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In traditional topology optimization, the computing time required to iteratively update the material distribution within a design domain strongly depends on the complexity or size of the problem, limiting its application in real engineering…

Computational Engineering, Finance, and Science · Computer Science 2024-05-14 Gabriel Garayalde , Matteo Torzoni , Matteo Bruggi , Alberto Corigliano

We consider two-stage robust optimization problems, which can be seen as games between a decision maker and an adversary. After the decision maker fixes part of the solution, the adversary chooses a scenario from a specified uncertainty…

Optimization and Control · Mathematics 2022-01-03 Marc Goerigk , Stefan Lendl , Lasse Wulf

In this work, we study a single-machine scheduling problem that aims at minimizing the total cost of a schedule subject to start-time dependent costs. This framework naturally captures scenarios where costs fluctuate throughout the day,…

Optimization and Control · Mathematics 2026-04-17 Sofía Rodríguez-Ballesteros , Javier Alcaraz , Laura Anton-Sanchez , Marc Goerigk , Dorothee Henke

Robust optimization is an established framework for modeling optimization problems with uncertain parameters. While static robust optimization is often criticized for being too conservative, two-stage (or adjustable) robust optimization…

Optimization and Control · Mathematics 2024-11-05 Justin Dumouchelle , Esther Julien , Jannis Kurtz , Elias B. Khalil

Decades of progress in simulation-based surrogate-assisted optimization and unprecedented growth in computational power have enabled researchers and practitioners to optimize previously intractable complex engineering problems. This paper…

Neural and Evolutionary Computing · Computer Science 2022-12-14 Qi Huang , Roy de Winter , Bas van Stein , Thomas Bäck , Anna V. Kononova

In healthcare applications, predictive uncertainty has been used to assess predictive accuracy. In this paper, we demonstrate that predictive uncertainty estimated by the current methods does not highly correlate with prediction error by…

Machine Learning · Computer Science 2021-07-08 Shi Hu , Nicola Pezzotti , Max Welling

Edge computing (EC) promises to deliver low-latency and ubiquitous computation to numerous devices at the network edge. This paper aims to jointly optimize edge node (EN) placement and resource allocation for an EC platform, considering…

Optimization and Control · Mathematics 2024-01-17 Jiaming Cheng , Duong Thuy Anh Nguyen , Duong Tung Nguyen

Improving predictive understanding of Earth system variability and change requires data-model integration. Efficient data-model integration for complex models requires surrogate modeling to reduce model evaluation time. However, building a…

Machine Learning · Statistics 2019-01-17 Dan Lu , Daniel Ricciuto

Systematic exploration of Agent-Based Models (ABMs) is challenged by the curse of dimensionality and their inherent stochasticity. We present a multi-stage pipeline integrating the systematic design of experiments with machine learning…

Machine Learning · Computer Science 2026-04-07 Paul Saves , Matthieu Mastio , Nicolas Verstaevel , Benoit Gaudou

Optimizing the reliability and the robustness of a design is important but often unaffordable due to high sample requirements. Surrogate models based on statistical and machine learning methods are used to increase the sample efficiency.…

Machine Learning · Statistics 2022-05-06 Can Bogoclu , Dirk Roos , Tamara Nestorović

The present study proposes a data-driven framework trained with high-fidelity simulation results to facilitate decision making for combustor designs. At its core is a surrogate model employing a machine-learning technique called kriging,…

Computational Engineering, Finance, and Science · Computer Science 2017-09-25 Shiang-Ting Yeh , Xingjian Wang , Chih-Li Sung , Simon Mak , Yu-Hung Chang , Liwei Zhang , C. F. Jeff Wu , Vigor Yang

Hierarchical decision making problems, such as bilevel programs and Stackelberg games, are attracting increasing interest in both the engineering and machine learning communities. Yet, existing solution methods lack either convergence…

Optimization and Control · Mathematics 2024-03-29 Panagiotis D. Grontas , Giuseppe Belgioioso , Carlo Cenedese , Marta Fochesato , John Lygeros , Florian Dörfler

The construction of efficient methods for uncertainty quantification in kinetic equations represents a challenge due to the high dimensionality of the models: often the computational costs involved become prohibitive. On the other hand,…

Numerical Analysis · Mathematics 2021-12-03 Giacomo Dimarco , Liu Liu , Lorenzo Pareschi , Xueyu Zhu

Uncertainty Quantification (UQ) is a booming discipline for complex computational models based on the analysis of robustness, reliability and credibility. UQ analysis for nonlinear crash models with high dimensional outputs presents…

Computational Engineering, Finance, and Science · Computer Science 2021-03-31 Marc Rocas , Alberto García-González , Xabier Larrayoz , Pedro Díez

Surrogate-based optimization relies on so-called infill criteria (acquisition functions) to decide which point to evaluate next. When Kriging is used as the surrogate model of choice (also called Bayesian optimization), one of the most…

Neural and Evolutionary Computing · Computer Science 2020-02-18 Frederik Rehbach , Martin Zaefferer , Boris Naujoks , Thomas Bartz-Beielstein

This paper considers structural optimization under a reliability constraint, where the input distribution is only partially known. Specifically, when we only know that the expected value vector and the variance-covariance matrix of the…

Optimization and Control · Mathematics 2022-12-19 Yoshihiro Kanno

Although design optimization has shown its great power of automatizing the whole design process and providing an optimal design, using sophisticated computational models, its process can be formidable due to a computationally expensive…

Numerical Analysis · Mathematics 2019-09-26 Youngsoo Choi , Geoffrey Oxberry , Daniel White , Trenton Kirchdoerfer

Influence diagrams are widely employed to represent multi-stage decision problems in which each decision is a choice from a discrete set of alternatives, uncertain chance events have discrete outcomes, and prior decisions may influence the…

Optimization and Control · Mathematics 2022-01-20 Ahti Salo , Juho Andelmin , Fabricio Oliveira

We develop a multi-level restricted Gaussian maximum likelihood method for estimating the covariance function parameters and computing the best unbiased predictor. Our approach produces a new set of multi-level contrasts where the…

Computation · Statistics 2016-03-29 Julio E. Castrillon-Candas , Marc G. Genton , Rio Yokota

Maintenance optimization has been extensively studied in the past decades. However, most of the existing maintenance models focus on single-component systems and are not applicable for complex systems consisting of multiple components, due…

Optimization and Control · Mathematics 2019-07-03 Zhicheng Zhu , Yisha Xiang , Bo Zeng
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