相关论文: Taking the human out of decomposition-based optimi…

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…

In design, fabrication, and control problems, we are often faced with the task of synthesis, in which we must generate an object or configuration that satisfies a set of constraints while maximizing one or more objective functions. The…

Scenario-based optimization problems can be solved via Benders decomposition, which separates first-stage (master problem) decisions from second-stage (subproblem) recourse actions and iteratively refines the master problem with Benders…

Surrogate models for partial-differential equations are widely used in the design of meta-materials to rapidly evaluate the behavior of composable components. However, the training cost of accurate surrogates by machine learning can rapidly…

In this paper, we propose a graph classification approach for automatically determining whether to use a monolithic or a decomposition-based solution method. In this approach, an optimization problem is represented as a graph that captures…

Discrete optimization belongs to the set of $\mathcal{NP}$-hard problems, spanning fields such as mixed-integer programming and combinatorial optimization. A current standard approach to solving convex discrete optimization problems is the…

Mixed-integer optimization problems arise in a wide range of control applications. Benders decomposition is a widely used algorithm for solving such problems by decomposing them into a mixed-integer master problem and a continuous…

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…

This paper introduces a novel two-stage machine learning-based surrogate modeling framework to address inverse problems in scientific and engineering fields. In the first stage of the proposed framework, a machine learning model termed the…

Machine learning methods are increasingly used to build computationally inexpensive surrogates for complex physical models. The predictive capability of these surrogates suffers when data are noisy, sparse, or time-dependent. As we are…

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…

Many key problems in machine learning and data science are routinely modeled as optimization problems and solved via optimization algorithms. With the increase of the volume of data and the size and complexity of the statistical models used…

Operations research practitioners frequently want to model complicated functions that are are difficult to encode in their underlying optimisation framework. A common approach is to solve an approximate model, and to use a simulation to…

Non-convex optimization problems are challenging to solve; the success and computational expense of a gradient descent algorithm or variant depend heavily on the initialization strategy. Often, either random initialization is used or…

Bayesian Optimization is a widely used method for optimizing expensive black-box functions, relying on probabilistic surrogate models such as Gaussian Processes. The quality of the surrogate model is crucial for good optimization…

A surrogate model approximates the outputs of a solver of Partial Differential Equations (PDEs) with a low computational cost. In this article, we propose a method to build learning-based surrogates in the context of parameterized PDEs,…

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…

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…

Designing faster optimization algorithms is of ever-growing interest. In recent years, learning to learn methods that learn how to optimize demonstrated very encouraging results. Current approaches usually do not effectively include the…

Traditional maximum entropy and sparsity-based algorithms for analytic continuation often suffer from the ill-posed kernel matrix or demand tremendous computation time for parameter tuning. Here we propose a neural network method by convex…