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The motivation for this paper stems from the desire to develop an adaptive sampling method for solving constrained optimization problems in which the objective function is stochastic and the constraints are deterministic. The method…

Optimization and Control · Mathematics 2021-01-01 Yuchen Xie , Raghu Bollapragada , Richard Byrd , Jorge Nocedal

We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…

Optimization and Control · Mathematics 2019-12-19 Jonathan Lacotte , Mert Pilanci , Marco Pavone

A family of fast sampling methods is introduced here for molecular simulations of systems having rugged free energy landscapes. The methods represent a generalization of a strategy consisting of adjusting a model for the free energy as a…

Computational Physics · Physics 2022-02-07 Pablo F. Zubieta Rico , Juan J. de Pablo

Biophysical neural system simulations are among the most computationally demanding scientific applications, and their optimization requires navigating high-dimensional parameter spaces under numerous constraints that impose a binary…

The theoretical analysis of many problems in physics, astronomy and applied mathematics requires an efficient numerical exploration of multimodal parameter spaces that exhibit broken ergodicity. Monte Carlo methods are widely used to deal…

Statistical Mechanics · Physics 2014-09-02 Stefano Martiniani , Jacob D. Stevenson , David J. Wales , Daan Frenkel

A promising direction towards improving the performance of wave energy converter (WEC) farms is to leverage a system-level integrated approach known as control co-design (CCD). A WEC farm CCD problem may entail decision variables associated…

Systems and Control · Electrical Eng. & Systems 2024-07-11 Saeed Azad , Daniel R. Herber , Suraj Khanal , Gaofeng Jia

Motivated by the problem of optimization of force-field systems in physics using large-scale computer simulations, we consider exploration of a deterministic complex multivariate response surface. The objective is to find input combinations…

Machine Learning · Statistics 2021-09-15 Mert Y. Sengul , Yao Song , Linglin He , Adri C. T. van Duin , Ying Hung , Tirthankar Dasgupta

Building design optimization often depends on physics-based simulation tools such as EnergyPlus, which, although accurate, are computationally expensive and slow. Surrogate models provide a faster alternative, yet most are…

Machine Learning · Computer Science 2026-03-13 Piragash Manmatharasan , Girma Bitsuamlak , Katarina Grolinger

Approximate Bayesian inference based on Laplace approximation and quadrature methods have become increasingly popular for their efficiency at fitting latent Gaussian models (LGM), which encompass popular models such as Bayesian generalized…

Methodology · Statistics 2024-03-20 Dayi Li , Ziang Zhang

In this paper, we study the development of efficient multiscale methods for flows in heterogeneous media. Our approach uses the Generalized Multiscale Finite Element (GMsFEM) framework. The main idea of GMsFEM is to approximate the solution…

Numerical Analysis · Mathematics 2014-09-26 Victor M. Calo , Y. Efendiev , Juan Galvis , Guanglian Li

Solving large-scale capacity expansion problems (CEPs) is central to cost-effective decarbonization of regional-scale energy systems. To ensure the intended outcomes of CEPs, modeling uncertainty due to weather-dependent variable renewable…

Systems and Control · Electrical Eng. & Systems 2024-07-18 Aron Brenner , Rahman Khorramfar , Dharik Mallapragada , Saurabh Amin

We propose an adaptive biasing algorithm aimed at enhancing the sampling of multimodal measures by Langevin dynamics. The underlying idea consists in generalizing the standard adaptive biasing force method commonly used in conjunction with…

Analysis of PDEs · Mathematics 2010-08-23 Chris Chipot , Tony Lelièvre

Many enhanced sampling techniques rely on the identification of a number of collective variables that describe all the slow modes of the system. By constructing a bias potential in this reduced space one is then able to sample efficiently…

Computational Physics · Physics 2019-03-05 Michele Invernizzi , Michele Parrinello

Compressive Sensing (CS) stipulates that a sparse signal can be recovered from a small number of linear measurements, and that this recovery can be performed efficiently in polynomial time. The framework of model-based compressive sensing…

Information Theory · Computer Science 2015-04-22 Chinmay Hegde , Piotr Indyk , Ludwig Schmidt

Understanding protein conformational dynamics is essential for elucidating biological function but remains challenging due to the wide range of timescales and the complexity of collective motions. Enhanced sampling methods overcome…

Statistical Mechanics · Physics 2026-05-11 Souvik Mondal , Michael A. Sauer , Matthias Heyden

Surrogate models provide compact relations between user-defined input parameters and output quantities of interest, enabling the efficient evaluation of complex parametric systems in many-query settings. Such capabilities are essential in a…

Numerical Analysis · Mathematics 2026-03-16 Matteo Giacomini , Pedro Díez

The inverse design of metasurfaces faces inherent challenges due to the nonlinear and highly complex relationship between geometric configurations and their electromagnetic behavior. Traditional optimization approaches often suffer from…

Collective variable (CV) or order parameter based enhanced sampling algorithms have achieved great success due to their ability to efficiently explore the rough potential energy landscapes of complex systems. However, the degeneracy of…

Chemical Physics · Physics 2018-07-11 Jing Zhang , Ming Chen

Coordinated multi-arm manipulation requires satisfying multiple simultaneous geometric constraints across high-dimensional configuration spaces, which poses a significant challenge for traditional planning and control methods. In this work,…

Robotics · Computer Science 2026-02-26 Haolei Tong , Yuezhe Zhang , Sophie Lueth , Georgia Chalvatzaki

The primary goal of this paper is to provide an efficient solution algorithm based on the augmented Lagrangian framework for optimization problems with a stochastic objective function and deterministic constraints. Our main contribution is…

Optimization and Control · Mathematics 2023-12-29 Raghu Bollapragada , Cem Karamanli , Brendan Keith , Boyan Lazarov , Socratis Petrides , Jingyi Wang