Related papers: Solving the G-problems in less than 500 iterations…

We study an extension of contextual stochastic linear optimization (CSLO) that, in contrast to most of the existing literature, involves inequality constraints that depend on uncertain parameters predicted by a machine learning model. To…

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…

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…

Evolutionary optimization algorithms often face defects and limitations that complicate the evolution processes or even prevent them from reaching the global optimum. A notable constraint pertains to the considerable quantity of function…

Explicitly accounting for uncertainties is paramount to the safety of engineering structures. Optimization which is often carried out at the early stage of the structural design offers an ideal framework for this task. When the…

In the biclustering problem, we seek to simultaneously group observations and features. While biclustering has applications in a wide array of domains, ranging from text mining to collaborative filtering, the problem of identifying…

COnstraint-Based Reconstruction and Analysis (COBRA) provides a molecular mechanistic framework for integrative analysis of experimental data and quantitative prediction of physicochemically and biochemically feasible phenotypic states. The…

In this work, we propose a heuristic based open source solver for finding global solution to constrained derivative-free optimization (DFO) problems. Our solver named Global optimization using Surrogates for Derivative-free Optimization…

Recently surrogate functions based on the tail inequalities were developed to evaluate the chance constraints in the context of evolutionary computation and several Pareto optimization algorithms using these surrogates were successfully…

Decision support systems often rely on solving complex optimization problems that may require to estimate uncertain parameters beforehand. Recent studies have shown how using traditionally trained estimators for this task can lead to…

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…

Black-box and preference-based optimization algorithms are global optimization procedures that aim to find the global solutions of an optimization problem using, respectively, the least amount of function evaluations or sample comparisons…

Optimization algorithms are very different from human optimizers. A human being would gain more experiences through problem-solving, which helps her/him in solving a new unseen problem. Yet an optimization algorithm never gains any…

This work aims at developing new methodologies to optimize computational costly complex systems (e.g., aeronautical engineering systems). The proposed surrogate-based method (often called Bayesian optimization) uses adaptive sampling to…

Despite the recent progress in hyperparameter optimization (HPO), available benchmarks that resemble real-world scenarios consist of a few and very large problem instances that are expensive to solve. This blocks researchers and…

Biophysical neural system simulations are among the most computationally demanding scientific applications, and their optimization requires navigating high-dimensional parameter spaces under numerous constraints that impose a binary…

We study the problem of constrained efficient global optimization, where both the objective and constraints are expensive black-box functions that can be learned with Gaussian processes. We propose CONFIG (CONstrained efFIcient Global…

We introduce a surrogate-based black-box optimization method, termed Polynomial-model-based optimization (PMBO). The algorithm alternates polynomial approximation with Bayesian optimization steps, using Gaussian processes to model the error…

Black-box optimization (BBO) can be used to optimize functions whose analytic form is unknown. A common approach to realising BBO is to learn a surrogate model which approximates the target black-box function which can then be solved via…

Retrieval augmentation, the practice of retrieving additional data from large auxiliary pools, has emerged as an effective technique for enhancing model performance in the low-data regime. Prior approaches have employed only…