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The goal of this tutorial is to introduce key models, algorithms, and open questions related to the use of optimization methods for solving problems arising in machine learning. It is written with an INFORMS audience in mind, specifically…

Machine Learning · Statistics 2017-07-03 Frank E. Curtis , Katya Scheinberg

Optimal actuator and control design is studied as a multi-level optimisation problem, where the actuator design is evaluated based on the performance of the associated optimal closed loop. The evaluation of the optimal closed loop for a…

Optimization and Control · Mathematics 2024-02-13 Dante Kalise , Estefanía Loayza-Romero , Kirsten A. Morris , Zhengang Zhong

We present an online model-based reinforcement learning algorithm suitable for controlling complex robotic systems directly in the real world. Unlike prevailing sim-to-real pipelines that rely on extensive offline simulation and model-free…

Robotics · Computer Science 2026-05-07 Fang Nan , Hao Ma , Qinghua Guan , Josie Hughes , Michael Muehlebach , Marco Hutter

We employ an evolutionary optimization framework that perturbs initial states to generate informative and diverse policy demonstrations. A joint surrogate fitness function guides the optimization by combining local diversity, behavioral…

Machine Learning · Computer Science 2025-04-22 Philipp Altmann , Céline Davignon , Maximilian Zorn , Fabian Ritz , Claudia Linnhoff-Popien , Thomas Gabor

Wastewater systems are transitioning towards integrative process systems to recover multiple resources whilst simultaneously satisfying regulations on final effluent quality. This work contributes to the literature by bringing a…

Systems and Control · Electrical Eng. & Systems 2023-05-11 Alex Durkin , Miao Guo

The widespread adoption of machine learning surrogate models has significantly improved the scale and complexity of systems and processes that can be explored accurately and efficiently using atomistic modeling. However, the inherently…

Chemical Physics · Physics 2025-03-13 Federico Grasselli , Sanggyu Chong , Venkat Kapil , Silvia Bonfanti , Kevin Rossi

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

Recent years have seen a surge in deep learning approaches to accelerate numerical solvers, which provide faithful but computationally intensive simulations of the physical world. These deep surrogates are generally trained in a supervised…

Machine Learning · Computer Science 2023-10-02 Lucas Meyer , Marc Schouler , Robert Alexander Caulk , Alejandro Ribés , Bruno Raffin

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

In physics and engineering, many processes are modeled using non-differentiable black-box simulators, making the optimization of such functions particularly challenging. To address such cases, inspired by the Gradient Theorem, we propose…

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

Evolutionary algorithms provide gradient-free optimisation which is beneficial for models that have difficulty in obtaining gradients; for instance, geoscientific landscape evolution models. However, such models are at times computationally…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-06-28 Rohitash Chandra , Yash Vardhan Sharma

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

Surrogate algorithms such as Bayesian optimisation are especially designed for black-box optimisation problems with expensive objectives, such as hyperparameter tuning or simulation-based optimisation. In the literature, these algorithms…

Machine Learning · Computer Science 2024-03-14 Laurens Bliek , Arthur Guijt , Rickard Karlsson , Sicco Verwer , Mathijs de Weerdt

Offline design optimization problem arises in numerous science and engineering applications including material and chemical design, where expensive online experimentation necessitates the use of in silico surrogate functions to predict and…

Machine Learning · Computer Science 2025-03-05 Minh Hoang , Azza Fadhel , Aryan Deshwal , Janardhan Rao Doppa , Trong Nghia Hoang

Improving predictive understanding of Earth system variability and change requires data-model integration. Efficient data-model integration for complex models requires surrogate modeling to reduce model evaluation time. However, building a…

Machine Learning · Statistics 2019-01-17 Dan Lu , Daniel Ricciuto

Modern computational methods, involving highly sophisticated mathematical formulations, enable several tasks like modeling complex physical phenomenon, predicting key properties and design optimization. The higher fidelity in these computer…

Computational Engineering, Finance, and Science · Computer Science 2023-04-13 Lele Luan , Nesar Ramachandra , Sandipp Krishnan Ravi , Anindya Bhaduri , Piyush Pandita , Prasanna Balaprakash , Mihai Anitescu , Changjie Sun , Liping Wang

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

Computation of document image quality metrics often depends upon the availability of a ground truth image corresponding to the document. This limits the applicability of quality metrics in applications such as hyperparameter optimization of…

Computer Vision and Pattern Recognition · Computer Science 2018-07-10 Prashant Singh , Ekta Vats , Anders Hast

Deep learning has been widely used in various applications from different fields such as computer vision, natural language processing, etc. However, the training models are often manually developed via many costly experiments. This manual…

Machine Learning · Computer Science 2022-11-22 Thanh Phuong Pham