Multi-objective Bayesian optimisation (MOBO) is a method for optimising expensive black-box functions with multiple objectives. The goal is to approximate the Pareto front—a set of solutions representing the best trade-offs—with both good convergence (closeness to the front) and good diversity (spread across it). Existing methods try to achieve both at once, but under very tight evaluation budgets, there may not be enough solutions to cover the entire front. The new approach, called converge-then-diversify (CTD), splits the search into two stages: first, it drives toward a single point on the front; second, it spreads solutions across the front. The paper presents two instantiations using widely adopted acquisition functions. In experiments across 446 pairwise comparisons, CTD statistically outperformed state-of-the-art methods in 72.9% of cases, performed equivalently in 21.1%, and was worse in only 6.1%. The advantage was particularly evident with very tight budgets or high-dimensional problems.
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