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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

We introduce the concept of decision-focused surrogate modeling for solving computationally challenging nonlinear optimization problems in real-time settings. The proposed data-driven framework seeks to learn a simpler, e.g. convex,…

Optimization and Control · Mathematics 2023-12-27 Rishabh Gupta , Qi Zhang

High-fidelity models are essential for accurately capturing nonlinear system dynamics. However, simulation of these models is often computationally too expensive and, due to their complexity, they are not directly suitable for analysis,…

Systems and Control · Electrical Eng. & Systems 2025-09-05 E. Javier Olucha , Rajiv Singh , Amritam Das , Roland Tóth

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

This paper presents a novel methodology that uses surrogate models in the form of neural networks to reduce the computation time of simulation-based optimization of a reference trajectory. Simulation-based optimization is necessary when…

Optimization and Control · Mathematics 2023-03-31 Evelyn Ruff , Rebecca Russell , Matthew Stoeckle , Piero Miotto , Jonathan P. How

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

Machine learning methods are increasingly used to build computationally inexpensive surrogates for complex physical models. The predictive capability of these surrogates suffers when data are noisy, sparse, or time-dependent. As we are…

Machine Learning · Computer Science 2024-05-20 A. Diaw , M. McKerns , I. Sagert , L. G. Stanton , M. S. Murillo

The dominant paradigm for power system dynamic simulation is to build system-level simulations by combining physics-based models of individual components. The sheer size of the system along with the rapid integration of inverter-based…

Systems and Control · Electrical Eng. & Systems 2024-10-24 Matthew Bossart , Jose Daniel Lara , Ciaran Roberts , Rodrigo Henriquez-Auba , Duncan Callaway , Bri-Mathias Hodge

One method to solve expensive black-box optimization problems is to use a surrogate model that approximates the objective based on previous observed evaluations. The surrogate, which is cheaper to evaluate, is optimized instead to find an…

Optimization and Control · Mathematics 2021-05-28 Rickard Karlsson , Laurens Bliek , Sicco Verwer , Mathijs de Weerdt

Mixed-integer optimization is at the core of many online decision-making systems that demand frequent updates of decisions in real time. However, due to their combinatorial nature, mixed-integer linear programs (MILPs) can be difficult to…

Optimization and Control · Mathematics 2026-04-21 Shivi Dixit , Rishabh Gupta , Qi Zhang

Decades of progress in simulation-based surrogate-assisted optimization and unprecedented growth in computational power have enabled researchers and practitioners to optimize previously intractable complex engineering problems. This paper…

Neural and Evolutionary Computing · Computer Science 2022-12-14 Qi Huang , Roy de Winter , Bas van Stein , Thomas Bäck , Anna V. Kononova

Determining the proper level of details to develop and solve physical models is usually difficult when one encounters new engineering problems. Such difficulty comes from how to balance the time (simulation cost) and accuracy for the…

Artificial Intelligence · Computer Science 2022-02-03 Randi Wang , Morad Behandish

Solving optimization problems with unknown parameters often requires learning a predictive model to predict the values of the unknown parameters and then solving the problem using these values. Recent work has shown that including the…

Machine Learning · Computer Science 2020-10-23 Kai Wang , Bryan Wilder , Andrew Perrault , Milind Tambe

The optimization of industrial processes remains a critical challenge, particularly when no mathematical formulation of objective functions or constraints is available. This study addresses this issue by proposing a surrogate-based,…

Computational Engineering, Finance, and Science · Computer Science 2025-07-16 Eider Garate-Perez , Kerman López de Calle-Etxabe , Susana Ferreiro

Many real-world systems are modelled using complex ordinary differential equations (ODEs). However, the dimensionality of these systems can make them challenging to analyze. Dimensionality reduction techniques like Proper Orthogonal…

Computational Engineering, Finance, and Science · Computer Science 2025-02-26 Abhishek Ajayakumar , Soumyendu Raha

Sample efficiency in the face of computationally expensive simulations is a common concern in surrogate modeling. Current strategies to minimize the number of samples needed are not as effective in simulated environments with wide state…

Machine Learning · Computer Science 2025-09-03 Julen Cestero , Marco Quartulli , Marcello Restelli

A surrogate model approximates the outputs of a solver of Partial Differential Equations (PDEs) with a low computational cost. In this article, we propose a method to build learning-based surrogates in the context of parameterized PDEs,…

Machine Learning · Computer Science 2024-06-28 Alejandro Ribés , Nawfal Benchekroun , Théo Delagnes

Surrogate model-based optimization has been increasingly used in the field of engineering design. It involves creating a surrogate model with objective functions or constraints based on the data obtained from simulations or real-world…

Optimization and Control · Mathematics 2023-08-28 Minyoung Jwa , Jihoon Kim , Seungyeon Shin , Ah-hyeon Jin , Dongju Shin , Namwoo Kang

The optimization of large-scale multibody systems is a numerically challenging task, in particular when considering multiple conflicting criteria at the same time. In this situation, we need to approximate the Pareto set of optimal…

Optimization and Control · Mathematics 2024-12-20 Augustina C. Amakor , Manuel B. Berkemeier , Meike Wohlleben , Walter Sextro , Sebastian Peitz
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