Pareto-NRPA: A Novel Monte-Carlo Search Algorithm for Multi-Objective Optimization

Fuente: arXiv
Gespeichert in:
Bibliographische Detailangaben
Hauptverfasser: Lallouet, Noé, Cazenave, Tristan, Enderli, Cyrille
Format: Preprint
Veröffentlicht: 2025
Schlagworte:
Online-Zugang:
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
_version_ 1866914129215750144
author Lallouet, Noé
Cazenave, Tristan
Enderli, Cyrille
author_facet Lallouet, Noé
Cazenave, Tristan
Enderli, Cyrille
contents We introduce Pareto-NRPA, a new Monte-Carlo algorithm designed for multi-objective optimization problems over discrete search spaces. Extending the Nested Rollout Policy Adaptation (NRPA) algorithm originally formulated for single-objective problems, Pareto-NRPA generalizes the nested search and policy update mechanism to multi-objective optimization. The algorithm uses a set of policies to concurrently explore different regions of the solution space and maintains non-dominated fronts at each level of search. Policy adaptation is performed with respect to the diversity and isolation of sequences within the Pareto front. We benchmark Pareto-NRPA on two classes of problems: a novel bi-objective variant of the Traveling Salesman Problem with Time Windows problem (MO-TSPTW), and a neural architecture search task on well-known benchmarks. Results demonstrate that Pareto-NRPA achieves competitive performance against state-of-the-art multi-objective algorithms, both in terms of convergence and diversity of solutions. Particularly, Pareto-NRPA strongly outperforms state-of-the-art evolutionary multi-objective algorithms on constrained search spaces. To our knowledge, this work constitutes the first adaptation of NRPA to the multi-objective setting.
format Preprint
id arxiv_https___arxiv_org_abs_2507_19109
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Pareto-NRPA: A Novel Monte-Carlo Search Algorithm for Multi-Objective Optimization
Lallouet, Noé
Cazenave, Tristan
Enderli, Cyrille
Artificial Intelligence
Neural and Evolutionary Computing
We introduce Pareto-NRPA, a new Monte-Carlo algorithm designed for multi-objective optimization problems over discrete search spaces. Extending the Nested Rollout Policy Adaptation (NRPA) algorithm originally formulated for single-objective problems, Pareto-NRPA generalizes the nested search and policy update mechanism to multi-objective optimization. The algorithm uses a set of policies to concurrently explore different regions of the solution space and maintains non-dominated fronts at each level of search. Policy adaptation is performed with respect to the diversity and isolation of sequences within the Pareto front. We benchmark Pareto-NRPA on two classes of problems: a novel bi-objective variant of the Traveling Salesman Problem with Time Windows problem (MO-TSPTW), and a neural architecture search task on well-known benchmarks. Results demonstrate that Pareto-NRPA achieves competitive performance against state-of-the-art multi-objective algorithms, both in terms of convergence and diversity of solutions. Particularly, Pareto-NRPA strongly outperforms state-of-the-art evolutionary multi-objective algorithms on constrained search spaces. To our knowledge, this work constitutes the first adaptation of NRPA to the multi-objective setting.
title Pareto-NRPA: A Novel Monte-Carlo Search Algorithm for Multi-Objective Optimization
topic Artificial Intelligence
Neural and Evolutionary Computing
url https://arxiv.org/abs/2507.19109