Related papers: Surrogate-Based Black-Box Optimization Method for …
With computational models becoming more expensive and complex, surrogate models have gained increasing attention in many scientific disciplines and are often necessary to conduct sensitivity studies, parameter optimization etc. In the…
Metaheuristic search algorithms look for solutions that either maximise or minimise a set of objectives, such as cost or performance. However most real-world optimisation problems consist of nonlinear problems with complex constraints and…
A key requirement for the current generation of artificial decision-makers is that they should adapt well to changes in unexpected situations. This paper addresses the situation in which an AI for aerial dog fighting, with tunable…
We propose a general framework for machine learning based optimization under uncertainty. Our approach replaces the complex forward model by a surrogate, which is learned simultaneously in a one-shot sense when solving the optimal control…
The interest in accelerating black-box optimizers has resulted in several surrogate model-assisted version of the Covariance Matrix Adaptation Evolution Strategy, a state-of-the-art continuous black-box optimizer. The version called…
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…
Modern generative AI models, such as diffusion and flow matching models, can sample from rich data distributions. However, many applications, especially in science and engineering, require more than drawing samples from the model…
We propose an optimization algorithm to improve the design and performance of quantum communication networks. When physical architectures become too complex for analytical methods, numerical simulation becomes essential to study quantum…
Black-box problems are common in real life like structural design, drug experiments, and machine learning. When optimizing black-box systems, decision-makers always consider multiple performances and give the final decision by comprehensive…
In offline data-driven multi-objective optimization (MOO), optimization is performed using surrogate models trained only on an offline dataset. These surrogate models contain inherent errors and uncertainty. This epistemic uncertainty can…
In simulation-based engineering, design choices are often obtained following the optimization of complex blackbox models. These models frequently involve mixed-variable domains with quantitative and categorical variables. Unlike…
We propose a reduced-space formulation for optimizing over trained neural networks where the network's outputs and derivatives are evaluated on a GPU. To do this, we treat the neural network as a "gray box" where intermediate variables and…
Bayesian Optimization using Gaussian Processes is a popular approach to deal with the optimization of expensive black-box functions. However, because of the a priori on the stationarity of the covariance matrix of classic Gaussian…
Solving complex real problems often demands advanced algorithms, and then continuous improvements in the internal operations of a search technique are needed. Hybrid algorithms, parallel techniques, theoretical advances, and much more are…
The paper proposes and investigates an approach for surrogate-assisted performance prediction of data-driven knowledge discovery algorithms. The approach is based on the identification of surrogate models for prediction of the target…
We present a multi-objective evolutionary optimization algorithm that uses Gaussian process (GP) regression-based models to select trial solutions in a multi-generation iterative procedure. In each generation, a surrogate model is…
Bayesian Optimization (BO), guided by Gaussian process (GP) surrogates, has proven to be an invaluable technique for efficient, high-dimensional, black-box optimization, a critical problem inherent to many applications such as industrial…
The present paper proposes a Bayesian framework for inverse problems that seamlessly integrates optimization and inversion to enable rapid surrogate modeling, accurate parameter inference, and rigorous uncertainty quantification. Bayesian…
Solving complex problems requires continuous effort in developing theory and practice to cope with larger, more difficult scenarios. Working with surrogates is normal for creating a proxy that realistically models the problem into the…
Surrogate-based optimization, nature-inspired metaheuristics, and hybrid combinations have become state of the art in algorithm design for solving real-world optimization problems. Still, it is difficult for practitioners to get an overview…