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Unknown constraints arise in many types of expensive black-box optimization problems. Several methods have been proposed recently for performing Bayesian optimization with constraints, based on the expected improvement (EI) heuristic.…

This paper presents a novel framework for goal-oriented optimal static sensor placement and dynamic sensor steering in PDE-constrained inverse problems, utilizing a Bayesian approach accelerated by low-rank approximations. The framework is…

Numerical Analysis · Mathematics 2025-07-09 Marco Mattuschka , Noah An der Lan , Max von Danwitz , Daniel Wolff , Alexander Popp

Distributed optimization concerns the optimization of a common function in a distributed network, which finds a wide range of applications ranging from machine learning to vehicle platooning. Its key operation is to aggregate all local…

Information Theory · Computer Science 2022-04-15 Zhenyi Lin , Yi Gong , Kaibin Huang

Discrete choice experiments (DCEs) investigate the attributes that influence individuals' choices when selecting among various options. To enhance the quality of the estimated choice models, researchers opt for Bayesian optimal designs that…

Methodology · Statistics 2025-04-01 Yicheng Mao , Roselinde Kessels , Tom van der Zanden

The conceptual design of eVTOL aircraft is a high-dimensional optimization problem that involves large numbers of continuous design parameters. Therefore, eVTOL design method would benefit from numerical optimization algorithms capable of…

Computational Engineering, Finance, and Science · Computer Science 2023-05-01 Marius L. Ruh , Darshan Sarojini , Andrew Fletcher , Isaac Asher , John T. Hwang

In the control of many autonomous subsystems, such as autonomous vehicles or UAV networks, a centralized control may be hindered by the prohibitive complexity, limited communication bandwidth, or private information of subsystems.…

Systems and Control · Electrical Eng. & Systems 2020-05-01 Husheng Li

Many safety-critical real-world problems, such as autonomous driving and collaborative robots, are of a distributed multi-agent nature. To optimize the performance of these systems while ensuring safety, we can cast them as distributed…

Systems and Control · Electrical Eng. & Systems 2025-08-20 Abdullah Tokmak , Thomas B. Schön , Dominik Baumann

A new method is developed to deal with the problem that a complex decentralized control system needs to keep centralized control performance. The systematic procedure emphasizes quickly finding the decentralized subcontrollers that matching…

Systems and Control · Computer Science 2018-09-05 Ying Huang , Jiyang Dai , Chen Peng

Bayesian optimization is an elegant solution to the hyperparameter optimization problem in machine learning. Building a reliable and robust Bayesian optimization service requires careful testing methodology and sound statistical analysis.…

Machine Learning · Computer Science 2016-05-23 Ian Dewancker , Michael McCourt , Scott Clark , Patrick Hayes , Alexandra Johnson , George Ke

Finding the optimal design of a hydrodynamic or aerodynamic surface is often impossible due to the expense of evaluating the cost functions (say, with computational fluid dynamics) needed to determine the performances of the flows that the…

Computational Geometry · Computer Science 2022-11-15 Haris Moazam Sheikh , Tess A. Callan , Kealan J. Hennessy , Philip S. Marcus

We study the problem of performance optimization of closed-loop control systems with unmodeled dynamics. Bayesian optimization (BO) has been demonstrated to be effective for improving closed-loop performance by automatically tuning…

Machine Learning · Computer Science 2023-01-31 Wenjie Xu , Colin N Jones , Bratislav Svetozarevic , Christopher R. Laughman , Ankush Chakrabarty

Design optimization of mechanisms is a promising research area as it results in more energy-efficient machines without compromising performance. However, machine builders do not actually use the potential described in the literature as…

Systems and Control · Electrical Eng. & Systems 2022-08-01 Abdelmajid Ben Yahya , Nick Van Oosterwyck , Jan Herregodts , Stijn Herregodts , Simon Houwen , Bart Vanwalleghem , Stijn Derammelaere

We develop a fast and scalable computational framework to solve large-scale and high-dimensional Bayesian optimal experimental design problems. In particular, we consider the problem of optimal observation sensor placement for Bayesian…

Numerical Analysis · Mathematics 2020-11-09 Keyi Wu , Peng Chen , Omar Ghattas

In this paper, we investigate the energy efficiency of conventional collaborative compressive sensing (CCCS) scheme, focusing on balancing the tradeoff between energy efficiency and detection accuracy in cognitive radio environment. In…

We present a Model Predictive Control (MPC) algorithm for energy management in aircraft with hybrid electric propulsion systems consisting of gas turbine and electric motor components. Series and parallel configurations are considered. By…

Optimization and Control · Mathematics 2022-06-13 Martin Doff-Sotta , Mark Cannon , Marko Bacic

This paper introduces a model-free real-time optimization (RTO) framework based on unconstrained Bayesian optimization with embedded constraint control. The main contribution lies in demonstrating how this approach simplifies the black-box…

Optimization and Control · Mathematics 2024-02-29 Dinesh Krishnamoorthy

Optimal portfolio allocation is often formulated as a constrained risk problem, where one aims to minimize a risk measure subject to some performance constraints. This paper presents new Bayesian Optimization algorithms for such constrained…

Portfolio Management · Quantitative Finance 2025-03-25 Robert Millar , Jinglai Li

The landscapes of real-world optimization problems can vary strongly depending on the application. In engineering design optimization, objective functions and constraints are often derived from governing equations, resulting in moderate…

Neural and Evolutionary Computing · Computer Science 2025-02-18 Nobuo Namura

This article presents an eco-driving algorithm for electric vehicles featuring multi-speed transmissions. The proposed controller is formulated as a co-optimization problem, simultaneously optimizing both vehicle longitudinal speed and…

Systems and Control · Electrical Eng. & Systems 2026-01-28 Suiyi He , Zongxuan Sun

A novel multiscale consensus-based optimization (CBO) algorithm for solving bi- and tri-level optimization problems is introduced. Existing CBO techniques are generalized by the proposed method through the employment of multiple interacting…

Optimization and Control · Mathematics 2025-06-23 Michael Herty , Yuyang Huang , Dante Kalise , Hicham Kouhkouh
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