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In this paper, a sampling-based Stochastic Model Predictive Control algorithm is proposed for discrete-time linear systems subject to both parametric uncertainties and additive disturbances. One of the main drivers for the development of…

Generating simulated training data needed for constructing sufficiently accurate surrogate models to be used for efficient optimization or parameter identification can incur a huge computational effort in the offline phase. We consider a…

数值分析 · 数学 2024-04-03 Phillip Semler , Martin Weiser

Building surrogate models is one common approach when we attempt to learn unknown black-box functions. Bayesian optimization provides a framework which allows us to build surrogate models based on sequential samples drawn from the function…

机器学习 · 计算机科学 2021-09-17 Hengrui Luo , James W. Demmel , Younghyun Cho , Xiaoye S. Li , Yang Liu

Verifying safety of neural network control systems that use images as input is a difficult problem because, from a given system state, there is no known way to mathematically model what images are possible in the real-world. We build on…

机器学习 · 计算机科学 2025-04-30 Feiyang Cai , Chuchu Fan , Stanley Bak

For discrete-time linear systems subject to parametric uncertainty described by random variables, we develop a sampling-based Stochastic Model Predictive Control algorithm. Unlike earlier results employing a scenario approximation, we…

系统与控制 · 计算机科学 2016-06-21 Matthias Lorenzen , Fabrizio Dabbene , Roberto Tempo , Frank Allgöwer

In this paper we propose a new methodology for solving a discrete time stochastic Markovian control problem under model uncertainty. By utilizing the Dirichlet process, we model the unknown distribution of the underlying stochastic process…

最优化与控制 · 数学 2022-03-29 Tao Chen , Jiyoun Myung

Data-based optimization (DBO) offers a promising approach for efficiently optimizing shape for better aerodynamic performance by leveraging a pretrained surrogate model for offline evaluations during iterations. However, DBO heavily relies…

机器学习 · 计算机科学 2026-03-31 Yunjia Yang , Runze Li , Yufei Zhang , Haixin Chen

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,…

最优化与控制 · 数学 2023-12-27 Rishabh Gupta , Qi Zhang

The widespread adoption of machine learning surrogate models has significantly improved the scale and complexity of systems and processes that can be explored accurately and efficiently using atomistic modeling. However, the inherently…

化学物理 · 物理学 2025-03-13 Federico Grasselli , Sanggyu Chong , Venkat Kapil , Silvia Bonfanti , Kevin Rossi

In physics and engineering, many processes are modeled using non-differentiable black-box simulators, making the optimization of such functions particularly challenging. To address such cases, inspired by the Gradient Theorem, we propose…

In this contribution we present an accelerated optimization-based approach for combined state and parameter reduction of a parametrized linear control system which is then used as a surrogate model in a Bayesian inverse setting. Following…

最优化与控制 · 数学 2016-08-22 Christian Himpe , Mario Ohlberger

Model-based reinforcement learning has the potential to be more sample efficient than model-free approaches. However, existing model-based methods are vulnerable to model bias, which leads to poor generalization and asymptotic performance…

机器学习 · 计算机科学 2019-06-27 Tung-Long Vuong , Kenneth Tran

Many real-world systems are modelled using complex ordinary differential equations (ODEs). However, the dimensionality of these systems can make them challenging to analyze. Dimensionality reduction techniques like Proper Orthogonal…

计算工程、金融与科学 · 计算机科学 2025-02-26 Abhishek Ajayakumar , Soumyendu Raha

Engineering design involves demanding models encompassing many decision variables and uncontrollable parameters. In addition, unavoidable aleatoric and epistemic uncertainties can be very impactful and add further complexity. The…

系统与控制 · 电气工程与系统科学 2026-02-27 Enrico Ampellio , Blazhe Gjorgiev , Giovanni Sansavini

Prediction+optimization is a common real-world paradigm where we have to predict problem parameters before solving the optimization problem. However, the criteria by which the prediction model is trained are often inconsistent with the goal…

机器学习 · 计算机科学 2021-11-23 Kai Yan , Jie Yan , Chuan Luo , Liting Chen , Qingwei Lin , Dongmei Zhang

The modeling and control of complex physical systems are essential in real-world problems. We propose a novel framework that is generally applicable to solving PDE-constrained optimal control problems by introducing surrogate models for PDE…

最优化与控制 · 数学 2023-12-27 Rakhoon Hwang , Jae Yong Lee , Jin Young Shin , Hyung Ju Hwang

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…

最优化与控制 · 数学 2025-09-08 Jonathan R. Cangelosi , Matthias Heinkenschloss

The energy transition entails a rapid uptake of renewable energy sources. Besides physical changes within the grid infrastructure, energy storage devices and their smart operation are key measures to master the resulting challenges like,…

最优化与控制 · 数学 2019-11-13 Manuel Baumann , Sara Grundel , Philipp Sauerteig , Karl Worthmann

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

Industrial cyber physical systems operate under heterogeneous sensing, stochastic dynamics, and shifting process conditions, producing data that are often incomplete, unlabeled, imbalanced, and domain shifted. High-fidelity datasets remain…

计算工程、金融与科学 · 计算机科学 2025-12-11 Qianyu Zhou