Collaborative multi-objective optimization allows independent problem solvers to contribute their solutions to a shared problem. However, their validity cannot be reliably verified in open settings if the parties are reluctant to disclose their solutions. Therefore, this paper proposes a novel zk-NSGA-II protocol for verifiable, privacy-preserving and collaborative multi-objective optimization on blockchain. To the best of our knowledge, this is the first work that executes Non-Dominated Sorting Genetic Algorithm II (NSGA-II) on the RISC Zero Zero-Knowledge Virtual Machine (zkVM) where evolutionary generations are certified by succinct proofs that are verified on-chain. Problem solvers maintain their own independent populations as the set of solutions in the decision space and their corresponding objective vectors in the objective space. They contribute to a global on-chain Pareto front by aggregating their local off-chain Pareto fronts according to the rule of non-domination which admits a contribution if it is non-dominated with respect to the existing contributions in the global front. To prevent fabricated contributions, population states across generations are linked through hash chains. The correctness of the zk-NSGA-II protocol is first evaluated on twelve problems from the ZDT and DTLZ benchmarks. Second, its feasibility is shown in a real-world portfolio optimization case study with the Hang Seng dataset. Performance on these problems is measured with nine different metrics across three complementary perspectives for optimization, zero-knowledge proof and blockchain. The empirical findings indicate that trustless collaborative multi-objective optimization is feasible with the existing zero-knowledge and blockchain technologies.

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