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We consider computationally expensive blackbox optimization problems and present a method that employs surrogate models and concurrent computing at the search step of the mesh adaptive direct search (MADS) algorithm. Specifically, we solve…

最优化与控制 · 数学 2021-07-28 Bastien Talgorn , Stéphane Alarie , Michael Kokkolaras

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

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

Study of current controlled systems and scientific publications has shown that the architecture of controlled systems, related to the products conversion is based on the principle of austerity and, in general, does not provide the…

最优化与控制 · 数学 2015-10-15 Igor Lutsenko

This paper surveys the primary computational hurdles of Energy Systems optimization coming from different sources: model-induced complexity, optimization algorithm requirements, and uncertainties handling (both aleatoric and epistemic).…

Gradient-based optimization of engineering designs is limited by non-differentiable components in the typical computer-aided engineering (CAE) workflow, which calculates performance metrics from design parameters. While gradient-based…

计算工程、金融与科学 · 计算机科学 2025-11-17 Andrin Rehmann , Nolan Black , Josiah Bjorgaard , Alessandro Angioi , Andrei Paleyes , Niklas Heim , Dion Häfner , Alexander Lavin

In the continual effort to improve product quality and decrease operations costs, computational modeling is increasingly being deployed to determine feasibility of product designs or configurations. Surrogate modeling of these computer…

机器学习 · 统计学 2021-11-10 Nathan Wycoff , Mickaël Binois , Robert B. Gramacy

Fast inference of numerical model parameters from data is an important prerequisite to generate predictive models for a wide range of applications. Use of sampling-based approaches such as Markov chain Monte Carlo may become intractable…

机器学习 · 计算机科学 2022-08-10 Yu Wang , Fang Liu , Daniele E. Schiavazzi

Sample efficiency in the face of computationally expensive simulations is a common concern in surrogate modeling. Current strategies to minimize the number of samples needed are not as effective in simulated environments with wide state…

机器学习 · 计算机科学 2025-09-03 Julen Cestero , Marco Quartulli , Marcello Restelli

In many randomized trials, outcomes such as essays or open-ended responses must be manually scored as a preliminary step to impact analysis, a process that is costly and limiting. Model-assisted estimation offers a way to combine surrogate…

统计方法学 · 统计学 2026-02-16 Reagan Mozer , Nicole E. Pashley , Luke Miratrix

This study presents a methodology for surrogate optimization of cyclic adsorption processes, focusing on enhancing Pressure Swing Adsorption units for carbon dioxide ($CO_{2}$) capture. We developed and implemented a multiple-input,…

化学物理 · 物理学 2023-12-08 Carine Menezes Rebello , Idelfonso B. R. Nogueira

Hydrogen's role is growing as an energy carrier, increasing the need for efficient production, with methane steam reforming being the most widely used technique. This process is crucial for applications like fuel cells, where hydrogen is…

计算工程、金融与科学 · 计算机科学 2025-09-16 Zofia Pizoń , Shinji Kimijima , Grzegorz Brus

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

Bayesian Optimization (BO) is a powerful method for optimizing black-box functions by combining prior knowledge with ongoing function evaluations. BO constructs a probabilistic surrogate model of the objective function given the covariates,…

机器学习 · 统计学 2025-08-26 Roi Naveiro , Becky Tang

We consider minimizing functions for which it is expensive to compute the (possibly stochastic) gradient. Such functions are prevalent in reinforcement learning, imitation learning and adversarial training. Our target optimization framework…

机器学习 · 计算机科学 2023-06-09 Jonathan Wilder Lavington , Sharan Vaswani , Reza Babanezhad , Mark Schmidt , Nicolas Le Roux

Dynamic control is emerging as an effective methodology for operating stormwater systems under stress from rapidly evolving weather patterns. Informed by rainfall predictions and real-time sensor measurements, control assets in the…

机器学习 · 计算机科学 2023-05-31 Abhiram Mullapudi , Branko Kerkez

With dramatic breakthroughs in recent years, machine learning is showing great potential to upgrade the toolbox for power system optimization. Understanding the strength and limitation of machine learning approaches is crucial to decide…

系统与控制 · 电气工程与系统科学 2022-02-03 Guangchun Ruan , Haiwang Zhong , Guanglun Zhang , Yiliu He , Xuan Wang , Tianjiao Pu

Many important problems in science and engineering, such as drug design, involve optimizing an expensive black-box objective function over a complex, high-dimensional, and structured input space. Although machine learning techniques have…

机器学习 · 计算机科学 2020-10-27 Austin Tripp , Erik Daxberger , José Miguel Hernández-Lobato

In order to optimally design materials, it is crucial to understand the structure-property relations in the material by analyzing the effect of microstructure parameters on the macroscopic properties. In computational homogenization, the…

计算工程、金融与科学 · 计算机科学 2022-08-24 Theron Guo , Ondřej Rokoš , Karen Veroy

With the need for optimisation based supervisory controllers for complex energy systems, comes the need for reduced order system models representing not only the non-linear characteristics of the components, but also certain unknown process…

系统与控制 · 计算机科学 2020-10-22 Parantapa Sawant , Adrian Bürger , Minh Dang Doan , Clemens Felsmann , Jens Pfafferott