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Significant effort has been made to solve computationally expensive optimization problems in the past two decades, and various optimization methods incorporating surrogates into optimization have been proposed. Most research focuses on…

Optimization and Control · Mathematics 2022-04-11 Julian Blank , Kalyanmoy Deb

Supervised Machine Learning (SML) algorithms, such as Gradient Boosting, Random Forest, and Neural Networks, have become popular in recent years due to their superior predictive performance over traditional statistical methods. However,…

Machine Learning · Statistics 2020-07-30 Linwei Hu , Jie Chen , Vijayan N. Nair , Agus Sudjianto

In design, fabrication, and control problems, we are often faced with the task of synthesis, in which we must generate an object or configuration that satisfies a set of constraints while maximizing one or more objective functions. The…

Machine Learning · Computer Science 2021-11-08 Xingyuan Sun , Tianju Xue , Szymon Rusinkiewicz , Ryan P. Adams

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

In many mechanistic medical, biological, physical and engineered spatiotemporal dynamic models the numerical solution of partial differential equations (PDEs) can make simulations impractically slow. Biological models require the…

Soft Condensed Matter · Physics 2021-02-11 J. Quetzalcóatl Toledo-Marín , Geoffrey Fox , James P. Sluka , James A. Glazier

Parametric shape optimization aims at minimizing an objective function f(x) where x are CAD parameters. This task is difficult when f is the output of an expensive-to-evaluate numerical simulator and the number of CAD parameters is large.…

Machine Learning · Statistics 2021-05-06 David Gaudrie , Rodolphe Le Riche , Victor Picheny , Benoit Enaux , Vincent Herbert

This paper provides a review and commentary on the past, present, and future of numerical optimization algorithms in the context of machine learning applications. Through case studies on text classification and the training of deep neural…

Machine Learning · Statistics 2018-02-12 Léon Bottou , Frank E. Curtis , Jorge Nocedal

Multi-objective optimization aims to solve problems with competing objectives. Evaluating such problems is often slow or expensive, limiting the budget of evaluations. In many applications, historical data from related optimization tasks is…

Machine Learning · Computer Science 2026-05-12 Leonard Papenmeier , Petru Tighineanu

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

Self-supervised pretraining from static structures of drug-like compounds and proteins enable powerful learned feature representations. Learned features demonstrate state of the art performance on a range of predictive tasks including…

Biomolecules · Quantitative Biology 2025-09-12 Derek Jones , Yue Yang , Felice C. Lightstone , Niema Moshiri , Jonathan E. Allen , Tajana S. Rosing

When designing new materials, it is often necessary to design a material with specific desired properties. Unfortunately, as new design variables are added, the search space grows exponentially, which makes synthesizing and validating the…

Machine Learning · Computer Science 2025-10-10 Shaan Pakala , Aldair E. Gongora , Brian Giera , Evangelos E. Papalexakis

Offline optimization has recently emerged as an increasingly popular approach to mitigate the prohibitively expensive cost of online experimentation. The key idea is to learn a surrogate of the black-box function that underlines the target…

Machine Learning · Computer Science 2025-03-07 Manh Cuong Dao , Phi Le Nguyen , Thao Nguyen Truong , Trong Nghia Hoang

The performance of land surface models (LSMs) significantly affects the understanding of atmospheric and related processes. Many of the LSMs' soil and vegetation parameters were unknown so that it is crucially important to efficiently…

Applications · Statistics 2020-12-02 Yohei Sawada

Solving inverse problems in physics is central to understanding complex systems and advancing technologies in various fields. Iterative optimization algorithms, commonly used to solve these problems, often encounter local minima, chaos, or…

Machine Learning · Computer Science 2025-01-29 Girnar Goyal , Philipp Holl , Sweta Agrawal , Nils Thuerey

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

We present an algorithm for a class of statistical inference problems. The main idea is to reformulate the inference problem as an optimization procedure, based on the generation of surrogate (auxiliary) functions. This approach is…

Optimization and Control · Mathematics 2018-05-22 Rodrigo Carvajal , Rafael Orellana , Dimitrios Katselis , Pedro Escárate , Juan. C. Agüero

In this work, we investigate the use of data-driven equation discovery for dynamical systems to model and forecast continuous-time dynamics of unconstrained optimization problems. To avoid expensive evaluations of the objective function and…

Optimization and Control · Mathematics 2026-02-19 Grant Norman , Conor Rowan , Kurt Maute , Alireza Doostan

The dominant paradigm for power system dynamic simulation is to build system-level simulations by combining physics-based models of individual components. The sheer size of the system along with the rapid integration of inverter-based…

Systems and Control · Electrical Eng. & Systems 2024-10-24 Matthew Bossart , Jose Daniel Lara , Ciaran Roberts , Rodrigo Henriquez-Auba , Duncan Callaway , Bri-Mathias Hodge

We present a framework for automatically structuring and training fast, approximate, deep neural surrogates of stochastic simulators. Unlike traditional approaches to surrogate modeling, our surrogates retain the interpretable structure and…

A framework is introduced for solving a sequence of slowly changing optimization problems, including those arising in regression and classification applications, using optimization algorithms such as stochastic gradient descent (SGD). The…

Machine Learning · Computer Science 2015-09-25 Craig Wilson , Venugopal V. Veeravalli