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Robust optimization (RO) tackles data uncertainty by optimizing for the worst-case scenario of an uncertain parameter and, in its basic form, is sometimes criticized for producing overly-conservative solutions. To reduce the level of…

Optimization and Control · Mathematics 2022-02-21 Milad Dehghani Filabadi , Houra Mahmoudzadeh

We investigate an optimization problem governed by an elliptic partial differential equation with uncertain parameters. We introduce a robust optimization framework that accounts for uncertain model parameters. The resulting non-linear…

Optimization and Control · Mathematics 2019-09-24 Alessandro Alla , Michael Hinze , Philip Kolvenbach , Oliver Lass , Stefan Ulbrich

In the pursuit of designing safer and more efficient energy-absorbing structures, engineers must tackle the challenge of improving crush performance while balancing multiple conflicting objectives, such as maximising energy absorption and…

Materials Science · Physics 2025-02-25 Hirak Kansara , Siamak F. Khosroshahi , Leo Guo , Miguel A. Bessa , Wei Tan

Robust optimization is a common framework in optimization under uncertainty when the problem parameters are not known, but it is rather known that the parameters belong to some given uncertainty set. In the robust optimization framework the…

Optimization and Control · Mathematics 2014-02-27 Aharon Ben-Tal , Elad Hazan , Tomer Koren , Shie Mannor

Adaptive robust optimization problems have received significant attention in recent years, but remain notoriously difficult to solve when recourse decisions are discrete in nature. In this paper, we propose new reformulation techniques for…

Optimization and Control · Mathematics 2024-03-29 Merve Bodur , Timothy C. Y. Chan , Ian Yihang Zhu

Surrogate models are widely used in mechanical design and manufacturing process optimization, where high-fidelity computational models may be unavailable or prohibitively expensive. Their effectiveness, however, is often limited by data…

Machine Learning · Computer Science 2026-03-03 Bingran Wang , Seongha Jeong , Sebastiaan P. C. van Schie , Dongyeon Han , Jaeho Min , John T. Hwang

In computer-aided engineering design, the goal of a designer is to find an optimal design on a given requirement using the numerical simulator in loop with an optimization method. In this design optimization process, a good design…

Machine Learning · Computer Science 2023-03-01 Harsh Vardhan , Peter Volgyesi , Janos Sztipanovits

In this paper, we focus on developing efficient sensitivity analysis methods for a computationally expensive objective function $f(x)$ in the case that the minimization of it has just been performed. Here "computationally expensive" means…

Machine Learning · Statistics 2015-02-24 Yilun Wang , Christine A. Shoemaker

This article aims to introduce the paradigm of distributional robustness from the field of convex optimization to tackle optimal design problems under uncertainty. We consider realistic situations where the physical model, and thereby the…

Optimization and Control · Mathematics 2025-07-30 Charles Dapogny , Julien Prando , Boris Thibert

The efficacy of robust optimization spans a variety of settings with uncertainties bounded in predetermined sets. In many applications, uncertainties are affected by decisions and cannot be modeled with current frameworks. This paper takes…

Optimization and Control · Mathematics 2018-03-29 Omid Nohadani , Kartikey Sharma

With computational models becoming more expensive and complex, surrogate models have gained increasing attention in many scientific disciplines and are often necessary to conduct sensitivity studies, parameter optimization etc. In the…

Methodology · Statistics 2023-07-24 Matthias Fischer , Carsten Proppe

An important issue in additive manufacturing is the reliability and reproducibility of parts. One major problem in achieving this are uncontrolled local variations in the obtained material properties which arise in the complex manufacturing…

Optimization and Control · Mathematics 2017-07-18 Jannis Greifenstein , Michael Stingl

Robust optimization (RO) has emerged as one of the leading paradigms to efficiently model parameter uncertainty. The recent connections between RO and problems in statistics and machine learning domains demand for solving RO problems in…

Optimization and Control · Mathematics 2017-11-21 Nam Ho-Nguyen , Fatma Kilinc-Karzan

Robust optimization is a framework for modeling optimization problems involving data uncertainty and during the last decades has been an area of active research. If we focus on linear programming (LP) problems with i) uncertain data, ii)…

Numerical Analysis · Computer Science 2017-02-15 Roberto Mínguez , Víctor Casero-Alonso

Parameter identification for marine ecosystem models is important for the assessment and validation of marine ecosystem models against observational data. The surrogate-based optimization (SBO) is a computationally efficient method to…

Atmospheric and Oceanic Physics · Physics 2021-12-01 Markus Pfeil , Thomas Slawig

Mathematical models simulate various events under different conditions, enabling an early overview of the system to be implemented in practice, reducing the waste of resources and in less time. In project optimization, these models play a…

Optimization and Control · Mathematics 2021-05-11 Gustavo Barbosa Libotte , Fran Sérgio Lobato , Francisco Duarte Moura Neto , Gustavo Mendes Platt

In this paper, we investigate the capability of the universal Kriging (UK) model for single-objective global optimization applied within an efficient global optimization (EGO) framework. We implemented this combined UK-EGO framework and…

Machine Learning · Statistics 2018-03-26 Pramudita Satria Palar , Koji Shimoyama

This work presents a scalable computational framework for optimal design under uncertainty with application to multi-material insulation components of building envelopes. The forward model consists of a multi-phase thermo-mechanical model…

Optimization and Control · Mathematics 2023-04-20 Jingye Tan , Danial Faghihi

The design optimization of ship hull form based on hydrodynamics theory and simulation-based design (SBD) technologies generally considers ship performance and energy efficiency performance as the design objective, which plays an important…

Computational Engineering, Finance, and Science · Computer Science 2024-03-12 Shuwei Zhu , Siying Lv , Kaifeng Chen , Wei Fang , Leilei Cao

The goal of this paper is to make Optimal Experimental Design (OED) computationally feasible for problems involving significant computational expense. We focus exclusively on the Mean Objective Cost of Uncertainty (MOCU), which is a…

Optimization and Control · Mathematics 2020-12-09 Anthony M. DeGennaro , Francis J. Alexander
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