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In this paper, a new sequential surrogate-based optimization (SSBO) algorithm is developed, which aims to improve the global search ability and local search efficiency for the global optimization of expensive black-box models. The proposed…

Machine Learning · Statistics 2018-11-30 Chunlin Gong , Xu Li , Hua Su , Jinlei Guo , Liangxian Gu

Addressing real-world optimization challenges requires not only advanced metaheuristics but also continuous refinement of their internal mechanisms. This paper explores the integration of machine learning in the form of neural surrogate…

Neural and Evolutionary Computing · Computer Science 2026-03-31 Tomohiro Harada , Enrique Alba , Gabriel Luque

One method to solve expensive black-box optimization problems is to use a surrogate model that approximates the objective based on previous observed evaluations. The surrogate, which is cheaper to evaluate, is optimized instead to find an…

Optimization and Control · Mathematics 2021-05-28 Rickard Karlsson , Laurens Bliek , Sicco Verwer , Mathijs de Weerdt

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

Many control problems require repeated tuning and adaptation of controllers across distinct closed-loop tasks, where data efficiency and adaptability are critical. We propose a hierarchical Bayesian optimization (BO) framework that is…

Systems and Control · Electrical Eng. & Systems 2026-03-27 Sebastian Hirt , Lukas Theiner , Maik Pfefferkorn , Rolf Findeisen

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

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

Driven by increased complexity of dynamical systems, the solution of system of differential equations through numerical simulation in optimization problems has become computationally expensive. This paper provides a smart data driven…

Optimization and Control · Mathematics 2021-08-25 Kainat Khowaja , Mykhaylo Shcherbatyy , Wolfgang Karl Härdle

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

Bayesian optimization (BO) is a powerful framework for estimating parameters of expensive simulation models, particularly in settings where the likelihood is intractable and evaluations are costly. In stochastic models every simulation is…

Heuristic optimisation algorithms explore the search space by sampling solutions, evaluating their fitness, and biasing the search in the direction of promising solutions. However, in many cases, this fitness function involves executing…

Neural and Evolutionary Computing · Computer Science 2024-10-07 Pablo S. Naharro , Pablo Toharia , Antonio LaTorre , José-María Peña

Machine learning methods are increasingly used to build computationally inexpensive surrogates for complex physical models. The predictive capability of these surrogates suffers when data are noisy, sparse, or time-dependent. As we are…

Machine Learning · Computer Science 2024-05-20 A. Diaw , M. McKerns , I. Sagert , L. G. Stanton , M. S. Murillo

Chemical plant design and optimisation have proven challenging due to the complexity of these real-world systems. The resulting complexity translates into high computational costs for these systems' mathematical formulations and simulation…

Neural and Evolutionary Computing · Computer Science 2022-04-28 Liezl Stander , Matthew Woolway , Terence L. Van Zyl

Offline model-based optimization (MBO) seeks to discover high-performing designs using only a fixed dataset of past evaluations. Most existing methods rely on learning a surrogate model via regression and implicitly assume that good…

Machine Learning · Computer Science 2026-03-05 Shen-Huan Lyu , Rong-Xi Tan , Ke Xue , Yi-Xiao He , Yu Huang , Qingfu Zhang , Chao Qian

This work aims at developing new methodologies to optimize computational costly complex systems (e.g., aeronautical engineering systems). The proposed surrogate-based method (often called Bayesian optimization) uses adaptive sampling to…

The long runtime associated with simulating multidisciplinary systems challenges the use of Bayesian optimization for multidisciplinary design optimization (MDO). This is particularly the case if the coupled system is modeled in a…

Computational Engineering, Finance, and Science · Computer Science 2024-08-19 Susanna Baars , Jigar Parekh , Ihar Antonau , Philipp Bekemeyer , Ulrich Römer

Black-box optimization problems, which are common in many real-world applications, require optimization through input-output interactions without access to internal workings. This often leads to significant computational resources being…

Neural and Evolutionary Computing · Computer Science 2024-03-25 Hao Hao , Xiaoqun Zhang , Aimin Zhou

Surrogate-based optimization, nature-inspired metaheuristics, and hybrid combinations have become state of the art in algorithm design for solving real-world optimization problems. Still, it is difficult for practitioners to get an overview…

Neural and Evolutionary Computing · Computer Science 2021-01-26 Jörg Stork , A. E. Eiben , Thomas Bartz-Beielstein

Bayesian optimization (BO) methods often rely on the assumption that the objective function is well-behaved, but in practice, this is seldom true for real-world objectives even if noise-free observations can be collected. Common approaches,…

Machine Learning · Statistics 2020-09-10 Erik Bodin , Markus Kaiser , Ieva Kazlauskaite , Zhenwen Dai , Neill D. F. Campbell , Carl Henrik Ek

The purpose of this paper is twofold. On one side, we present a general framework for Bayesian optimization and we compare it with some related fields in active learning and Bayesian numerical analysis. On the other hand, Bayesian…

Robotics · Computer Science 2018-02-13 Ruben Martinez-Cantin