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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

One method to solve expensive black-box optimization problems is to use a surrogate model that approximates the objective based on previous observed evaluations. The surrogate, which is cheaper to evaluate, is optimized instead to find an…

Optimization and Control · Mathematics 2021-05-28 Rickard Karlsson , Laurens Bliek , Sicco Verwer , Mathijs de Weerdt

We present an adaptive reduced-order model for the efficient time-resolved simulation of fluid-structure interaction problems with complex and non-linear deformations. The model is based on repeated linearizations of the structural balance…

Fluid Dynamics · Physics 2020-04-13 Ali Thari , Vito Pasquariello , Niels Aage , Stefan Hickel

Adaptive robust optimization (ARO) extends static robust optimization by allowing decisions to depend on the realized uncertainty - weakly dominating static solutions within the modeled uncertainty set. However, ARO makes previous…

Optimization and Control · Mathematics 2025-11-20 Karl Zhu , Dimitris Bertsimas

The present paper studies a kind of robust optimization problems with constraint. The problem is formulated through Backward Stochastic Differential Equations (BSDEs) with quadratic generators. A necessary condition is established for the…

Optimization and Control · Mathematics 2024-02-14 Peng Luo , Alexander Schied , Xiaole Xue

Gradient-based optimization of engineering designs is limited by non-differentiable components in the typical computer-aided engineering (CAE) workflow, which calculates performance metrics from design parameters. While gradient-based…

Computational Engineering, Finance, and Science · Computer Science 2025-11-17 Andrin Rehmann , Nolan Black , Josiah Bjorgaard , Alessandro Angioi , Andrei Paleyes , Niklas Heim , Dion Häfner , Alexander Lavin

Global optimization of black-box functions is challenging in high dimensions. We introduce a conceptual adaptive random search framework, Branching Adaptive Surrogate Search Optimization (BASSO), that combines partitioning and surrogate…

Optimization and Control · Mathematics 2025-04-28 Pariyakorn Maneekul , Zelda B. Zabinsky , Giulia Pedrielli

In this note, we present a derivative-free trust-region (TR) algorithm for reliability based optimization (RBO) problems. The proposed algorithm consists of solving a set of subproblems, in which simple surrogate models of the reliability…

Computation · Statistics 2016-10-04 Tian Gao , Jinglai Li

This paper considers structural optimization under a reliability constraint, where the input distribution is only partially known. Specifically, when we only know that the expected value vector and the variance-covariance matrix of the…

Optimization and Control · Mathematics 2022-12-19 Yoshihiro Kanno

The design of structures and vehicles subject to fluid-structure interaction (FSI) often requires high-fidelity coupled analysis. While the design variables pertain to the structure, the computational cost is dominated by the fluid solver,…

Computational Physics · Physics 2026-05-21 Aditya Narkhede , Erick Rivas , Kevin Wang

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 braking performance of the brake system is a target performance that must be considered for vehicle development. Apparent piston travel (APT) and drag torque are the most representative factors for evaluating braking performance. In…

Machine Learning · Computer Science 2022-03-01 Seongsin Kim , Minyoung Jwa , Soonwook Lee , Sunghoon Park , Namwoo Kang

A computer model can be used for predicting an output only after specifying the values of some unknown physical constants known as calibration parameters. The unknown calibration parameters can be estimated from real data by conducting…

Methodology · Statistics 2021-06-18 Arvind Krishna , V. Roshan Joseph , Shan Ba , William A. Brenneman , William R. Myers

Reliability-based optimization (RBO) is crucial for identifying optimal risk-informed decisions for designing and operating engineering systems. However, its computation remains challenging as it requires a concurrent task of optimization…

Optimization and Control · Mathematics 2022-10-10 Ji-Eun Byun , Welington de Oliveira , Johannes O. Royset

The optimization problems in realistic world present significant challenges onto optimization algorithms, such as the expensive evaluation issue and complex constraint conditions. COBRA optimizer (including its up-to-date variants) is a…

Neural and Evolutionary Computing · Computer Science 2026-02-03 Zipei Yu , Zhiyang Huang , Hongshu Guo , Yue-Jiao Gong , Zeyuan Ma

Reinforcement learning has demonstrated impressive performance in various challenging problems such as robotics, board games, and classical arcade games. However, its real-world applications can be hindered by the absence of robustness and…

Machine Learning · Computer Science 2024-07-02 Siemen Herremans , Ali Anwar , Siegfried Mercelis

Multi-fidelity Kriging model is a promising technique in surrogate-based design as it can balance the model accuracy and cost of sample preparation by fusing low- and high-fidelity data. However, the cost for building a multi-fidelity…

Machine Learning · Computer Science 2023-01-03 Youwei He , Jinliang Luo

Nonlinear optimization-based control policies, such as those those arising in nonlinear Model Predictive Control, have seen remarkable success in recent years. These policies require solving computationally demanding nonlinear optimization…

Optimization and Control · Mathematics 2025-12-02 Riccardo Zuliani , Efe C. Balta , John Lygeros

Time-series information needs to be incorporated into energy system optimization to account for the uncertainty of renewable energy sources. Typically, time-series aggregation methods are used to reduce historical data to a few…

Optimization and Control · Mathematics 2025-05-22 Moritz Wedemeyer , Eike Cramer , Alexander Mitsos , Manuel Dahmen

We propose a novel method for gradient-based optimization of black-box simulators using differentiable local surrogate models. In fields such as physics and engineering, many processes are modeled with non-differentiable simulators with…

Machine Learning · Computer Science 2020-09-30 Sergey Shirobokov , Vladislav Belavin , Michael Kagan , Andrey Ustyuzhanin , Atılım Güneş Baydin
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