f$ OPEN node with probability $1-p$. The latter branch encourages the lower bound to advance, enlarging FOCAL and admitting nodes that may lead to feasible solutions. By balancing guidance and lower-bound advancement, this mechanism can reduce time to a bounded solution when progress is limited by delayed FOCAL admission. As a secondary transfer experiment, we apply the same scheduler to Dynamic Potential Search, yielding Probabilistic Dynamic Potential Search (PDPS). We benchmark PFS against FS on N-Puzzle, Pancake Sorting, and the Traveling Salesperson Problem (TSP), and evaluate its anytime extension on the Generalized Covering TSP (GCTSP), using multiple $w$ and $p$ values. Across these benchmarks, the largest gains occur when long $f_{\min}$ plateaus delay useful FOCAL admissions; in such settings, the probabilistic factor may reduce node expansions by about 90% or more (e.g., on N-Puzzle and TSP). For the anytime algorithm family, Anytime Probabilistic Focal Search (APFS) outperforms all tested algorithms in evaluating anytime methods on GCTSP. We also observe that the benefit is smaller when the deterministic search already advances efficiently (e.g., Pancake Sorting), indicating that the probabilistic factor is most useful when FOCAL admission is a search bottleneck. The PDPS transfer shows that the mechanism also transfers to potential guidance, although its common-success effects remain domain- and bound-dependent.

We consider a stochastic multi-objective bandit problem where, at each round, the agent selects a slate of $k$ arms and observes their $d$-dimensional reward vectors under semi-bandit feedback. We do not aim at identifying a single optimal arm; instead, we consider the problem of maintaining a small set of actions that jointly approximate the Pareto frontier. We formalize this objective through the dominated hypervolume induced by the selected subset of arms, and define an $α$-approximate hypervolume regret with respect to the best size-$k$ subset achievable in hindsight, where $α= 1 - 1/e$ reflects the approximation guarantee of greedy maximization for monotone submodular functions. To address this problem, we introduce \textit{THV-UCB}, an optimistic algorithm that selects arms greedily based on optimistic estimates of their marginal hypervolume contributions. We establish a gap-free regret bound $\tilde{O}(d\sqrt{nkT})$ that holds on every instance, together with a gap-dependent bound $\tilde{O}(nk^{2.5}/Δ_{\min})$ that becomes polylogarithmic in $T$ once the arms are sufficiently well separated. Our results provide theoretical support for using small subsets to approximate Pareto fronts in various multi-objective applications.

Multi-objective shortest-path (MOSP) algorithms traditionally rely on single-valued heuristics (SVHs), which associate each state with a single admissible cost vector. While SVHs provide safe lower bounds, they fail to capture the trade-off structure of the Pareto frontier and often yield weak search guidance. Multi-valued heuristics (MVHs) address this limitation by mapping states to sets of cost estimates, enabling a richer approximation of possible trade-offs. Modern MOSP algorithms are highly dependent on dimensionality reduction (DR) techniques to efficiently perform dominance checks. However, integrating MVHs with DR introduces subtle correctness challenges. We show that naively combining DR with MVHs destroys the ordering invariants required for DR, leading to unsound and incomplete search. To address this issue, we develop the first theoretical frameworks for safely integrating MVHs with DR. First, we introduce $\text{NAMOA}^*{\text{dr}\text{-}\text{mvh}}$, a theoretical baseline that restores search correctness by enforcing heuristic consistency. Recognizing the practical limitations of this approach, we then introduce our primary contribution, $\text{L}\text{-}\text{NAMOA}^*{\text{dr}\text{-}\text{mvh}}$. This algorithm employs a "lazy," optimistic approach to DR, preserving exact correctness with only an admissible MVH by dynamically detecting and repairing local ordering violations. Across a range of benchmarks, $\text{L}\text{-}\text{NAMOA}^*{\text{dr}\text{-}\text{mvh}}$ matches or improves over state-of-the-art MOSP algorithms, and achieves speedups of over 10x in instances where the additional guidance provided by the MVH translates into stronger pruning.