1. A tangible, non-transitory computer-readable medium having recorded thereon statements and instructions for execution by a computer of a method to optimize a multi-parameter design (MPD) having variables and performance metrics, wherein each performance metric is a function of at least one of the variables, the method comprising steps of: a) generating a first set of candidate designs of the MPD; b) calculating a value of each performance metric for each candidate design of the first set, each calculated value having an uncertainty associated therewith; c) building a surrogate model of each performance metric to obtain a set of surrogate models, each surrogate model mapping at least one variable to a respective output value and to an uncertainty of the respective output value; d) performing a multi-objective optimization on the set of surrogate models to obtain a second set of candidate designs containing non-dominated candidate designs of the MPD, the multi-objective optimization optimizing the surrogate model of each performance metric in accordance with pre-determined constraints, the multi-objective optimization also maximizing the uncertainty of the surrogate model of each performance metric; e) calculating a value of each performance metric for each candidate design of the second set; f) adding the second set to the first set to obtain an augmented set of candidate designs; g) determining if the augmented set of candidate designs of the MPD meets pre-determined criteria; and h) if the augmented set of candidate designs meets the pre-determined criteria, storing the augmented set of candidate designs in a non-transitory computer-readable memory.