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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

In recent years, computational power and data availability breakthroughs have revolutionized our ability to analyze complex physical systems through the inverse problem approach. Data-driven techniques like system identification and machine…

Systems and Control · Electrical Eng. & Systems 2026-05-04 Sriram Narayanan , Mohamed Naveed Gul Mohamed , Ishan Paranjape , Indranil Nayak , Suman Chakravorty , Mrinal Kumar

Multidisciplinary design optimization methods aim at adapting numerical optimization techniques to the design of engineering systems involving multiple disciplines. In this context, a large number of mixed continuous, integer and…

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

Surrogate models are effective tools for accelerated design of complex systems. The result of a design optimization procedure using surrogate models can be used to initialize an optimization routine using the full order system. High…

Computational Engineering, Finance, and Science · Computer Science 2025-01-15 Anas Abdelrehim , Dhairya Gandhi , Sharan Yalburgi , Ashutosh Bharambe , Ranjan Anantharaman , Chris Rackauckas

Multiscale problems are widely observed across diverse domains in physics and engineering. Translating these problems into numerical simulations and solving them using numerical schemes, e.g. the finite element method, is costly due to the…

Crash simulations play an essential role in improving vehicle safety, design optimization, and injury risk estimation. Unfortunately, numerical solutions of such problems using state-of-the-art high-fidelity models require significant…

Machine Learning · Computer Science 2024-02-16 Jonas Kneifl , Jörg Fehr , Steven L. Brunton , J. Nathan Kutz

Models that balance accuracy against computational costs are advantageous when designing dynamic systems with optimization studies, as several hundred predictive function evaluations might be necessary to identify the optimal solution. The…

Systems and Control · Electrical Eng. & Systems 2023-08-16 Athul Krishna Sundarrajan , Daniel R. Herber

Falsification of hybrid dynamical systems remains challenging due to mode-dependent dynamics and discrete transitions. In this work, we propose a surrogate-based falsification approach that enables hybrid systems by learning a…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Lasse Kötz , Knut Åkesson

We present a hybrid sampling-surrogate approach for reducing the computational expense of uncertainty quantification in nonlinear dynamical systems. Our motivation is to enable rapid uncertainty quantification in complex mechanical systems…

Computation · Statistics 2022-01-27 Hang Yang , Yuji Fujii , K. W. Wang , Alex A. Gorodetsky

The aim of the present paper is to develop a strategy for solving reliability-based design optimization (RBDO) problems that remains applicable when the performance models are expensive to evaluate. Starting with the premise that…

Methodology · Statistics 2011-04-20 V. Dubourg , B. Sudret , J. -M. Bourinet

We present a probabilistic deep learning methodology that enables the construction of predictive data-driven surrogates for stochastic systems. Leveraging recent advances in variational inference with implicit distributions, we put forth a…

Machine Learning · Statistics 2019-01-16 Yibo Yang , Paris Perdikaris

In this paper we present a data driven approach for approximating dynamical systems. A dynamics is approximated using basis functions, which are derived from maximization of the information-theoretic entropy, and can be generated directly…

Dynamical Systems · Mathematics 2019-11-11 Vedang M. Deshpande , Raktim Bhattacharya

The increased penetration of wind power introduces more operational changes of critical corridors and the traditional time-consuming transient stability constrained total transfer capability (TTC) operational planning is unable to meet the…

Systems and Control · Electrical Eng. & Systems 2020-06-30 Gao Qiu , Youbo Liu , Junyong Liu , Junbo Zhao , Lingfeng Wang , Tingjian Liu , Hongjun Gao

Surrogates, models that mimic the behavior of programs, form the basis of a variety of development workflows. We study three surrogate-based design patterns, evaluating each in case studies on a large-scale CPU simulator. With surrogate…

Programming Languages · Computer Science 2021-12-14 Alex Renda , Yi Ding , Michael Carbin

We develop a systematic approach for surrogate model construction in reduced input parameter spaces. A sparse set of model evaluations in the original input space is used to approximate derivative based global sensitivity measures (DGSMs)…

Applications · Statistics 2018-06-19 Manav Vohra , Alen Alexanderian , Cosmin Safta , Sankaran Mahadevan

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

Taking agent-based models (ABM) closer to the data is an open challenge. This paper explicitly tackles parameter space exploration and calibration of ABMs combining supervised machine-learning and intelligent sampling to build a surrogate…

Economics · Quantitative Finance 2017-04-07 Francesco Lamperti , Andrea Roventini , Amir Sani

A surrogate model that accurately predicts distribution system voltages is crucial for reliable smart grid planning and operation. This letter proposes a fixed-point data-driven surrogate modeling method that employs a limited dataset to…

Systems and Control · Electrical Eng. & Systems 2024-01-01 Hoang Tien Nguyen , Young-Jin Kim , Dae-Hyun Choi

Surrogate models for partial-differential equations are widely used in the design of meta-materials to rapidly evaluate the behavior of composable components. However, the training cost of accurate surrogates by machine learning can rapidly…

Machine Learning · Computer Science 2020-11-04 Raphaël Pestourie , Youssef Mroueh , Thanh V. Nguyen , Payel Das , Steven G. Johnson