Should I add 'the' in titles?

There isn't really that much of a difference in the use of grammar in titles vs bodies. Grammar should be used correctly in both circumstances. One way of trying to figure out which one to use is by putting the title into a sentence. E.g. Would you say 'I am evaluating and optimising utility of explanations.' in a real life situation? Of course the answer is no. Hence, my answer to your question is 'yes, you do add the 'the''. Obviously with titles, you will capitalise all words apart from the prepositions, articles and conjunctions.