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Modern computational methods, involving highly sophisticated mathematical formulations, enable several tasks like modeling complex physical phenomenon, predicting key properties and design optimization. The higher fidelity in these computer…

Computational Engineering, Finance, and Science · Computer Science 2023-04-13 Lele Luan , Nesar Ramachandra , Sandipp Krishnan Ravi , Anindya Bhaduri , Piyush Pandita , Prasanna Balaprakash , Mihai Anitescu , Changjie Sun , Liping Wang

A robust-to-dynamics optimization (RDO) problem is an optimization problem specified by two pieces of input: (i) a mathematical program (an objective function $f:\mathbb{R}^n\rightarrow\mathbb{R}$ and a feasible set…

Optimization and Control · Mathematics 2023-11-27 Amir Ali Ahmadi , Oktay Gunluk

Stochastic inverse problems are generally solved by some form of finite sampling of a space of uncertain parameters. For computationally expensive models, surrogate response surfaces are often employed to increase the number of samples used…

Numerical Analysis · Mathematics 2018-07-04 Steven Mattis , Barbara Wohlmuth

Bayesian optimization (BO) has been widely used in machine learning and simulation optimization. With the increase in computational resources and storage capacities in these fields, high-dimensional and large-scale problems are becoming…

Machine Learning · Computer Science 2022-06-02 Haowei Wang , Ercong Zhang , Szu Hui Ng , Giulia Pedrielli

Adaptive robust optimization problems have received significant attention in recent years, but remain notoriously difficult to solve when recourse decisions are discrete in nature. In this paper, we propose new reformulation techniques for…

Optimization and Control · Mathematics 2024-03-29 Merve Bodur , Timothy C. Y. Chan , Ian Yihang Zhu

Parameter identification for marine ecosystem models is important for the assessment and validation of marine ecosystem models against observational data. The surrogate-based optimization (SBO) is a computationally efficient method to…

Atmospheric and Oceanic Physics · Physics 2021-12-01 Markus Pfeil , Thomas Slawig

This paper describes novel algorithms for the identification of (almost-)resonant behavior in scattering problems. Our methods, relying on rational approximation, aim at building surrogate models of what we call "field amplification",…

Numerical Analysis · Mathematics 2025-08-12 Davide Pradovera , Ralf Hiptmair , Ilaria Perugia

Recent developments of advanced driver-assistance systems necessitate an increasing number of tests to validate new technologies. These tests cannot be carried out on track in a reasonable amount of time and automotive groups rely on…

Machine Learning · Statistics 2022-12-16 Clara Carlier , Arnaud Franju , Matthieu Lerasle , Mathias Obrebski

Optimization plays an important role in chemical engineering, impacting cost-effectiveness, resource utilization, product quality, and process sustainability metrics. This chapter broadly focuses on data-driven optimization, particularly,…

Optimization and Control · Mathematics 2024-12-19 Mathias Neufang , Emma Pajak , Damien van de Berg , Ye Seol Lee , Ehecatl Antonio del Rio Chanona

A multi-fidelity (MF) active learning method is presented for design optimization problems characterized by noisy evaluations of the performance metrics. Namely, a generalized MF surrogate model is used for design-space exploration,…

Optimization and Control · Mathematics 2022-07-12 Riccardo Pellegrini , Jeroen Wackers , Riccardo Broglia , Andrea Serani , Michel Visonneau , Matteo Diez

The exploration of novel architectures requires physics-based simulation due to a lack of prior experience to start from, which introduces two specific challenges for optimization algorithms: evaluations become more expensive (in time) and…

Machine Learning · Computer Science 2025-04-14 Jasper Bussemaker , Paul Saves , Nathalie Bartoli , Thierry Lefebvre , Björn Nagel

Surrogate models provide compact relations between user-defined input parameters and output quantities of interest, enabling the efficient evaluation of complex parametric systems in many-query settings. Such capabilities are essential in a…

Numerical Analysis · Mathematics 2026-03-16 Matteo Giacomini , Pedro Díez

In this contribution, we develop an efficient surrogate modeling framework for simulation-based optimization of enhanced oil recovery, where we particularly focus on polymer flooding. The computational approach is based on an adaptive…

Numerical Analysis · Mathematics 2022-03-04 Tim Keil , Hendrik Kleikamp , Rolf J Lorentzen , Micheal B Oguntola , Mario Ohlberger

A multi-fidelity surrogate model for highly nonlinear multiscale problems is proposed. It is based on the introduction of two different surrogate models and an adaptive on-the-fly switching. The two concurrent surrogates are built…

Computational Physics · Physics 2019-05-03 Felix Fritzen , Mauricio Fernández , Fredrik Larsson

Black-box optimization (BBO) addresses problems where objectives are accessible only through costly queries without gradients or explicit structure. Classical derivative-free methods -- line search, direct search, and model-based solvers…

Machine Learning · Computer Science 2025-10-01 Morteza Kimiaei , Vyacheslav Kungurtsev

The central task in modeling complex dynamical systems is parameter estimation. This task involves numerous evaluations of a computationally expensive objective function. Surrogate-based optimization introduces a computationally efficient…

Machine Learning · Computer Science 2019-12-19 Žiga Lukšič , Jovan Tanevski , Sašo Džeroski , Ljupčo Todorovski

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…

Neural and Evolutionary Computing · Computer Science 2025-05-23 Farshid Farhadi Khouzani , Abdolreza Mirzaei , Paul La Plante , Laxmi Gewali

Engineering design involves demanding models encompassing many decision variables and uncontrollable parameters. In addition, unavoidable aleatoric and epistemic uncertainties can be very impactful and add further complexity. The…

Systems and Control · Electrical Eng. & Systems 2026-02-27 Enrico Ampellio , Blazhe Gjorgiev , Giovanni Sansavini

A challenging problem in both engineering and computer science is that of minimising a function for which we have no mathematical formulation available, that is expensive to evaluate, and that contains continuous and integer variables, for…

Machine Learning · Computer Science 2021-07-28 Laurens Bliek , Arthur Guijt , Sicco Verwer , Mathijs de Weerdt

Offline optimization is a fundamental challenge in science and engineering, where the goal is to optimize black-box functions using only offline datasets. This setting is particularly relevant when querying the objective function is…

Machine Learning · Computer Science 2026-01-07 Minsu Kim , Jiayao Gu , Ye Yuan , Taeyoung Yun , Zixuan Liu , Yoshua Bengio , Can Chen