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This paper introduces the necessary and sufficient conditions that surrogate functions must satisfy to properly define frontiers of non-dominated solutions in multi-objective optimization problems. These new conditions work directly on the…

Artificial Intelligence · Computer Science 2015-12-21 Conrado Silva Miranda , Fernando José Von Zuben

There is an abundance of prior research on the optimization of production systems, but there is a research gap when it comes to optimizing which components should be included in a design, and how they should be connected. To overcome this…

Neural and Evolutionary Computing · Computer Science 2024-02-05 N. Paape , J. A. W. M. van Eekelen , M. A. Reniers

We consider constrained optimization problems with a nonsmooth objective function in the form of mathematical expectation. The Sample Average Approximation (SAA) is used to estimate the objective function and variable sample size strategy…

Optimization and Control · Mathematics 2022-08-09 Natasa Krejic , Natasa Krklec Jerinkic , Tijana Ostojic

The use of high-fidelity computational simulations promises to enable high-throughput hypothesis testing and optimisation of cancer therapies. However, increasing realism comes at the cost of increasing computational requirements. This…

Neural and Evolutionary Computing · Computer Science 2022-12-05 Richard J. Preen , Larry Bull , Andrew Adamatzky

A hybrid evolutionary algorithm with importance sampling method is proposed for multi-dimensional optimization problems in this paper. In order to make use of the information provided in the search process, a set of visited solutions is…

Neural and Evolutionary Computing · Computer Science 2013-08-26 Guanghui Huang , Zhifeng Pan

Tuning control policies manually to meet high-level objectives is often time-consuming. Bayesian optimization provides a data-efficient framework for automating this process using numerical evaluations of an objective function. However,…

Machine Learning · Computer Science 2026-03-26 Lukas Theiner , Maik Pfefferkorn , Yongpeng Zhao , Sebastian Hirt , Rolf Findeisen

A surrogate function is often employed to reduce the number of objective function evaluations for optimization. However, the effect of using a surrogate model in evolutionary approaches has not been theoretically investigated. This paper…

Neural and Evolutionary Computing · Computer Science 2022-04-07 Youhei Akimoto

Parametric shape optimization aims at minimizing an objective function f(x) where x are CAD parameters. This task is difficult when f is the output of an expensive-to-evaluate numerical simulator and the number of CAD parameters is large.…

Machine Learning · Statistics 2021-05-06 David Gaudrie , Rodolphe Le Riche , Victor Picheny , Benoit Enaux , Vincent Herbert

Evolutionary Reinforcement Learning (ERL) that applying Evolutionary Algorithms (EAs) to optimize the weight parameters of Deep Neural Network (DNN) based policies has been widely regarded as an alternative to traditional reinforcement…

Neural and Evolutionary Computing · Computer Science 2023-02-01 Lan Tang , Xiaxi Li , Jinyuan Zhang , Guiying Li , Peng Yang , Ke Tang

This work presents a data-driven method for learning low-dimensional time-dependent physics-based surrogate models whose predictions are endowed with uncertainty estimates. We use the operator inference approach to model reduction that…

Numerical Analysis · Mathematics 2025-03-19 Shane A. McQuarrie , Anirban Chaudhuri , Karen E. Willcox , Mengwu Guo

Surrogate models provide a low computational cost alternative to evaluating expensive functions. The construction of accurate surrogate models with large numbers of independent variables is currently prohibitive because it requires a large…

Machine Learning · Computer Science 2017-08-10 Mohamed Amine Bouhlel , Joaquim R. R. A. Martins

Many global optimization algorithms of the memetic variety rely on some form of stochastic search, and yet they often lack a sound probabilistic basis. Without a recourse to the powerful tools of stochastic calculus, treading the fine…

Optimization and Control · Mathematics 2024-12-17 Rajdeep Dutta , T Venkatesh Varma , Saikat Sarkar , Mariya Mamajiwala , Noor Awad , Senthilnath Jayavelu , Debasish Roy

Performing multi-objective Bayesian optimisation by scalarising the objectives avoids the computation of expensive multi-dimensional integral-based acquisition functions, instead of allowing one-dimensional standard acquisition…

Machine Learning · Computer Science 2021-04-13 Clym Stock-Williams , Tinkle Chugh , Alma Rahat , Wei Yu

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…

Artificial Intelligence · Computer Science 2024-04-19 Xiankun Yan , Aneta Neumann , Frank Neumann

This paper presents a novel mechanism to adapt surrogate-assisted population-based algorithms. This mechanism is applied to ACM-ES, a recently proposed surrogate-assisted variant of CMA-ES. The resulting algorithm, saACM-ES, adjusts online…

Neural and Evolutionary Computing · Computer Science 2012-04-12 Ilya Loshchilov , Marc Schoenauer , Michèle Sebag

Recent decades have witnessed great advancements in multiobjective evolutionary algorithms (MOEAs) for multiobjective optimization problems (MOPs). However, these progressively improved MOEAs have not necessarily been equipped with scalable…

Neural and Evolutionary Computing · Computer Science 2023-02-28 Songbai Liu , Qiuzhen Lin , Jianqiang Li , Kay Chen Tan

In this paper we systematically study the importance, i.e., the influence on performance, of the main design elements that differentiate scalarizing functions-based multiobjective evolutionary algorithms (MOEAs). This class of MOEAs…

Neural and Evolutionary Computing · Computer Science 2017-03-29 Mansoureh Aghabeig , Andrzej Jaszkiewicz

With the development of artificial intelligence, simulation-based optimization problems, which present a significant challenge in the process systems engineering community, are increasingly being addressed with the surrogate-based…

Optimization and Control · Mathematics 2025-01-30 Zixuan Zhang , Xiaowei Song , Yujiao Zeng , Jie Li , Yaling Nie , Min Zhu , Jianhua Chen , Linmin Wang , Xin Xiao

AI-assisted molecular optimization is a very active research field as it is expected to provide the next-generation drugs and molecular materials. An important difficulty is that the properties to be optimized rely on costly evaluations.…

Machine Learning · Computer Science 2025-05-19 Jules Leguy , Thomas Cauchy , Beatrice Duval , Benoit Da Mota

Bayesian optimization is a highly efficient approach to optimizing objective functions which are expensive to query. These objectives are typically represented by Gaussian process (GP) surrogate models which are easy to optimize and support…

Machine Learning · Computer Science 2024-05-09 Yucen Lily Li , Tim G. J. Rudner , Andrew Gordon Wilson