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Related papers: Data-Driven Combined State and Parameter Reduction…

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We consider numerical approaches for deterministic, finite-dimensional optimal control problems whose dynamics depend on unknown or uncertain parameters. We seek to amortize the solution over a set of relevant parameters in an offline stage…

Optimization and Control · Mathematics 2024-02-16 Deepanshu Verma , Nick Winovich , Lars Ruthotto , Bart van Bloemen Waanders

We propose a projection-based model order reduction method for the solution of parameter-dependent dynamical systems. The proposed method relies on the construction of time-dependent reduced spaces generated from evaluations of the solution…

Numerical Analysis · Mathematics 2019-09-11 Marie Billaud-Friess , Anthony Nouy

We consider the reduction of parametric families of linear dynamical systems having an affine parameter dependence that differ from one another by a low-rank variation in the state matrix. Usual approaches for parametric model reduction…

Numerical Analysis · Mathematics 2019-12-25 Christopher Beattie , Serkan Gugercin , Zoran Tomljanovic

Constrained optimization in high-dimensional black-box settings is difficult due to expensive evaluations, the lack of gradient information, and complex feasibility regions. In this work, we propose a Bayesian optimization method that…

Machine Learning · Statistics 2026-03-26 Raju Chowdhury , Tanmay Sen , Prajamitra Bhuyan , Biswabrata Pradhan

These lecture notes summarize various summer schools that I have given on the topic of solving inverse problems (state and parameter estimation) by combining optimally measurement observations and parametrized PDE models. After defining a…

Numerical Analysis · Mathematics 2022-03-16 Olga Mula

We propose a statistically optimal approach to construct data-driven decisions for stochastic optimization problems. Fundamentally, a data-driven decision is simply a function that maps the available training data to a feasible action. It…

Optimization and Control · Mathematics 2023-12-18 Tobias Sutter , Bart P. G. Van Parys , Daniel Kuhn

Predictive high-fidelity finite element simulations of human cardiac mechanics co\-mmon\-ly require a large number of structural degrees of freedom. Additionally, these models are often coupled with lumped-parameter models of hemodynamics.…

Computational Engineering, Finance, and Science · Computer Science 2020-02-18 Martin R. Pfaller , Maria Cruz Varona , Johannes Lang , Cristóbal Bertoglio , Wolfgang A. Wall

This study focuses on two important problems related to applying offline model-based optimization to real-world industrial control problems. The first problem is how to create a reliable probabilistic model that accurately captures the…

Machine Learning · Computer Science 2024-03-26 Cheng Feng

Complex engineering models are typically computationally demanding and defined by a high-dimensional parameter space challenging the comprehensive exploration of parameter effects and design optimization. To overcome this curse of…

Applications · Statistics 2024-03-01 Corey Arndt , Cody Crusenberry , Bozhi Heng , Rochelle Butler , Stephanie TerMaath

We present a data-driven algorithm for efficiently computing stochastic control policies for general joint chance constrained optimal control problems. Our approach leverages the theory of kernel distribution embeddings, which allows…

Systems and Control · Electrical Eng. & Systems 2022-02-10 Adam J. Thorpe , Thomas Lew , Meeko M. K. Oishi , Marco Pavone

Parametric model order reduction using reduced basis methods can be an effective tool for obtaining quickly solvable reduced order models of parametrized partial differential equation problems. With speedups that can reach several orders of…

Numerical Analysis · Mathematics 2022-01-26 Mario Ohlberger , Stephan Rave

Two major bottlenecks to the solution of large-scale Bayesian inverse problems are the scaling of posterior sampling algorithms to high-dimensional parameter spaces and the computational cost of forward model evaluations. Yet incomplete or…

Computation · Statistics 2016-05-03 Tiangang Cui , Youssef M. Marzouk , Karen E. Willcox

Optimization plays an important role in chemical engineering, impacting cost-effectiveness, resource utilization, product quality, and process sustainability metrics. This chapter broadly focuses on data-driven optimization, particularly,…

Optimization and Control · Mathematics 2024-12-19 Mathias Neufang , Emma Pajak , Damien van de Berg , Ye Seol Lee , Ehecatl Antonio del Rio Chanona

Underactuated systems pose the challenge of being able to control a plant whose degrees of freedom are not necessarily directly linked to an actuator or where such a relationship is not straightforward. Rotary inverted pendulum is an…

Systems and Control · Electrical Eng. & Systems 2021-04-06 Miguel A. Solis , Sinnu Susan Thomas

The present work investigates surrogate model-based optimization for real-time curbside traffic management operations. An optimization problem is formulated to minimize the congestion on roadway segments caused by vehicles stopping on the…

Systems and Control · Electrical Eng. & Systems 2023-10-09 Suyash C. Vishnoi , Michele D. Simoni

Systematic exploration of Agent-Based Models (ABMs) is challenged by the curse of dimensionality and their inherent stochasticity. We present a multi-stage pipeline integrating the systematic design of experiments with machine learning…

Machine Learning · Computer Science 2026-04-07 Paul Saves , Matthieu Mastio , Nicolas Verstaevel , Benoit Gaudou

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

Steering a system towards a desired target in a very short amount of time is challenging from a computational standpoint. Indeed, the intrinsically iterative nature of optimal control problems requires multiple simulations of the physical…

Optimization and Control · Mathematics 2025-05-16 Matteo Tomasetto , Andrea Manzoni , Francesco Braghin

This paper studies the problem of steering the distribution of a linear time-invariant system from an initial normal distribution to a terminal normal distribution under no knowledge of the system dynamics. This data-driven control…

Systems and Control · Electrical Eng. & Systems 2023-04-03 Joshua Pilipovsky , Panagiotis Tsiotras

The advances in data science and machine learning have resulted in significant improvements regarding the modeling and simulation of nonlinear dynamical systems. It is nowadays possible to make accurate predictions of complex systems such…

Optimization and Control · Mathematics 2023-01-24 Sebastian Peitz , Katharina Bieker