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We present a mathematical framework and computational methods to optimally design a finite number of sequential experiments. We formulate this sequential optimal experimental design (sOED) problem as a finite-horizon partially observable…

Machine Learning · Computer Science 2024-03-28 Wanggang Shen , Xun Huan

In X-ray Computed Tomography (CT), projections from many angles are acquired and used for 3D reconstruction. To make CT suitable for in-line quality control, reducing the number of angles while maintaining reconstruction quality is…

Image and Video Processing · Electrical Eng. & Systems 2025-06-10 Tianyuan Wang , Felix Lucka , Tristan van Leeuwen

Inverse problems are ubiquitous in science and engineering. Many of these are naturally formulated as a PDE-constrained optimization problem. These non-linear, large-scale, constrained optimization problems know many challenges, of which…

Optimization and Control · Mathematics 2024-12-03 Tristan van Leeuwen , Yunan Yang

Optimal experimental design (OED) provides a systematic approach to quantify and maximize the value of experimental data. Under a Bayesian approach, conventional OED maximizes the expected information gain (EIG) on model parameters.…

Computation · Statistics 2026-04-08 Shijie Zhong , Wanggang Shen , Tommie Catanach , Xun Huan

This paper discusses an outer-approximation guided optimization method for constrained neural network inverse problems with rectified linear units. The constrained neural network inverse problems refer to an optimization problem to find the…

Optimization and Control · Mathematics 2020-02-25 Myun-Seok Cheon

Design optimisation potentially leads to lightweight aircraft structures with lower environmental impact. Due to the high number of design variables and constraints, these problems are ordinarily solved using gradient-based optimisation…

Computational Engineering, Finance, and Science · Computer Science 2024-01-23 Hauke Maathuis , Roeland De Breuker , Saullo G. P. Castro

This paper is about computationally tractable methods for power system parameter estimation and Optimal Experiment Design (OED). Here, the main motivation is that OED has the potential to significantly increase the accuracy of power system…

Systems and Control · Electrical Eng. & Systems 2022-09-19 Xu Du , Alexander Engelmann , Timm Faulwasser , Boris Houska

We consider Inverse Electrical Impedance Tomography (EIT) problem on recovering electrical conductivity and potential in the body based on the measurement of the boundary voltages on the $m$ electrodes for a given electrode current. The…

Optimization and Control · Mathematics 2024-12-17 Ugur G. Abdulla , Saleheh Seif

Complex dynamic systems are typically either modeled using expert knowledge in the form of differential equations or via data-driven universal approximation models such as artificial neural networks (ANN). While the first approach has…

Optimization and Control · Mathematics 2024-09-09 Christoph Plate , Carl Julius Martensen , Sebastian Sager

Optimal experimental design (OED) concerns itself with identifying ideal methods of data collection, e.g.~via sensor placement. The \emph{greedy algorithm}, that is, placing one sensor at a time, in an iteratively optimal manner, stands as…

Optimization and Control · Mathematics 2025-10-15 Christian Aarset

Conventional inverse optimization inputs a solution and finds the parameters of an optimization model that render a given solution optimal. The literature mostly focuses on inferring the objective function in linear problems when accepted…

Optimization and Control · Mathematics 2024-10-10 Houra Mahmoudzadeh , Kimia Ghobadi

Inverse problems are crucial for many applications in science, engineering and medicine that involve data assimilation, design, and imaging. Their solution infers the parameters or latent states of a complex system from noisy data and…

Methodology · Statistics 2026-03-06 Lucas Amoudruz , Sergey Litvinov , Costas Papadimitriou , Petros Koumoutsakos

This paper deals with an inverse problem applied to the field of building physics to experimentally estimate three sorption isotherm coefficients of a wood fiber material. First, the mathematical model, based on convective transport of…

Applied Physics · Physics 2020-02-20 Julien Berger , Thomas Busser , Denys Dutykh , Nathan Mendes

A number of problems in quantum state and system identification are addressed. Specifically, it is shown that the maximum likelihood estimation (MLE) approach, already known to apply to quantum state tomography, is also applicable to…

Quantum Physics · Physics 2007-05-23 Robert Kosut , Ian A. Walmsley , Herschel Rabitz

The computational cost of solving an inverse problem governed by PDEs, using multiple experiments, increases linearly with the number of experiments. A recently proposed method to decrease this cost uses only a small number of random linear…

Optimization and Control · Mathematics 2017-08-02 Benjamin Crestel , Alen Alexanderian , Georg Stadler , Omar Ghattas

We develop a novel iterative algorithm for locally optimal experimental design under constraints, like budget or performance constraints. It is an adaptive discretization algorithm. In every iteration, a discretized version of the…

Optimization and Control · Mathematics 2026-04-21 Jochen Schmid , Philipp Seufert , Jan Schwientek , Tobias Seidel , Karl-Heinz Küfer

Solving optimal stopping problems by backward induction in high dimensions is often very complex since the computation of conditional expectations is required. Typically, such computations are based on regression, a method that suffers from…

Probability · Mathematics 2022-05-19 Martin Redmann

We propose a computational approach to constructing exact designs on finite design spaces that are optimal for multiresponse regression experiments under a combination of the standard linear and specific 'sparsity' constraints. The linear…

Methodology · Statistics 2026-02-13 Lenka Filová , Pál Somogyi , Radoslav Harman

In this paper optimal experimental designs for inverse quadratic regression models are determined. We consider two different parameterizations of the model and investigate local optimal designs with respect to the $c$-, $D$- and…

Methodology · Statistics 2008-09-30 H. Dette , C. Kiss

Design optimisation offers the potential to develop lightweight aircraft structures with reduced environmental impact. Due to the high number of design variables and constraints, these challenges are typically addressed using gradient-based…

Computational Engineering, Finance, and Science · Computer Science 2025-08-04 Hauke F. Maathuis , Roeland De Breuker , Saullo G. P. Castro