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Optimization problems with nonlinear cost functions and combinatorial constraints appear in many real-world applications but remain challenging to solve efficiently compared to their linear counterparts. To bridge this gap, we propose…

Machine Learning · Computer Science 2023-07-20 Aaron Ferber , Taoan Huang , Daochen Zha , Martin Schubert , Benoit Steiner , Bistra Dilkina , Yuandong Tian

End-to-end engineering design pipelines, in which designs are evaluated using concurrently defined optimal controllers, are becoming increasingly common in practice. To discover designs that perform well even under the misspecification of…

Systems and Control · Electrical Eng. & Systems 2025-10-10 Yash Patel , Sahana Rayan , Ambuj Tewari

Optimization models used to make discrete decisions often contain uncertain parameters that are context-dependent and estimated through prediction. To account for the quality of the decision made based on the prediction, decision-focused…

Machine Learning · Computer Science 2024-07-30 Noah Schutte , Krzysztof Postek , Neil Yorke-Smith

Robust optimization is a method for optimization under uncertainties in engineering systems and designs for applications ranging from aeronautics to nuclear. In a robust design process, parameter variability (or uncertainty) is incorporated…

Computation · Statistics 2022-10-17 Richa Verma , Dinesh Kumar , Kazuma Kobayashi , Syed Alam

In the field of reliability engineering, the Active learning reliability method combining Kriging and Monte Carlo Simulation (AK-MCS) has been developed and demonstrated to be effective in reliability analysis. However, the performance of…

Computational Engineering, Finance, and Science · Computer Science 2025-05-20 Wenxiong Li , Rong Geng , Suiyin Chen

Stochastic kriging has been widely employed for simulation metamodeling to predict the response surface of complex simulation models. However, its use is limited to cases where the design space is low-dimensional because, in general, the…

Methodology · Statistics 2022-09-16 Liang Ding , Xiaowei Zhang

A multi-fidelity (MF) active learning method is presented for design optimization problems characterized by noisy evaluations of the performance metrics. Namely, a generalized MF surrogate model is used for design-space exploration,…

Optimization and Control · Mathematics 2022-07-12 Riccardo Pellegrini , Jeroen Wackers , Riccardo Broglia , Andrea Serani , Michel Visonneau , Matteo Diez

Global optimization of expensive functions has important applications in physical and computer experiments. It is a challenging problem to develop efficient optimization scheme, because each function evaluation can be costly and the…

Machine Learning · Statistics 2020-01-22 Ray-Bing Chen , Yuan Wang , C. F. Jeff Wu

A meta-model of the input-output data of a computationally expensive simulation is often employed for prediction, optimization, or sensitivity analysis purposes. Fitting is enabled by a designed experiment, and for computationally expensive…

Methodology · Statistics 2023-12-01 Andrew Gill , David J. Warne , Antony M. Overstall , Clare McGrory , James M. McGree

In the framework of reduced basis methods, we recently introduced a new certified hierarchical and adaptive surrogate model, which can be used for efficient approximation of input-output maps that are governed by parametrized partial…

Numerical Analysis · Mathematics 2023-03-01 Tizian Wenzel , Bernard Haasdonk , Hendrik Kleikamp , Mario Ohlberger , Felix Schindler

In a task where many similar inverse problems must be solved, evaluating costly simulations is impractical. Therefore, replacing the model $y$ with a surrogate model $y_s$ that can be evaluated quickly leads to a significant speedup. The…

Numerical Analysis · Mathematics 2024-05-15 Phillip Semler , Martin Weiser

The computational effort for the evaluation of numerical simulations based on e.g. the finite-element method is high. Metamodels can be utilized to create a low-cost alternative. However the number of required samples for the creation of a…

Machine Learning · Statistics 2019-05-15 Jan N. Fuhg

Bayesian Optimization (BO), guided by Gaussian process (GP) surrogates, has proven to be an invaluable technique for efficient, high-dimensional, black-box optimization, a critical problem inherent to many applications such as industrial…

To address the challenges of reliability analysis in high-dimensional probability spaces, this paper proposes a new metamodeling method that couples active subspace, heteroscedastic Gaussian process, and active learning. The active subspace…

Applications · Statistics 2024-04-11 Jungho Kim , Ziqi Wang , Junho Song

Model-based design of experiments (MBDOE) is essential for efficient parameter estimation in nonlinear dynamical systems. However, conventional adaptive MBDOE requires costly posterior inference and design optimization between each…

Machine Learning · Statistics 2026-03-25 Arno Strouwen , Sebastian Micluţa-Câmpeanu

Engineering and applied sciences use models of increasing complexity to simulate the behaviour of manufactured and physical systems. Propagation of uncertainties from the input to a response quantity of interest through such models may…

Computation · Statistics 2016-06-29 K. Konakli , B. Sudret

We study the design of resilient and reliable communication networks in which a signal can be transferred only up to a limited distance before its quality falls below an acceptable threshold. When excessive signal degradation occurs,…

Machine Learning · Computer Science 2026-02-13 Mohammad Khosravi , Setareh Maghsudi

Studying complex phenomena in detail by performing real experiments is often an unfeasible task. Virtual experiments using simulations are usually used to support the development process. However, numerical simulations are limited by their…

Optimization and Control · Mathematics 2022-11-17 Pietro Lualdi , Ralf Sturm , Tjark Siefkes

A multi-fidelity surrogate model for highly nonlinear multiscale problems is proposed. It is based on the introduction of two different surrogate models and an adaptive on-the-fly switching. The two concurrent surrogates are built…

Computational Physics · Physics 2019-05-03 Felix Fritzen , Mauricio Fernández , Fredrik Larsson

It has been shown that cooperative coevolution (CC) can effectively deal with large scale optimization problems (LSOPs) through a divide-and-conquer strategy. However, its performance is severely restricted by the current…

Neural and Evolutionary Computing · Computer Science 2018-03-05 Bei Pang , Zhigang Ren , Yongsheng Liang , An Chen
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