I focus on the theory, software implementation, and engineering applications of multi-objective optimization. I have made many theoretical advances in Pareto set learning and developed LibMOON, the first open-source, gradient-based library for large-scale multi-objective optimization. Collaborating with the team from PKU, I applied this technique to train large language models (LLMs) with tens of billions of parameters, with results published at NeurIPS 2024.