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High-fidelity models are essential for accurately capturing nonlinear system dynamics. However, simulation of these models is often computationally too expensive and, due to their complexity, they are not directly suitable for analysis,…

Systems and Control · Electrical Eng. & Systems 2025-09-05 E. Javier Olucha , Rajiv Singh , Amritam Das , Roland Tóth

We consider the problem of constructing surrogate operators for parameter-to-solution maps arising from parametric partial differential equations, where repeated forward model evaluations are computationally expensive. We present a…

Machine Learning · Computer Science 2026-04-02 Josephine Westermann , Benno Huber , Thomas O'Leary-Roseberry , Jakob Zech

Evolutionary illumination is a recent technique that allows producing many diverse, optimal solutions in a map of manually defined features. To support the large amount of objective function evaluations, surrogate model assistance was…

Neural and Evolutionary Computing · Computer Science 2017-03-30 Alexander Hagg

Posterior sampling by Monte Carlo methods provides a more comprehensive solution approach to inverse problems than computing point estimates such as the maximum posterior using optimization methods, at the expense of usually requiring many…

Numerical Analysis · Mathematics 2024-11-28 Paolo Villani , Daniel Andrés-Arcones , Jörg F. Unger , Martin Weiser

In the context of optimization approaches to engineering applications, time-consuming simulations are often utilized which can be configured to deliver solutions for various levels of accuracy, commonly referred to as different fidelity…

Computational Engineering, Finance, and Science · Computer Science 2022-05-17 Sander van Rijn , Sebastian Schmitt , Matthijs van Leeuwen , Thomas Bäck

Optimisation problems often have multiple conflicting objectives that can be computationally and/or financially expensive. Mono-surrogate Bayesian optimisation (BO) is a popular model-based approach for optimising such black-box functions.…

Machine Learning · Computer Science 2022-08-11 George De Ath , Tinkle Chugh , Alma A. M. Rahat

Offline optimization is an emerging problem in many experimental engineering domains including protein, drug or aircraft design, where online experimentation to collect evaluation data is too expensive or dangerous. To avoid that, one has…

Machine Learning · Computer Science 2024-05-10 Yassine Chemingui , Aryan Deshwal , Trong Nghia Hoang , Janardhan Rao Doppa

MATSuMoTo is the MATLAB Surrogate Model Toolbox for computationally expensive, black-box, global optimization problems that may have continuous, mixed-integer, or pure integer variables. Due to the black-box nature of the objective…

Optimization and Control · Mathematics 2014-04-17 Juliane Mueller

Due to the need for robust uncertainty quantification, Bayesian neural learning has gained attention in the era of deep learning and big data. Markov Chain Monte-Carlo (MCMC) methods typically implement Bayesian inference which faces…

Machine Learning · Computer Science 2020-05-15 Rohitash Chandra , Konark Jain , Arpit Kapoor , Ashray Aman

Global optimization of large-scale, complex systems such as multi-physics black-box simulations and real-world industrial systems is important but challenging. This work presents a novel Surrogate-Based Optimization framework based on…

Machine Learning · Computer Science 2026-01-13 Maaz Ahmad , Iftekhar A. Karimi

Reliability-based design optimization (RBDO) is an active field of research with an ever increasing number of contributions. Numerous methods have been proposed for the solution of RBDO, a complex problem that combines optimization and…

Methodology · Statistics 2019-01-11 M. Moustapha , B. Sudret

Optimization problems have been the subject of statistical physics approximations. A specially relevant and general scenario is provided by optimization methods considering tradeoffs between cost and efficiency, where optimal solutions…

Statistical Mechanics · Physics 2015-09-16 Luís F. Seoane , Ricard V. Solé

Mathematical models of the human heart are increasingly playing a vital role in understanding the working mechanisms of the heart, both under healthy functioning and during disease. The aim is to aid medical practitioners diagnose and treat…

Numerical Analysis · Mathematics 2023-11-13 Sridhar Chellappa , Barış Cansız , Lihong Feng , Peter Benner , Michael Kaliske

Multiobjective simulation optimization (MOSO) problems are optimization problems with multiple conflicting objectives, where evaluation of at least one of the objectives depends on a black-box numerical code or real-world experiment, which…

Optimization and Control · Mathematics 2025-01-13 Tyler H. Chang , Stefan M. Wild

Recent advancements in Markov chain Monte Carlo (MCMC) sampling and surrogate modelling have significantly enhanced the feasibility of Bayesian analysis across engineering fields. However, the selection and integration of surrogate models…

Computational Physics · Physics 2024-11-22 Leon Riccius , Iuri B. C. M. Rocha , Joris Bierkens , Hanne Kekkonen , Frans P. van der Meer

Automating design minimizes errors, accelerates the design process, and reduces cost. However, automating robot design is challenging due to recursive constraints, multiple design objectives, and cross-domain design complexity possibly…

Robotics · Computer Science 2026-01-21 Andrew Wilhelm , Nils Napp

Many real-world decision-making processes rely on solving mixed-integer nonlinear programming (MINLP) problems. However, finding high-quality solutions to MINLPs is often computationally demanding. This has motivated the development of…

Optimization and Control · Mathematics 2025-10-17 Marina Cuesta , Claudia D'Ambrosio , María Durban , Vanesa Guerrero , Renan Spencer Trindade

Offline optimization is a fundamental challenge in science and engineering, where the goal is to optimize black-box functions using only offline datasets. This setting is particularly relevant when querying the objective function is…

Machine Learning · Computer Science 2026-01-07 Minsu Kim , Jiayao Gu , Ye Yuan , Taeyoung Yun , Zixuan Liu , Yoshua Bengio , Can Chen

Hyperparameter optimization is the process of identifying the appropriate hyperparameter configuration of a given machine learning model with regard to a given learning task. For smaller data sets, an exhaustive search is possible; However,…

Machine Learning · Computer Science 2022-09-30 Blaž Škrlj , Adi Schwartz , Jure Ferlež , Davorin Kopič , Naama Ziporin

Many physics and engineering applications demand Partial Differential Equations (PDE) property evaluations that are traditionally computed with resource-intensive high-fidelity numerical solvers. Data-driven surrogate models provide an…

Machine Learning · Computer Science 2023-12-18 Raphaël Pestourie , Youssef Mroueh , Chris Rackauckas , Payel Das , Steven G. Johnson