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Many real-world decisions are made under uncertainty by solving optimization problems using predicted quantities. This predict-then-optimize paradigm has motivated decision-focused learning, which trains models with awareness of how the…

Machine Learning · Computer Science 2025-11-10 Paula Rodriguez-Diaz , Kirk Bansak Elisabeth Paulson

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

Surrogate model can replace the parametric full-order model (FOM) by an approximation model, which can significantly improve the efficiency of optimization design and reduce the complexity of engineering systems. However, due to limitations…

Fluid Dynamics · Physics 2025-03-18 Xu Wang , Ruiqi Huang , Jiaqing Kou , Hui Tang , Weiwei Zhang

In this experience report, we apply deep active learning to the field of design optimization to reduce the number of computationally expensive numerical simulations. We are interested in optimizing the design of structural components, where…

Machine Learning · Computer Science 2024-03-21 Jens Decke , Christian Gruhl , Lukas Rauch , Bernhard Sick

Reduced-order modelling and low-dimensional surrogate models generated using machine learning algorithms have been widely applied in high-dimensional dynamical systems to improve the algorithmic efficiency. In this paper, we develop a…

High-performance scientific simulations, important for comprehension of complex systems, encounter computational challenges especially when exploring extensive parameter spaces. There has been an increasing interest in developing deep…

Machine Learning · Computer Science 2024-07-15 Pradeep Bajracharya , Javier Quetzalcóatl Toledo-Marín , Geoffrey Fox , Shantenu Jha , Linwei Wang

The embedded ensemble propagation approach introduced in [49] has been demonstrated to be a powerful means of reducing the computational cost of sampling-based uncertainty quantification methods, particularly on emerging computational…

Computation · Statistics 2017-05-08 Marta D'Elia , Eric Phipps , Ahmad Rushdi , Mohamed Ebeida

A probabilistic performance-oriented control design optimization approach is introduced for flight systems. Aiming at estimating rare-event probabilities accurately and efficiently, subset simulation is combined with surrogate modeling…

Systems and Control · Electrical Eng. & Systems 2021-04-20 Dalong Shi , Florian Holzapfel

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

Recently, a surrogate model was proposed that employs a factorization machine to approximate the underlying input-output mapping of the original system, with quantum annealing used to optimize the resulting surrogate function. Inspired by…

Machine Learning · Computer Science 2026-01-21 Anbang Wang , Dunbo Cai , Yu Zhang , Yangqing Huang , Xiangyang Feng , Zhihong Zhang

Many real-world problems are usually computationally costly and the objective functions evolve over time. Data-driven, a.k.a. surrogate-assisted, evolutionary optimization has been recognized as an effective approach for tackling expensive…

Neural and Evolutionary Computing · Computer Science 2022-11-08 Ke Li , Renzhi Chen , Xin Yao

Studies have shown that multi-objective optimization problems are hard problems. Such problems either require longer time to converge to an optimum solution, or may not converge at all. Recently some researchers have claimed that real…

Neural and Evolutionary Computing · Computer Science 2014-06-11 Shahab U. Ansari , Sameen Mansha

Several methods have been recently proposed for estimating sparse Gaussian graphical models using $\ell_{1}$ regularization on the inverse covariance matrix. Despite recent advances, contemporary applications require methods that are even…

Computation · Statistics 2014-05-15 Onkar Dalal , Bala Rajaratnam

As human-robot interaction (HRI) systems advance, so does the difficulty of evaluating and understanding the strengths and limitations of these systems in different environments and with different users. To this end, previous methods have…

We propose new sequential simulation-optimization algorithms for general convex optimization via simulation problems with high-dimensional discrete decision space. The performance of each choice of discrete decision variables is evaluated…

Optimization and Control · Mathematics 2022-02-15 Haixiang Zhang , Zeyu Zheng , Javad Lavaei

Predicting and simulating aerodynamic fields for civil aircraft over wide flight envelopes represent a real challenge mainly due to significant numerical costs and complex flows. Surrogate models and reduced-order models help to estimate…

Fluid Dynamics · Physics 2019-12-11 Romain Dupuis , Jean-Christophe Jouhaud , Pierre Sagaut

Diffusion and Schr\"{o}dinger Bridge models have established state-of-the-art performance in generative modeling but are often hampered by significant computational costs and complex training procedures. While continuous-time bridges…

Machine Learning · Computer Science 2025-12-16 Maria Khilchuk , Vladimir Latypov , Pavel Kleshchev , Alexander Hvatov

Solving constrained optimization problems by multi-objective evolutionary algorithms has scored tremendous achievements in the last decade. Standard multi-objective schemes usually aim at minimizing the objective function and also the…

Neural and Evolutionary Computing · Computer Science 2015-10-02 Tao Xu , Jun He

Simulation-based optimization is a useful method for practical design problems. However, it is difficult for complicated problems due to expensive-computational costs. A popular way to overcome this issue is to use a surrogate model to save…

Signal Processing · Electrical Eng. & Systems 2019-12-11 Yu Li , Hu Wang , Ziming Wen , Xin Wang

A challenging problem in both engineering and computer science is that of minimising a function for which we have no mathematical formulation available, that is expensive to evaluate, and that contains continuous and integer variables, for…

Machine Learning · Computer Science 2021-07-28 Laurens Bliek , Arthur Guijt , Sicco Verwer , Mathijs de Weerdt
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