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Simulation models are widely used in practice to facilitate decision-making in a complex, dynamic and stochastic environment. But they are computationally expensive to execute and optimize, due to lack of analytical tractability. Simulation…

Optimization and Control · Mathematics 2021-06-14 L. Jeff Hong , Xiaowei Zhang

This paper develops a surrogate model refinement approach for the simulation of dynamical systems and the solution of optimization problems governed by dynamical systems in which surrogates replace expensive-to-compute state- and…

Optimization and Control · Mathematics 2025-09-08 Jonathan R. Cangelosi , Matthias Heinkenschloss

Thanks to their versatility, ease of deployment and high-performance, surrogate models have become staple tools in the arsenal of uncertainty quantification (UQ). From local interpolants to global spectral decompositions, surrogates are…

Machine Learning · Statistics 2020-02-12 C. Lataniotis , S. Marelli , B. Sudret

We consider minimizing functions for which it is expensive to compute the (possibly stochastic) gradient. Such functions are prevalent in reinforcement learning, imitation learning and adversarial training. Our target optimization framework…

Machine Learning · Computer Science 2023-06-09 Jonathan Wilder Lavington , Sharan Vaswani , Reza Babanezhad , Mark Schmidt , Nicolas Le Roux

This paper introduces a novel two-stage machine learning-based surrogate modeling framework to address inverse problems in scientific and engineering fields. In the first stage of the proposed framework, a machine learning model termed the…

Machine Learning · Computer Science 2024-01-05 Farhad Pourkamali-Anaraki , Jamal F. Husseini , Evan J. Pineda , Brett A. Bednarcyk , Scott E. Stapleton

Collaborative Optimization (CO) is a multidisciplinary design optimization (MDO) framework that decomposes large-scale engineering problems into parallel, independently solvable subsystems coordinated by a system-level optimizer. Its…

Optimization and Control · Mathematics 2026-05-08 Mohamed Ali Belhafnaoui , Youssef Diouane

Robust optimization (RO) is a common approach to tractably obtain safeguarding solutions for optimization problems with uncertain constraints. In this paper, we study a statistical framework to integrate data into RO, based on learning a…

Optimization and Control · Mathematics 2020-03-03 L. Jeff Hong , Zhiyuan Huang , Henry Lam

The optimization problems in realistic world present significant challenges onto optimization algorithms, such as the expensive evaluation issue and complex constraint conditions. COBRA optimizer (including its up-to-date variants) is a…

Neural and Evolutionary Computing · Computer Science 2026-02-03 Zipei Yu , Zhiyang Huang , Hongshu Guo , Yue-Jiao Gong , Zeyuan Ma

Agent-based modeling (ABM) is a powerful computational approach for studying complex biological and biomedical systems, yet its widespread use remains limited by significant computational demands. As models become increasingly…

Quantitative Methods · Quantitative Biology 2025-04-17 Kerri-Ann Norton , Daniel Bergman , Harsh Vardhan Jain , Trachette Jackson

In the field of reliability engineering, the Active learning reliability method combining Kriging and Monte Carlo Simulation (AK-MCS) has been developed and demonstrated to be effective in reliability analysis. However, the performance of…

Computational Engineering, Finance, and Science · Computer Science 2025-05-20 Wenxiong Li , Rong Geng , Suiyin Chen

Global optimization of large-scale, complex systems such as multi-physics black-box simulations and real-world industrial systems is important but challenging. This work presents a novel Surrogate-Based Optimization framework based on…

Machine Learning · Computer Science 2026-01-13 Maaz Ahmad , Iftekhar A. Karimi

Heuristic optimisation algorithms explore the search space by sampling solutions, evaluating their fitness, and biasing the search in the direction of promising solutions. However, in many cases, this fitness function involves executing…

Neural and Evolutionary Computing · Computer Science 2024-10-07 Pablo S. Naharro , Pablo Toharia , Antonio LaTorre , José-María Peña

The long runtime associated with simulating multidisciplinary systems challenges the use of Bayesian optimization for multidisciplinary design optimization (MDO). This is particularly the case if the coupled system is modeled in a…

Computational Engineering, Finance, and Science · Computer Science 2024-08-19 Susanna Baars , Jigar Parekh , Ihar Antonau , Philipp Bekemeyer , Ulrich Römer

The development of a reliable and robust surrogate model is often constrained by the dimensionality of the problem. For a system with high-dimensional inputs/outputs (I/O), conventional approaches usually use a low-dimensional manifold to…

Image and Video Processing · Electrical Eng. & Systems 2020-10-01 Xihaier Luo , Ahsan Kareem

Surrogate models are used to alleviate the computational burden in engineering tasks, which require the repeated evaluation of computationally demanding models of physical systems, such as the efficient propagation of uncertainties. For…

Machine Learning · Statistics 2022-09-28 Felix Schneider , Iason Papaioannou , Gerhard Müller

Kriging-based surrogate models have become very popular during the last decades to approximate a computer code output from few simulations. In practical applications, it is very common to sequentially add new simulations to obtain more…

Statistics Theory · Mathematics 2012-10-31 Loic Le Gratiet , Claire Cannamela

A radial basis function (RBF) based sequential surrogate reliability method (SSRM) is proposed, in which a special optimization problem is solved to update the surrogate model of the limit state function (LSF) iteratively. The objective of…

Computation · Statistics 2017-06-27 Xu Li , Chunlin Gong , Liangxian Gu , Wenkun Gao , Zhao Jing , Hua Su

In this note, we present a derivative-free trust-region (TR) algorithm for reliability based optimization (RBO) problems. The proposed algorithm consists of solving a set of subproblems, in which simple surrogate models of the reliability…

Computation · Statistics 2016-10-04 Tian Gao , Jinglai Li

Recent Meta-Black-Box Optimization (MetaBBO) approaches have shown possibility of enhancing the optimization performance through learning meta-level policies to dynamically configure low-level optimizers. However, existing MetaBBO…

Machine Learning · Computer Science 2025-03-25 Zeyuan Ma , Zhiyang Huang , Jiacheng Chen , Zhiguang Cao , Yue-Jiao Gong

Global aerodynamic design optimization using Euler or Navier-Stokes equations requires very reliable surrogate modeling techniques since the computational effort for the underlying flow simulations is usually high. In general, for such…

Optimization and Control · Mathematics 2018-11-02 Emre Özkaya , Nicolas R. Gauger