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Solving complex problems requires continuous effort in developing theory and practice to cope with larger, more difficult scenarios. Working with surrogates is normal for creating a proxy that realistically models the problem into the…

神经与进化计算 · 计算机科学 2026-02-10 Tomohiro Harada , Enrique Alba , Gabriel Luque

Heuristic optimisation algorithms explore the search space by sampling solutions, evaluating their fitness, and biasing the search in the direction of promising solutions. However, in many cases, this fitness function involves executing…

神经与进化计算 · 计算机科学 2024-10-07 Pablo S. Naharro , Pablo Toharia , Antonio LaTorre , José-María Peña

Many real-world decision-making processes rely on solving mixed-integer nonlinear programming (MINLP) problems. However, finding high-quality solutions to MINLPs is often computationally demanding. This has motivated the development of…

最优化与控制 · 数学 2025-10-17 Marina Cuesta , Claudia D'Ambrosio , María Durban , Vanesa Guerrero , Renan Spencer Trindade

We consider the problem of constructing surrogate operators for parameter-to-solution maps arising from parametric partial differential equations, where repeated forward model evaluations are computationally expensive. We present a…

机器学习 · 计算机科学 2026-04-02 Josephine Westermann , Benno Huber , Thomas O'Leary-Roseberry , Jakob Zech

Recently surrogate functions based on the tail inequalities were developed to evaluate the chance constraints in the context of evolutionary computation and several Pareto optimization algorithms using these surrogates were successfully…

人工智能 · 计算机科学 2024-04-19 Xiankun Yan , Aneta Neumann , Frank Neumann

Despite the recent progress in hyperparameter optimization (HPO), available benchmarks that resemble real-world scenarios consist of a few and very large problem instances that are expensive to solve. This blocks researchers and…

机器学习 · 计算机科学 2019-11-26 Aaron Klein , Zhenwen Dai , Frank Hutter , Neil Lawrence , Javier Gonzalez

Surrogate-assisted search-based testing (SA-SBT) aims to reduce the computational time for testing compute-intensive systems. Surrogates enhance testing techniques by improving test case generation focusing the testing budget on the most…

软件工程 · 计算机科学 2023-05-02 Shiva Nejati , Lev Sorokin , Damir Safin , Federico Formica , Mohammad Mahdi Mahboob , Claudio Menghi

Optimization problems involving mixed variables (i.e., variables of numerical and categorical nature) can be challenging to solve, especially in the presence of mixed-variable constraints. Moreover, when the objective function is the result…

最优化与控制 · 数学 2024-12-12 Mengjia Zhu , Alberto Bemporad

Various frameworks have been proposed to predict mechanical system responses by combining data from different fidelities for design optimization and uncertainty quantification as reviewed by Fern\'andez-Godino et al. and Peherstorfer et…

数据分析、统计与概率 · 物理学 2017-05-09 Yiming Zhang , Nam-Ho Kim , Chanyoung Park , Raphael T. Haftka

When minimizing the empirical risk in binary classification, it is a common practice to replace the zero-one loss with a surrogate loss to make the learning objective feasible to optimize. Examples of well-known surrogate losses for binary…

机器学习 · 统计学 2023-06-07 Nontawat Charoenphakdee , Jongyeong Lee , Masashi Sugiyama

A multi-fidelity surrogate model for highly nonlinear multiscale problems is proposed. It is based on the introduction of two different surrogate models and an adaptive on-the-fly switching. The two concurrent surrogates are built…

计算物理 · 物理学 2019-05-03 Felix Fritzen , Mauricio Fernández , Fredrik Larsson

Model merging techniques aim to integrate the abilities of multiple models into a single model. Most model merging techniques have hyperparameters, and their setting affects the performance of the merged model. Because several existing…

When evaluating quantities of interest that depend on the solutions to differential equations, we inevitably face the trade-off between accuracy and efficiency. Especially for parametrized, time dependent problems in engineering…

数值分析 · 数学 2022-12-21 Paolo Conti , Mengwu Guo , Andrea Manzoni , Jan S. Hesthaven

To solve real-world expensive constrained multi-objective optimization problems (ECMOPs), surrogate/approximation models are commonly incorporated in evolutionary algorithms to pre-select promising candidate solutions for evaluation.…

神经与进化计算 · 计算机科学 2024-05-24 Kamrul Hasan Rahi

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

Multifidelity surrogate modelling combines data of varying accuracy and cost from different sources. It strategically uses low-fidelity models for rapid evaluations, saving computational resources, and high-fidelity models for detailed…

机器学习 · 计算机科学 2024-04-24 Daniel N Wilke

Deep learning has proven to be effective in a wide variety of loss minimization problems. However, many applications of interest, like minimizing projected Bellman error and min-max optimization, cannot be modelled as minimizing a scalar…

机器学习 · 计算机科学 2025-05-27 Ryan D'Orazio , Danilo Vucetic , Zichu Liu , Junhyung Lyle Kim , Ioannis Mitliagkas , Gauthier Gidel

High-fidelity numerical simulations of partial differential equations (PDEs) given a restricted computational budget can significantly limit the number of parameter configurations considered and/or time window evaluated for modeling a given…

机器学习 · 计算机科学 2023-09-04 Paolo Conti , Mengwu Guo , Andrea Manzoni , Attilio Frangi , Steven L. Brunton , J. Nathan Kutz

When designing new materials, it is often necessary to design a material with specific desired properties. Unfortunately, as new design variables are added, the search space grows exponentially, which makes synthesizing and validating the…

机器学习 · 计算机科学 2025-10-10 Shaan Pakala , Aldair E. Gongora , Brian Giera , Evangelos E. Papalexakis

This work is in the context of blackbox optimization where the functions defining the problem are expensive to evaluate and where no derivatives are available. A tried and tested technique is to build surrogates of the objective and the…

最优化与控制 · 数学 2022-08-18 Charles Audet , Sébastien Le Digabel , Renaud Saltet