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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

We demonstrate the adaption of three established methods to the field of surrogate machine learning model development. These methods are data augmentation, custom loss functions and transfer learning. Each of these methods have seen…

Machine Learning · Computer Science 2022-11-04 H. Rhys Jones , Tingting Mu , Andrei C. Popescu , Yusuf Sulehman

This paper develops a surrogate model refinement approach for the simulation of dynamical systems and the solution of optimization problems governed by dynamical systems in which surrogates replace expensive-to-compute state- and…

Optimization and Control · Mathematics 2025-09-08 Jonathan R. Cangelosi , Matthias Heinkenschloss

The dramatic increase of observational data across industries provides unparalleled opportunities for data-driven decision making and management, including the manufacturing industry. In the context of production, data-driven approaches can…

Optimization and Control · Mathematics 2018-01-09 Najibesadat Sadati , Ratna Babu Chinnam , Milad Zafar Nezhad

Many real-world problems are usually computationally costly and the objective functions evolve over time. Data-driven, a.k.a. surrogate-assisted, evolutionary optimization has been recognized as an effective approach for tackling expensive…

Neural and Evolutionary Computing · Computer Science 2022-11-08 Ke Li , Renzhi Chen , Xin Yao

Data-driven optimization has found many successful applications in the real world and received increased attention in the field of evolutionary optimization. Most existing algorithms assume that the data used for optimization is always…

Neural and Evolutionary Computing · Computer Science 2021-06-24 Jinjin Xu , Yaochu Jin , Wenli Du

Simulation models are widely used in practice to facilitate decision-making in a complex, dynamic and stochastic environment. But they are computationally expensive to execute and optimize, due to lack of analytical tractability. Simulation…

Optimization and Control · Mathematics 2021-06-14 L. Jeff Hong , Xiaowei Zhang

Existing work on data-driven optimization focuses on problems in static environments, but little attention has been paid to problems in dynamic environments. This paper proposes a data-driven optimization algorithm to deal with the…

Neural and Evolutionary Computing · Computer Science 2020-12-29 Cuie Yang , Jinliang Ding , Yaochu Jin , Tianyou Chai

Surrogate model-based optimization has been increasingly used in the field of engineering design. It involves creating a surrogate model with objective functions or constraints based on the data obtained from simulations or real-world…

Optimization and Control · Mathematics 2023-08-28 Minyoung Jwa , Jihoon Kim , Seungyeon Shin , Ah-hyeon Jin , Dongju Shin , Namwoo Kang

Data-driven evolutionary optimization has witnessed great success in solving complex real-world optimization problems. However, existing data-driven optimization algorithms require that all data are centrally stored, which is not always…

Neural and Evolutionary Computing · Computer Science 2021-02-17 Jinjin Xu , Yaochu Jin , Wenli Du , Sai Gu

An alternative data-driven modeling approach has been proposed and employed to gain fundamental insights into robot motion interaction with granular terrain at certain length scales. The approach is based on an integration of dimension…

Robotics · Computer Science 2025-06-13 Guanjin Wang , Xiangxue Zhao , Shapour Azarm , Balakumar Balachandran

Optimization plays an important role in chemical engineering, impacting cost-effectiveness, resource utilization, product quality, and process sustainability metrics. This chapter broadly focuses on data-driven optimization, particularly,…

Optimization and Control · Mathematics 2024-12-19 Mathias Neufang , Emma Pajak , Damien van de Berg , Ye Seol Lee , Ehecatl Antonio del Rio Chanona

Surrogate models are often used as computationally efficient approximations to complex simulation models, enabling tasks such as solving inverse problems, sensitivity analysis, and probabilistic forward predictions, which would otherwise be…

Machine Learning · Statistics 2026-05-13 Philipp Reiser , Paul-Christian Bürkner , Anneli Guthke

This paper presents a methodological framework for training, self-optimising, and self-organising surrogate models to approximate and speed up multiobjective optimisation of technical systems based on multiphysics simulations. At the hand…

Machine Learning · Computer Science 2024-04-04 Diego Botache , Jens Decke , Winfried Ripken , Abhinay Dornipati , Franz Götz-Hahn , Mohamed Ayeb , Bernhard Sick

Generating simulated training data needed for constructing sufficiently accurate surrogate models to be used for efficient optimization or parameter identification can incur a huge computational effort in the offline phase. We consider a…

Numerical Analysis · Mathematics 2024-04-03 Phillip Semler , Martin Weiser

Data-driven modeling can suffer from a constant demand for data, leading to reduced accuracy and impractical for engineering applications due to the high cost and scarcity of information. To address this challenge, we propose a progressive…

Machine Learning · Computer Science 2023-10-09 Teeratorn Kadeethum , Daniel O'Malley , Youngsoo Choi , Hari S. Viswanathan , Hongkyu Yoon

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

In this contribution we present an accelerated optimization-based approach for combined state and parameter reduction of a parametrized linear control system which is then used as a surrogate model in a Bayesian inverse setting. Following…

Optimization and Control · Mathematics 2016-08-22 Christian Himpe , Mario Ohlberger

We propose a statistically optimal approach to construct data-driven decisions for stochastic optimization problems. Fundamentally, a data-driven decision is simply a function that maps the available training data to a feasible action. It…

Optimization and Control · Mathematics 2023-12-18 Tobias Sutter , Bart P. G. Van Parys , Daniel Kuhn
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