library(mlrMBO)

obj.fn = makeMultiObjectiveFunction(
    name = "My test function",
    fn = function(x1, x2, x3, x4) {
        var_1 <- sin(x1 + x2)
        var_2 <- cos(x1 - x2)
        var_3 <- x1 + x4
        var_4 <- x3 + x4 -7
        goal_1 = sum(var_1 + var_2 + var_3 + var_4)
        goal_2 = var_1 + var_2 - var_3 + var_4
        goal_3 = var_1 + var_2 - var_3 + 2*var_4
        
        return(c(goal_1, goal_2, goal_3))
        
    },
    n.objectives = 3L,
    #define acceptable ranges
    par.set = makeParamSet(
        makeNumericParam("x1", lower = 20, upper = 40),
        makeNumericParam("x2", lower = 30, upper = 45),
        makeNumericParam("x3", lower = 10, upper = 20),
        makeNumericParam("x4", lower = 10, upper = 50)
        #define constraints
        , forbidden = expression(x2 >x1 | x3 > x4)
    ),
    
    minimize=rep(TRUE,3)
)

#create control gird
control=makeMBOControl(propose.points=1, final.method="best.predicted",  n.objectives = 3L, final.evals=10)
control=setMBOControlTermination(control, iters=10)
control=setMBOControlInfill(control, crit=makeMBOInfillCritEI())

#perform optimization
lrn=makeMBOLearner(control, obj.fn)

res = mbo(obj.fn, design = NULL, learner = lrn, control = control, show.info = TRUE)

Error in checkStuff(fun, design, learner, control) : 
  Setting of final.method and final.evals for multi-objective optimization not supported at the moment.