The design rules for materials are clear for applications with a single objective. For most applications, however, there are often multiple, sometimes competing objectives where there is no single best material, and the design rules change to finding the set of Pareto optimal materials. In this work, we introduce an active learning algorithm that directly uses the Pareto dominance relation to compute the set of Pareto optimal materials with desirable accuracy. We apply our algorithm to de novo polymer design with a prohibitively large search space. Using molecular simulations, we compute key descriptors for dispersant applications and reduce the number of materials that need to be evaluated to reconstruct the Pareto front with a desired confidence by over 98% compared to random search. This work showcases how simulation and machine learning techniques can be coupled to discover materials within a design space that would be intractable using conventional screening approaches.