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We consider the problem of finding the best memoryless stochastic policy for an infinite-horizon partially observable Markov decision process (POMDP) with finite state and action spaces with respect to either the discounted or mean reward…

Optimization and Control · Mathematics 2022-05-02 Johannes Müller , Guido Montúfar

The `spotoptim` package implements surrogate-model-based optimization of expensive black-box functions in Python. Building on two decades of Sequential Parameter Optimization (SPO) methodology, it provides a Kriging-based optimization loop…

Machine Learning · Computer Science 2026-04-16 Thomas Bartz-Beielstein

We present a model-agnostic framework for jointly optimizing the predictive performance and interpretability of supervised machine learning models for tabular data. Interpretability is quantified via three measures: feature sparsity,…

Machine Learning · Computer Science 2023-07-18 Lennart Schneider , Bernd Bischl , Janek Thomas

Efficient performance of a number of engineering systems is achieved through different modes of operation - yielding systems described as "hybrid", containing both real-valued and discrete decision variables. Prominent examples of such…

Optimization and Control · Mathematics 2019-10-22 Ehsan Taheri , John L. Junkins , Ilya Kolmanovsky , Anouck Girard

When optimizing real-time systems, designers often face a challenging problem where the schedulability constraints are non-convex, non-continuous, or lack an analytical form to understand their properties. Although the optimization…

Systems and Control · Electrical Eng. & Systems 2024-01-23 Sen Wang , Dong Li , Shao-Yu Huang , Xuanliang Deng , Ashrarul H. Sifat , Changhee Jung , Ryan Williams , Haibo Zeng

Toward a multi-objective optimization robust problem, the variations in design variables and design environment pa-rameters include the small variations and the large varia-tions. The former have small effect on the performance func-tions…

Optimization and Control · Mathematics 2014-12-04 Weijun Wang , Stéphane Caro , Fouad Bennis , Ricardo Soto , Broderick Crawford

Bayesian Optimisation has gained much popularity lately, as a global optimisation technique for functions that are expensive to evaluate or unknown a priori. While classical BO focuses on where to gather an observation next, it does not…

Robotics · Computer Science 2017-03-14 Philippe Morere , Roman Marchant , Fabio Ramos

Motivated by the problem of optimization of force-field systems in physics using large-scale computer simulations, we consider exploration of a deterministic complex multivariate response surface. The objective is to find input combinations…

Machine Learning · Statistics 2021-09-15 Mert Y. Sengul , Yao Song , Linglin He , Adri C. T. van Duin , Ying Hung , Tirthankar Dasgupta

Within the realm of industrial technology, optimization methods play a pivotal role and are extensively applied across various sectors, including transportation engineering, robotics, and machine learning. With the surge in data volumes,…

Optimization and Control · Mathematics 2024-04-25 Han Long

In this paper, the preliminary design of a space mission is approached introducing uncertainties on the design parameters and formulating the resulting reliable design problem as a multiobjective optimization problem. Uncertainties are…

Computational Engineering, Finance, and Science · Computer Science 2015-06-05 Massimiliano Vasile

The Multi-Objective Mixed-Integer Programming (MOMIP) problem is one of the most challenging. To derive its Pareto optimal solutions one can use the well-known Chebyshev scalarization and Mixed-Integer Programming (MIP) solvers. However,…

Optimization and Control · Mathematics 2024-01-02 Grzegorz Filcek , Janusz Miroforidis

In the past few years, the interest towards the implementation of design-for-demise measures has increased steadily. Most mid-sized satellites currently launched and already in orbit fail to comply with the casualty risk threshold of…

Systems and Control · Electrical Eng. & Systems 2021-06-01 Mirko Trisolini , Hugh G. Lewis , Camilla Colombo

Production planning must account for uncertainty in a production system, arising from fluctuating demand forecasts. Therefore, this article focuses on the integration of updated customer demand into the rolling horizon planning cycle. We…

Econometrics · Economics 2024-09-27 Manuel Schlenkrich , Wolfgang Seiringer , Klaus Altendorfer , Sophie N. Parragh

Achieving valid conditional coverage in conformal prediction is challenging due to the theoretical difficulty of satisfying pointwise constraints in finite samples. Building upon the characterization of conditional coverage through marginal…

Methodology · Statistics 2026-05-13 Yajie Bao , Chuchen Zhang , Zhaojun Wang , Haojie Ren , Changliang Zou

Microplastics contamination is one of the most rapidly growing research topics. However, monitoring microplastics contamination in the environment presents both logistical and statistical challenges, particularly when constrained resources…

Optimal decision-making under partial observability requires agents to balance reducing uncertainty (exploration) against pursuing immediate objectives (exploitation). In this paper, we introduce a novel policy optimization framework for…

Machine Learning · Computer Science 2025-12-05 Hany Abdulsamad , Sahel Iqbal , Simo Särkkä

A high-ranking goal of interdisciplinary modeling approaches in the natural sciences are quantitative prediction of system dynamics and model based optimization. For this purpose, mathematical modeling, numerical simulation and scientific…

Optimization and Control · Mathematics 2015-03-17 Dominik Skanda , Dirk Lebiedz

We propose enhancing trajectory optimization methods through the incorporation of two key ideas: variable-grasp pose sampling and trajectory commitment. Our iterative approach samples multiple grasp poses, increasing the likelihood of…

Robotics · Computer Science 2023-05-23 Jiahe Pan , Kerry He , Jia Ming Ong , Akansel Cosgun

Countless science and engineering applications in multi-objective optimization (MOO) necessitate that decision-makers (DMs) select a Pareto-optimal (PO) solution which aligns with their preferences. Evaluating individual solutions is often…

We consider the problem of constrained multi-objective blackbox optimization using expensive function evaluations, where the goal is to approximate the true Pareto set of solutions satisfying a set of constraints while minimizing the number…

Machine Learning · Computer Science 2020-11-24 Syrine Belakaria , Aryan Deshwal , Janardhan Rao Doppa