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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…

最优化与控制 · 数学 2021-06-14 L. Jeff Hong , Xiaowei Zhang

Solving optimization problems with unknown parameters often requires learning a predictive model to predict the values of the unknown parameters and then solving the problem using these values. Recent work has shown that including the…

机器学习 · 计算机科学 2020-10-23 Kai Wang , Bryan Wilder , Andrew Perrault , Milind Tambe

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…

Bayesian Optimization is a popular approach for optimizing expensive black-box functions. Its key idea is to use a surrogate model to approximate the objective and, importantly, quantify the associated uncertainty that allows a sequential…

机器学习 · 统计学 2025-02-05 Haoxian Chen , Henry Lam

A surrogate-based topology optimisation algorithm for linear elastic structures under parametric loads and boundary conditions is proposed. Instead of learning the parametric solution of the state (and adjoint) problems or the optimisation…

数值分析 · 数学 2025-11-04 Matteo Giacomini , Antonio Huerta

AI-driven surrogate modeling has become an increasingly effective alternative to physics-based simulations for 3D design, analysis, and manufacturing. These models leverage data-driven methods to predict physical quantities traditionally…

机器学习 · 计算机科学 2025-05-06 Yu-hsuan Chen , Jing Bi , Cyril Ngo Ngoc , Victor Oancea , Jonathan Cagan , Levent Burak Kara

In this paper, we focus on developing efficient sensitivity analysis methods for a computationally expensive objective function $f(x)$ in the case that the minimization of it has just been performed. Here "computationally expensive" means…

机器学习 · 统计学 2015-02-24 Yilun Wang , Christine A. Shoemaker

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…

数值分析 · 数学 2026-03-16 Matteo Giacomini , Pedro Díez

Methodologies for reducing the design-space dimensionality in shape optimization have been recently developed based on unsupervised machine learning methods. These methods provide reduced dimensionality representations of the design space,…

最优化与控制 · 数学 2022-12-21 Andrea Serani , Matteo Diez

Bayesian hyperparameter optimization relies heavily on Gaussian Process (GP) surrogates, due to robust distributional posteriors and strong performance on limited training samples. GPs however underperform in categorical hyperparameter…

机器学习 · 计算机科学 2025-09-23 Riccardo Doyle

This paper presents a novel learning-based approach to construct a surrogate problem that approximates a given parametric nonconvex optimization problem. The surrogate function is designed to be the minimum of a finite set of functions,…

最优化与控制 · 数学 2026-04-08 Renzi Wang , Panagiotis Patrinos , Alberto Bemporad

This paper integrates manifold learning techniques within a \emph{Gaussian process upper confidence bound} algorithm to optimize an objective function on a manifold. Our approach is motivated by applications where a full representation of…

机器学习 · 统计学 2023-11-10 Hwanwoo Kim , Daniel Sanz-Alonso , Ruiyi Yang

Parametric reduced-order modelling often serves as a surrogate method for hemodynamics simulations to improve the computational efficiency in many-query scenarios or to perform real-time simulations. However, the snapshots of the method…

计算工程、金融与科学 · 计算机科学 2023-10-24 Dongwei Ye , Valeria Krzhizhanovskaya , Alfons G. Hoekstra

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…

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…

最优化与控制 · 数学 2021-05-28 Rickard Karlsson , Laurens Bliek , Sicco Verwer , Mathijs de Weerdt

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…

机器学习 · 计算机科学 2019-12-19 Žiga Lukšič , Jovan Tanevski , Sašo Džeroski , Ljupčo Todorovski

For developing innovative systems architectures, modeling and optimization techniques have been central to frame the architecting process and define the optimization and modeling problems. In this context, for system-of-systems the use of…

Understanding structure-property relations is essential to optimally design materials for specific applications. Two-scale simulations are often employed to analyze the effect of the microstructure on a component's macroscopic properties.…

计算工程、金融与科学 · 计算机科学 2022-10-25 Theron Guo , Francesco A. B. Silva , Ondřej Rokoš , Karen Veroy

Significant effort has been made to solve computationally expensive optimization problems in the past two decades, and various optimization methods incorporating surrogates into optimization have been proposed. Most research focuses on…

最优化与控制 · 数学 2022-04-11 Julian Blank , Kalyanmoy Deb

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…

最优化与控制 · 数学 2021-08-25 Kainat Khowaja , Mykhaylo Shcherbatyy , Wolfgang Karl Härdle
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