相关论文: Black-box Mixed-Variable Optimisation using a Surr…

Recent works in learning-integrated optimization have shown promise in settings where the optimization problem is only partially observed or where general-purpose optimizers perform poorly without expert tuning. By learning an optimizer…

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Offline model-based optimization (MBO) aims to identify a design that maximizes a black-box function using only a fixed, pre-collected dataset of designs and their corresponding scores. A common approach in offline MBO is to train a…

In this paper, we consider an approach to the parallelizing of the algorithms realizing the modified probability changigng method with adaptation and partial rollback procedure for constrained pseudo-Boolean optimization problems. Existing…

We study the interplay between surrogate methods for structured prediction and techniques from multitask learning designed to leverage relationships between surrogate outputs. We propose an efficient algorithm based on trace norm…

Offline optimization is an important task in numerous material engineering domains where online experimentation to collect data is too expensive and needs to be replaced by an in silico maximization of a surrogate of the black-box function.…

Supervised Machine Learning (SML) algorithms, such as Gradient Boosting, Random Forest, and Neural Networks, have become popular in recent years due to their superior predictive performance over traditional statistical methods. However,…

Black-box optimization (BBO) involves functions that are unknown, inexact and/or expensive-to-evaluate. Existing BBO algorithms face several challenges, including high computational cost from extensive evaluations, difficulty in handling…

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…

Gradient-free optimization methods, such as surrogate based optimization (SBO) methods, and genetic (GAs), or evolutionary (EAs) algorithms have gained popularity in the field of constrained optimization of expensive black-box functions.…

Addressing real-world optimization challenges requires not only advanced metaheuristics but also continuous refinement of their internal mechanisms. This paper explores the integration of machine learning in the form of neural surrogate…

Monte Carlo simulation is often used for the reliability assessment of power systems, but it converges slowly when the system is complex. Multilevel Monte Carlo (MLMC) can be applied to speed up computation without compromises on model…

Variational quantum algorithms are a leading candidate for early applications on noisy intermediate-scale quantum computers. These algorithms depend on a classical optimization outer-loop that minimizes some function of a parameterized…

Surrogate models provide a quick-to-evaluate approximation to complex computational models and are essential for multi-query problems like design optimisation. The inputs of current deterministic computational models are usually…

In this contribution, we develop an efficient surrogate modeling framework for simulation-based optimization of enhanced oil recovery, where we particularly focus on polymer flooding. The computational approach is based on an adaptive…

We propose a general framework for machine learning based optimization under uncertainty. Our approach replaces the complex forward model by a surrogate, which is learned simultaneously in a one-shot sense when solving the optimal control…

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…

For many applications in signal processing and machine learning, we are tasked with minimizing a large sum of convex functions subject to a large number of convex constraints. In this paper, we devise a new random projection method (RPM) to…

Numerical solutions of partial differential equations (PDEs) require expensive simulations, limiting their application in design optimization, model-based control, and large-scale inverse problems. Surrogate modeling techniques seek to…

We are focusing on bound constrained global optimization problems, whose objective functions are computationally expensive black-box functions and have multiple local minima. The recently popular Metric Stochastic Response Surface (MSRS)…