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Decision support systems often rely on solving complex optimization problems that may require to estimate uncertain parameters beforehand. Recent studies have shown how using traditionally trained estimators for this task can lead to…

Machine Learning · Computer Science 2025-12-19 Gaetano Signorelli , Michele Lombardi

Deep surrogate models for parametric partial differential equations (PDEs) can deliver high-fidelity approximations but remain prohibitively data-hungry: training often requires thousands of fine-grid simulations, each incurring substantial…

Machine Learning · Computer Science 2026-03-03 Yang Meng , Ruoxi Jiang , Zhuokai Zhao , Chong Liu , Rebecca Willett , Yuxin Chen

We investigate an optimization problem governed by an elliptic partial differential equation with uncertain parameters. We introduce a robust optimization framework that accounts for uncertain model parameters. The resulting non-linear…

Optimization and Control · Mathematics 2019-09-24 Alessandro Alla , Michael Hinze , Philip Kolvenbach , Oliver Lass , Stefan Ulbrich

We present a novel active learning algorithm, termed as iterative surrogate model optimization (ISMO), for robust and efficient numerical approximation of PDE constrained optimization problems. This algorithm is based on deep neural…

Optimization and Control · Mathematics 2020-12-30 Kjetil O. Lye , Siddhartha Mishra , Deep Ray , Praveen Chandrasekhar

This paper presents a model based adaptive monitoring method for the estimation of flow tracers, with application to mapping, prediction and observation of oil spills in the immediate aftermath of an incident. Autonomous agents are guided…

Systems and Control · Electrical Eng. & Systems 2019-11-26 Zak Hodgson , Inaki Esnaola , Bryn Jones

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

The term `surrogate modeling' in computational science and engineering refers to the development of computationally efficient approximations for expensive simulations, such as those arising from numerical solution of partial differential…

Numerical Analysis · Mathematics 2022-08-12 Maarten V. de Hoop , Daniel Zhengyu Huang , Elizabeth Qian , Andrew M. Stuart

Stochastic inverse problems are generally solved by some form of finite sampling of a space of uncertain parameters. For computationally expensive models, surrogate response surfaces are often employed to increase the number of samples used…

Numerical Analysis · Mathematics 2018-07-04 Steven Mattis , Barbara Wohlmuth

Optimal well placement and well injection-production are crucial for the reservoir development to maximize the financial profits during the project lifetime. Meta-heuristic algorithms have showed good performance in solving complex,…

Neural and Evolutionary Computing · Computer Science 2022-12-16 Guodong Chen , Xin Luo , Jimmy Jiu Jiao , Xiaoming Xue

The increased penetration of wind power introduces more operational changes of critical corridors and the traditional time-consuming transient stability constrained total transfer capability (TTC) operational planning is unable to meet the…

Systems and Control · Electrical Eng. & Systems 2020-06-30 Gao Qiu , Youbo Liu , Junyong Liu , Junbo Zhao , Lingfeng Wang , Tingjian Liu , Hongjun Gao

Systems governed by partial differential equations (PDEs) require computationally intensive numerical solvers to predict spatiotemporal field evolution. While machine learning (ML) surrogates offer faster solutions, autoregressive inference…

Machine Learning · Computer Science 2025-07-08 Ishan Khurjekar , Indrashish Saha , Lori Graham-Brady , Somdatta Goswami

This article builds on the recently proposed RB-ML-ROM approach for parameterized parabolic PDEs and proposes a novel hierarchical Trust Region algorithm for solving parabolic PDE constrained optimization problems. Instead of using a…

Optimization and Control · Mathematics 2025-03-28 Benedikt Klein , Mario Ohlberger

Transmission expansion planning (TEP) plays a critical role in ensuring power system reliability and facilitating the integration of renewable energy resources. However, this process requires planners to constantly deal with significant…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Victor Schmitt , Farzaneh Pourahmadi , Angela Flores-Quiroz , Pablo Apablaza , Pierluigi Mancarella

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

The repeated solution of large-scale optimization problems arises frequently in process systems engineering tasks. Decomposition-based solution methods have been widely used to reduce the corresponding computational time, yet their…

Optimization and Control · Mathematics 2023-10-12 Ilias Mitrai , Prodromos Daoutidis

Existing work on data-driven optimization focuses on problems in static environments, but little attention has been paid to problems in dynamic environments. This paper proposes a data-driven optimization algorithm to deal with the…

Neural and Evolutionary Computing · Computer Science 2020-12-29 Cuie Yang , Jinliang Ding , Yaochu Jin , Tianyou Chai

A surrogate-based topology optimisation algorithm for linear elastic structures under parametric loads and boundary conditions is proposed. Instead of learning the parametric solution of the state (and adjoint) problems or the optimisation…

Numerical Analysis · Mathematics 2025-11-04 Matteo Giacomini , Antonio Huerta

Discrete optimization belongs to the set of $\mathcal{NP}$-hard problems, spanning fields such as mixed-integer programming and combinatorial optimization. A current standard approach to solving convex discrete optimization problems is the…

Machine Learning · Computer Science 2024-02-28 Kyle Mana , Fernando Acero , Stephen Mak , Parisa Zehtabi , Michael Cashmore , Daniele Magazzeni , Manuela Veloso

The computational resources required to solve the full 3D inversion of time-domain electromagnetic data are immense. To overcome the time-consuming 3D simulations, we construct a surrogate model, more precisely, a data-driven statistical…

Geophysics · Physics 2024-07-10 Wouter Deleersnyder , David Dudal , Thomas Hermans

Recent works in learning-integrated optimization have shown promise in settings where the optimization problem is only partially observed or where general-purpose optimizers perform poorly without expert tuning. By learning an optimizer…

Machine Learning · Computer Science 2023-11-06 Arman Zharmagambetov , Brandon Amos , Aaron Ferber , Taoan Huang , Bistra Dilkina , Yuandong Tian