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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

Surrogate models provide a low computational cost alternative to evaluating expensive functions. The construction of accurate surrogate models with large numbers of independent variables is currently prohibitive because it requires a large…

Machine Learning · Computer Science 2017-08-10 Mohamed Amine Bouhlel , Joaquim R. R. A. Martins

The aim of paper is to apply two types of particle swarm optimization, global best andlocal best PSO to a constrained maximum likelihood estimation problem in pseudotime anal-ysis, a sub-field in bioinformatics. The results have shown that…

Neural and Evolutionary Computing · Computer Science 2022-10-04 Elvis Cui , Dongyuan Song , Weng Kee Wong

The periodic mode is analyzed together with two conventional boundary handling modes for particle swarm. By providing an infinite space that comprises periodic copies of original search space, it avoids possible disorganizing of particle…

Neural and Evolutionary Computing · Computer Science 2007-05-23 Wen-Jun Zhang , Xiao-Feng Xie , De-Chun Bi

Optimization problems involving mixed variables (i.e., variables of numerical and categorical nature) can be challenging to solve, especially in the presence of mixed-variable constraints. Moreover, when the objective function is the result…

Optimization and Control · Mathematics 2024-12-12 Mengjia Zhu , Alberto Bemporad

Recent developments in surrogate construction predominantly focused on two strategies to improve surrogate accuracy. Firstly, component-wise domain scaling informed by cross-validation. Secondly, regression to construct response surfaces…

Optimization and Control · Mathematics 2023-04-03 Johann Bouwer , Daniel N. Wilke , Schalk Kok

In this manuscript, we research on the behaviors of surrogates for the rank function on different image processing problems and their optimization algorithms. We first propose a novel nonconvex rank surrogate on the general rank…

Machine Learning · Computer Science 2024-09-23 Cho-Ying Wu , Jian-Jiun Ding

We consider global non-convex optimisation problems under uncertainty. In this setting, it is not possible to implement a desired solution exactly. Instead, any other solution within some distance to the intended solution may be…

Optimization and Control · Mathematics 2020-03-24 Martin Hughes , Marc Goerigk , Trivikram Dokka

Particle swarm optimization (PSO) is a search algorithm based on stochastic and population-based adaptive optimization. In this paper, a pathfinding strategy is proposed to improve the efficiency of path planning for a broad range of…

Neural and Evolutionary Computing · Computer Science 2022-06-24 David , Budi Adiperdana

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

Surrogate assisted evolutionary algorithms (EA) are rapidly gaining popularity where applications of EA in complex real world problem domains are concerned. Although EAs are powerful global optimizers, finding optimal solution to complex…

Neural and Evolutionary Computing · Computer Science 2013-03-13 Maumita Bhattacharya

Stochastic inverse problems are generally solved by some form of finite sampling of a space of uncertain parameters. For computationally expensive models, surrogate response surfaces are often employed to increase the number of samples used…

Numerical Analysis · Mathematics 2018-07-04 Steven Mattis , Barbara Wohlmuth

In this study we address existing deficiencies in the literature on applications of Particle Swarm Optimization to generate optimal designs. We present the results of a large computer study in which we bench-mark both efficiency and…

Neural and Evolutionary Computing · Computer Science 2022-06-15 Stephen J. Walsh , John J. Borkowski

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

The central task in modeling complex dynamical systems is parameter estimation. This task involves numerous evaluations of a computationally expensive objective function. Surrogate-based optimization introduces a computationally efficient…

Machine Learning · Computer Science 2019-12-19 Žiga Lukšič , Jovan Tanevski , Sašo Džeroski , Ljupčo Todorovski

The particle swarm optimization (PSO) algorithm has been recently introduced in the non--linear programming, becoming widely studied and used in a variety of applications. Starting from its original formulation, many variants for…

Optimization and Control · Mathematics 2020-04-15 Silvano Chiaradonna , Felicita Di Giandomenico , Nadir Murru

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

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

Quantum Reinforcement Learning (QRL) offers potential advantages over classical Reinforcement Learning, such as compact state space representation and faster convergence in certain scenarios. However, practical benefits require further…

Quantum Physics · Physics 2024-08-05 Michael Kölle , Daniel Seidl , Maximilian Zorn , Philipp Altmann , Jonas Stein , Thomas Gabor

In this paper, based on the Quantum-behaved Particle Swarm Optimization algorithm, we evolve the algorithm to optimize a multiobjective optimization problem, namely the Cobb Douglas Habitability function which is based on CES production…

Instrumentation and Methods for Astrophysics · Physics 2019-05-01 Arun John , Anish Murthy