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The trust region method is an algorithm traditionally used in the field of derivative free optimization. The method works by iteratively constructing surrogate models (often linear or quadratic functions) to approximate the true objective…

Optimization and Control · Mathematics 2017-06-12 Ky Vu , Pierre-Louis Poirion , Claudia D'Ambrosio , Leo Liberti

In the past few decades, many multiobjective evolutionary optimization algorithms (MOEAs) have been proposed to find a finite set of approximate Pareto solutions for a given problem in a single run, each with its own structure. However, in…

Neural and Evolutionary Computing · Computer Science 2024-04-30 Xi Lin , Xiaoyuan Zhang , Zhiyuan Yang , Qingfu Zhang

Multi-objective evolutionary algorithms (MOEAs) have become essential tools for solving multi-objective optimization problems (MOPs), making their running time analysis crucial for assessing algorithmic efficiency and guiding practical…

Neural and Evolutionary Computing · Computer Science 2025-07-04 Han Huang , Tianyu Wang , Chaoda Peng , Tongli He , Zhifeng Hao

The optimization of algorithm (hyper-)parameters is crucial for achieving peak performance across a wide range of domains, ranging from deep neural networks to solvers for hard combinatorial problems. The resulting algorithm configuration…

Artificial Intelligence · Computer Science 2017-03-31 Katharina Eggensperger , Marius Lindauer , Holger H. Hoos , Frank Hutter , Kevin Leyton-Brown

Bilevel optimization poses a significant computational challenge due to its nested structure, where each upper-level candidate solution requires solving a corresponding lower-level problem. While evolutionary algorithms (EAs) are effective…

Neural and Evolutionary Computing · Computer Science 2025-06-10 Dejun Xu , Jijia Chen , Gary G. Yen , Min Jiang

Numerical solutions of partial differential equations (PDEs) require expensive simulations, limiting their application in design optimization, model-based control, and large-scale inverse problems. Surrogate modeling techniques seek to…

Computational Physics · Physics 2022-05-18 James Duvall , Karthik Duraisamy , Shaowu Pan

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

It is not uncommon that meta-heuristic algorithms contain some intrinsic parameters, the optimal configuration of which is crucial for achieving their peak performance. However, evaluating the effectiveness of a configuration is expensive,…

Neural and Evolutionary Computing · Computer Science 2019-02-01 Ke Li , Zilin Xiang , Kay Chen Tan

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

This work aims at developing new methodologies to optimize computational costly complex systems (e.g., aeronautical engineering systems). The proposed surrogate-based method (often called Bayesian optimization) uses adaptive sampling to…

Surrogate variables in electronic health records (EHR) and biobank data play an important role in biomedical studies due to the scarcity or absence of chart-reviewed gold standard labels. We develop a novel approach named SASH for {\bf…

Methodology · Statistics 2023-09-04 Yue Liu , Molei Liu , Zijian Guo , Tianxi Cai

Multiple Artificial Intelligence (AI) methods have been proposed over recent years to create controllers to play multiple video games of different nature and complexity without revealing the specific mechanics of each of these games to the…

Neural and Evolutionary Computing · Computer Science 2020-09-01 Edgar Galván , Oxana Gorshkova , Peter Mooney , Fred Valdez Ameneyro , Erik Cuevas

Modern neural architecture search (NAS) is inherently multi-objective, balancing trade-offs such as accuracy, parameter count, and computational cost. This complexity makes NAS computationally expensive and nearly impossible to solve…

Machine Learning · Computer Science 2025-06-04 Yuyang Zhou , Ferrante Neri , Yew-Soon Ong , Ruibin Bai

Evolutionary algorithms (EAs) are general-purpose problem solvers that usually perform an unbiased search. This is reasonable and desirable in a black-box scenario. For combinatorial optimization problems, often more knowledge about the…

Neural and Evolutionary Computing · Computer Science 2020-04-23 Vahid Roostapour , Jakob Bossek , Frank Neumann

Surrogate models that combine dimensionality reduction and regression techniques are essential to reduce the need for costly high-fidelity computational fluid dynamics data. New approaches using $\beta$-Variational Autoencoder ($\beta$-VAE)…

In this paper, a new sequential surrogate-based optimization (SSBO) algorithm is developed, which aims to improve the global search ability and local search efficiency for the global optimization of expensive black-box models. The proposed…

Machine Learning · Statistics 2018-11-30 Chunlin Gong , Xu Li , Hua Su , Jinlei Guo , Liangxian Gu

In this work, we present an extension of the genetic algorithm (GA) which exploits the supervised learning technique called active subspaces (AS) to evolve the individuals on a lower dimensional space. In many cases, GA requires in fact…

Numerical Analysis · Mathematics 2021-07-13 Nicola Demo , Marco Tezzele , Gianluigi Rozza

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

Deep convolutional neural networks have demonstrated promising performance on image classification tasks, but the manual design process becomes more and more complex due to the fast depth growth and the increasingly complex topologies of…

Computer Vision and Pattern Recognition · Computer Science 2020-07-06 Bin Wang , Bing Xue , Mengjie Zhang

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
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