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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

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

Driven by advances in hardware and software technologies, nonlinear model predictive control (NMPC) has gained increasing adoption in both industry and academia over the past decades. However, its practical deployment is often limited by…

Optimization and Control · Mathematics 2026-04-10 Perceval Beja-Battais , Guillaume Dupré , Alain Grossetête , Nicolas Vayatis

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

Driven by increased complexity of dynamical systems, the solution of system of differential equations through numerical simulation in optimization problems has become computationally expensive. This paper provides a smart data driven…

Optimization and Control · Mathematics 2021-08-25 Kainat Khowaja , Mykhaylo Shcherbatyy , Wolfgang Karl Härdle

Predicting the behavior of complex systems in engineering often involves significant uncertainty about operating conditions, such as external loads, environmental effects, and manufacturing variability. As a result, uncertainty…

Computation · Statistics 2025-07-17 S. Marelli , S. Schär , B. Sudret

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

The requirement for identifying accurate system representations has not only been a challenge to fulfill, but it has compromised the scalability of formal methods, as the resulting models are often too complex for effective decision making…

Systems and Control · Electrical Eng. & Systems 2025-10-20 Oliver Schön , Sofie Haesaert , Sadegh Soudjani

We present a hybrid sampling-surrogate approach for reducing the computational expense of uncertainty quantification in nonlinear dynamical systems. Our motivation is to enable rapid uncertainty quantification in complex mechanical systems…

Computation · Statistics 2022-01-27 Hang Yang , Yuji Fujii , K. W. Wang , Alex A. Gorodetsky

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

Predictive control, which is based on a model of the system to compute the applied input optimizing the future system behavior, is by now widely used. If the nominal models are not given or are very uncertain, data-driven model predictive…

Systems and Control · Electrical Eng. & Systems 2023-03-09 Hoang Hai Nguyen , Maurice Friedel , Rolf Findeisen

Effective control requires knowledge of the process dynamics to guide the system toward desired states. In many control applications this knowledge is expressed mathematically or through data-driven models, however, as complexity grows…

Systems and Control · Electrical Eng. & Systems 2024-05-24 Joseph Park , George Sugihara , Gerald Pao

A machine-learning-based framework for modeling the error introduced by surrogate models of parameterized dynamical systems is proposed. The framework entails the use of high-dimensional regression techniques (e.g., random forests, LASSO)…

Numerical Analysis · Computer Science 2017-06-02 Sumeet Trehan , Kevin Carlberg , Louis J. Durlofsky

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

In this contribution we present an accelerated optimization-based approach for combined state and parameter reduction of a parametrized linear control system which is then used as a surrogate model in a Bayesian inverse setting. Following…

Optimization and Control · Mathematics 2016-08-22 Christian Himpe , Mario Ohlberger

Data-driven modeling can suffer from a constant demand for data, leading to reduced accuracy and impractical for engineering applications due to the high cost and scarcity of information. To address this challenge, we propose a progressive…

Machine Learning · Computer Science 2023-10-09 Teeratorn Kadeethum , Daniel O'Malley , Youngsoo Choi , Hari S. Viswanathan , Hongkyu Yoon

The vision of personalized medicine is to identify interventions that maintain or restore a person's health based on their individual biology. Medical digital twins, computational models that integrate a wide range of health-related data…

Quantitative Methods · Quantitative Biology 2025-10-21 Luis L. Fonseca , Lucas Böttcher , Borna Mehrad , Reinhard C. Laubenbacher

Data-driven evolutionary algorithms has shown surprising results in addressing expensive optimization problems through robust surrogate modeling. Though promising, existing surrogate modeling schemes may encounter limitations in complex…

Neural and Evolutionary Computing · Computer Science 2025-12-18 Xian-Rong Zhang , Yue-Jiao Gong , Zeyuan Ma , Jun Zhang

There is a high interest in accelerating multiscale models using data-driven surrogate modeling techniques. Creating a large training dataset encompassing all relevant load scenarios is essential for a good surrogate, yet the computational…

Numerical Analysis · Mathematics 2025-04-24 J. Storm , W. Sun , I. B. C. M. Rocha , F. P. van der Meer

We present an Equation/Variable free machine learning (EVFML) framework for the control of the collective dynamics of complex/multiscale systems modelled via microscopic/agent-based simulators. The approach obviates the need for…

Dynamical Systems · Mathematics 2024-11-05 Dimitrios G. Patsatzis , Lucia Russo , Ioannis G. Kevrekidis , Constantinos Siettos
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