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Molecular property optimization (MPO) problems are inherently challenging since they are formulated over discrete, unstructured spaces and the labeling process involves expensive simulations or experiments, which fundamentally limits the…

Biomolecules · Quantitative Biology 2024-01-04 Farshud Sorourifar , Thomas Banker , Joel A. Paulson

The Sparse Grids Matlab Kit provides a Matlab implementation of sparse grids, and can be used for approximating high-dimensional functions and, in particular, for surrogate-model-based uncertainty quantification. It is lightweight,…

Mathematical Software · Computer Science 2023-10-11 Chiara Piazzola , Lorenzo Tamellini

We consider black-box optimization in which only an extremely limited number of function evaluations, on the order of around 100, are affordable and the function evaluations must be performed in even fewer batches of a limited number of…

Machine Learning · Computer Science 2021-03-19 Carlos Ansotegui , Meinolf Sellmann , Tapan Shah , Kevin Tierney

Multi-fidelity surrogate models combining dimensionality reduction and an intermediate surrogate in the reduced space allow a cost-effective emulation of simulators with functional outputs. The surrogate is an input-output mapping learned…

Computational Engineering, Finance, and Science · Computer Science 2024-12-17 Lucas Brunel , Mathieu Balesdent , Loïc Brevault , Rodolphe Le Riche , Bruno Sudret

In the contexts of automated reasoning and formal verification, important decision problems are effectively encoded into Satisfiability Modulo Theories (SMT). In the last decade efficient SMT solvers have been developed for several theories…

Artificial Intelligence · Computer Science 2012-02-08 Roberto Sebastiani , Silvia Tomasi

This paper addresses the problem of constrained multi-objective optimization over black-box objective functions with practitioner-specified preferences over the objectives when a large fraction of the input space is infeasible (i.e.,…

Machine Learning · Computer Science 2023-03-24 Alaleh Ahmadianshalchi , Syrine Belakaria , Janardhan Rao Doppa

Surrogate modeling has become a valuable technique for black-box optimization tasks with expensive evaluation of the objective function. In this paper, we investigate the relationship between the predictive accuracy of surrogate models and…

Neural and Evolutionary Computing · Computer Science 2022-10-04 Zbyněk Pitra , Jan Koza , Jiří Tumpach , Martin Holeňa

Industries frequently adjust their facilities network by opening new branches in promising areas and closing branches in areas where they expect low profits. In this paper, we examine a particular class of facility location problems. Our…

Artificial Intelligence · Computer Science 2024-03-18 Saeid Amiri , Parisa Zehtabi , Danial Dervovic , Michael Cashmore

Solving optimization problems with unknown parameters often requires learning a predictive model to predict the values of the unknown parameters and then solving the problem using these values. Recent work has shown that including the…

Machine Learning · Computer Science 2020-10-23 Kai Wang , Bryan Wilder , Andrew Perrault , Milind Tambe

Surrogate-Assisted Evolutionary Algorithms (SAEAs) are widely used for expensive Black-Box Optimization. However, their reliance on rigid, manually designed components such as infill criteria and evolutionary strategies during the search…

Neural and Evolutionary Computing · Computer Science 2025-11-20 Yukun Du , Haiyue Yu , Xiaotong Xie , Yan Zheng , Lixin Zhan , Yudong Du , Chongshuang Hu , Boxuan Wang , Jiang Jiang

We propose an efficient surrogate modeling technique for uncertainty quantification. The method is based on a well-known dimension-adaptive collocation scheme. We improve the scheme by enhancing sparse polynomial surrogates with conformal…

Computational Engineering, Finance, and Science · Computer Science 2020-05-20 Niklas Georg , Dimitrios Loukrezis , Ulrich Römer , Sebastian Schöps

Multiobjective optimization plays an increasingly important role in modern applications, where several objectives are often of equal importance. The task in multiobjective optimization and multiobjective optimal control is therefore to…

Optimization and Control · Mathematics 2019-06-24 Stefan Banholzer , Bennet Gebken , Michael Dellnitz , Sebastian Peitz , Stefan Volkwein

We consider Bayesian optimization of an expensive-to-evaluate black-box objective function, where we also have access to cheaper approximations of the objective. In general, such approximations arise in applications such as reinforcement…

Machine Learning · Statistics 2016-11-16 Matthias Poloczek , Jialei Wang , Peter I. Frazier

Offline optimization is an important task in numerous material engineering domains where online experimentation to collect data is too expensive and needs to be replaced by an in silico maximization of a surrogate of the black-box function.…

Machine Learning · Computer Science 2025-03-07 Manh Cuong Dao , Phi Le Nguyen , Thao Nguyen Truong , Trong Nghia Hoang

Surrogate-assisted search-based testing (SA-SBT) aims to reduce the computational time for testing compute-intensive systems. Surrogates enhance testing techniques by improving test case generation focusing the testing budget on the most…

Software Engineering · Computer Science 2023-05-02 Shiva Nejati , Lev Sorokin , Damir Safin , Federico Formica , Mohammad Mahdi Mahboob , Claudio Menghi

One way to reduce the time of conducting optimization studies is to evaluate designs in parallel rather than just one-at-a-time. For expensive-to-evaluate black-boxes, batch versions of Bayesian optimization have been proposed. They work by…

Optimization and Control · Mathematics 2023-04-04 Mickael Binois , Nicholson Collier , Jonathan Ozik

This paper proposes a method for solving optimization problems in which the decision-maker cannot evaluate the objective function, but rather can only express a preference such as "this is better than that" between two candidate decision…

Machine Learning · Computer Science 2019-10-01 Alberto Bemporad , Dario Piga

Building a surrogate model of an objective function has shown to be effective to assist evolutionary algorithms (EAs) to solve real-world complex optimisation problems which involve either computationally expensive numerical simulations or…

Neural and Evolutionary Computing · Computer Science 2020-02-11 Xiaoran Ruan , Ke Li , Bilel Derbel , Arnaud Liefooghe

Constrained optimization of high-dimensional numerical problems plays an important role in many scientific and industrial applications. Function evaluations in many industrial applications are severely limited and no analytical information…

Optimization and Control · Mathematics 2016-01-01 Samineh Bagheri , Wolfgang Konen , Michael Emmerich , Thomas Bäck

Recent advancements in Machine Learning (ML) have substantially improved its predictive and computational abilities, offering promising opportunities for surrogate modeling in scientific applications. By accurately approximating complex…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-08-28 Zane Fink , Konstantinos Parasyris , Praneet Rathi , Giorgis Georgakoudis , Harshitha Menon , Peer-Timo Bremer