Introduction

LibMOON is a multiobjective optimization framework that spans from single-objective optimization to multiobjective optimization. It aims to enhance the understanding of optimization problems and facilitate fair comparisons between MOO algorithms.

Supported Benchmark Datasets

Datasets

Problems

Project/Code

ZDT

Synthetic

Project

DTLZ

MAF

WFG

Code

Fi’s

RE

MO-MNISTs

Multitask Learning

COSMOS

Fairness Classification

Federated Learning

Synthetic (DST, FTS…)

Project

Robotics (MO-MuJoCo…)

Code

Real-world Multi-objective Optimization Problem Suite

Real World

Project

Supported Algorithms

LibMOON supports the following algorithms:

Method

Property

#Obj

Support

Venues

Complexity

Arguments

EPO

Exact solution.

Any

Yes

ICML 2020

\(O(m^2 n K)\)

EPOSolver

HVGrad

It is a gradient-based HV method.

2/3

Yes

CEC2023

\(O(m^2 n K^2)\)

HVGradSolver

MGDA-UB

Arbitray Pareto solutions. Location affected highly by initialization.

Any

Yes

NeurIPS 2018

\(O(m^2 n K)\)

MGDAUBSolver

MOO-SVGD

A set of diverse Pareto solution.

Any

Yes

NeurIPS 2021

\(O(m^2 n K^2)\)

MOO-SVGDSolver

PMGDA

Pareto solutions satisfying any preference.

Any

Yes

TETCI

\(O(m^2 n K)\)

PMGDASolver

PMTL

Pareto solutions in sectors.

  1. 3 is difficult.

Yes

NeurIPS 2019

\(O(m^2 n K^2)\)

PMTLSolver

Agg-LS

Pareto solution with aggregations.

Any

Yes

Any

\(O(m n K )\)

GradAggSolver

Agg-Tche

Pareto solution with aggregations.

Any

Yes

Any

\(O(m n K )\)

GradAggSolver

Agg-mTche

Pareto solution with aggregations.

Any

Yes

Any

\(O(m n K )\)

GradAggSolver

Agg-PBI

Pareto solution with aggregations.

Any

Yes

Any

\(O(m n K )\)

GradAggSolver

Agg-COSMOS

Approximated exact solution.

Any

Yes

ICDM 2021

\(O(m n K )\)

GradAggSolver

Agg-SmoothTche

Pareto solution with aggregations.

Any

Yes

Any

\(O(m n K )\)

GradAggSolver

Here, \(m\) is the number of objectives, \(K\) is the number of samples, and \(n\) is the number of decision variables. For neural network based methods, \(n\) is the number of parameters; hence \(n\) is very large (>10000), \(K\) is also large ( e.g., 20-50), while \(m\) is small (2.g., 2-4). As a result, \(m^2\) is not a big problem. \(n^2\) is a big problem. \(K^2\) is a big problem.

Method

Problems

Property

Arguments

EPO-based PSL

Pareto set learning Solvers

Exact solutions

Agg-based PSL

Aggregation-based PSL

Minimal aggregation function solutions

PMGDA-based PSL

Specific solutions

PMGDA-based PSL

Evolutionary PSL

Mitigate local minima by ES

Evolutionary-based PSL

LoRA PSL

Light model structure

LoRA-based psl

Tch-LCB

MultiObjective Bayesian Optimization Solvers

PSLMOBOSolver

DirHV-EI

PSLDirHVEISolver

DirHV-EGO

DirHVEGOSolver

Citation

If you find LibMOON useful for your research or development, please cite the following:

@article{xzhang2024libmoon,
  title={LibMOON: A Gradient-based MultiObjective OptimizatioN Library in PyTorch},
  author={Xiaoyuan Zhang and Liang Zhao and Yingying Yu and Xi Lin and Zhenkun Wang and Yifan Chen and Han Zhao and Qingfu Zhang},
  journal={arXiv preprint arXiv:2409.02969},
  year={2024},
  url={https://arxiv.org/abs/2409.02969}
}

Contributors

LibMOON is developed by the following contributors:

Contact Us

  • If you have any question or suggestion, please feel free to contact us by raising an issue or sending an email to xzhang2523-c@my.cityu.edu.hk.

Advisory Board

  • Prof. Qingfu Zhang (FIEEE, City University of Hong Kong, Corresponding)

  • Prof. Han Zhao (University of Illinois at Urbana-Champaign)

  • Prof. Yifan Chen (Hong Kong Baptist University)

  • Prof. Ke Shang (Shenzhen University)

  • Prof. Genghui Li (Shenzhen University)

  • Prof. Zhenkun Wang (Southern University of Science and Technology)

  • Prof. Tao Qin (Microsoft Research)