Surrogate Models for Optimization of Dynamical Systems

Khowaja K, Shcherbatyy M, Karl Härdle W (2023)
In: Foundations of Modern Statistics. Festschrift in Honor of Vladimir Spokoiny, Berlin, Germany, November 6–8, 2019, Moscow, Russia, November 30, 2019. Belomestny D, Butucea C, Mammen E, Moulines E, Reiß M, Ulyanov VV (Eds); Springer Proceedings in Mathematics & Statistics. Cham: Springer International Publishing: 563-593.

Sammelwerksbeitrag | Veröffentlicht | Englisch
 
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Autor*in
Khowaja, KainatUniBi; Shcherbatyy, Mykhaylo; Karl Härdle, Wolfgang
Herausgeber*in
Belomestny, Denis; Butucea, Cristina; Mammen, Enno; Moulines, Eric; Reiß, Markus; Ulyanov, Vladimir V.
Abstract / Bemerkung
Surrogate models using a suitable orthogonal decomposition and radial basis functions have been proposed by many researchers to reduce the computational complexity of numerical solutions to optimization problems. However, these reduced-order models result in low accuracy, sometimes due to inappropriate initial sampling or the occurrence of optima at vertices. This paper provides an improved intelligent data-driven mechanism for constructing low-dimensional surrogate models using alternative memory-based sampling strategies in an iterative algorithm. Furthermore, the application of surrogate models to optimal control problems is extended. It is shown that surrogate models with Latin hypercube sampling dominate variable-order methods in optimization computation time while maintaining accuracy. They are also shown to be robust to nonlinearities in the model. Therefore, these computationally efficient predictive surrogate models are applicable in various fields, especially for solving inverse problems and optimal control problems, some examples of which are shown in this paper.
Erscheinungsjahr
2023
Buchtitel
Foundations of Modern Statistics. Festschrift in Honor of Vladimir Spokoiny, Berlin, Germany, November 6–8, 2019, Moscow, Russia, November 30, 2019
Serientitel
Springer Proceedings in Mathematics & Statistics
Seite(n)
563-593
ISBN
978-3-031-30113-1
eISBN
978-3-031-30114-8
ISSN
2194-1009
eISSN
2194-1017
Page URI
https://pub.uni-bielefeld.de/record/2981127

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Khowaja K, Shcherbatyy M, Karl Härdle W. Surrogate Models for Optimization of Dynamical Systems. In: Belomestny D, Butucea C, Mammen E, Moulines E, Reiß M, Ulyanov VV, eds. Foundations of Modern Statistics. Festschrift in Honor of Vladimir Spokoiny, Berlin, Germany, November 6–8, 2019, Moscow, Russia, November 30, 2019. Springer Proceedings in Mathematics & Statistics. Cham: Springer International Publishing; 2023: 563-593.
Khowaja, K., Shcherbatyy, M., & Karl Härdle, W. (2023). Surrogate Models for Optimization of Dynamical Systems. In D. Belomestny, C. Butucea, E. Mammen, E. Moulines, M. Reiß, & V. V. Ulyanov (Eds.), Springer Proceedings in Mathematics & Statistics. Foundations of Modern Statistics. Festschrift in Honor of Vladimir Spokoiny, Berlin, Germany, November 6–8, 2019, Moscow, Russia, November 30, 2019 (pp. 563-593). Cham: Springer International Publishing. https://doi.org/10.1007/978-3-031-30114-8_16
Khowaja, Kainat, Shcherbatyy, Mykhaylo, and Karl Härdle, Wolfgang. 2023. “Surrogate Models for Optimization of Dynamical Systems”. In Foundations of Modern Statistics. Festschrift in Honor of Vladimir Spokoiny, Berlin, Germany, November 6–8, 2019, Moscow, Russia, November 30, 2019, ed. Denis Belomestny, Cristina Butucea, Enno Mammen, Eric Moulines, Markus Reiß, and Vladimir V. Ulyanov, 563-593. Springer Proceedings in Mathematics & Statistics. Cham: Springer International Publishing.
Khowaja, K., Shcherbatyy, M., and Karl Härdle, W. (2023). “Surrogate Models for Optimization of Dynamical Systems” in Foundations of Modern Statistics. Festschrift in Honor of Vladimir Spokoiny, Berlin, Germany, November 6–8, 2019, Moscow, Russia, November 30, 2019, Belomestny, D., Butucea, C., Mammen, E., Moulines, E., Reiß, M., and Ulyanov, V. V. eds. Springer Proceedings in Mathematics & Statistics (Cham: Springer International Publishing), 563-593.
Khowaja, K., Shcherbatyy, M., & Karl Härdle, W., 2023. Surrogate Models for Optimization of Dynamical Systems. In D. Belomestny, et al., eds. Foundations of Modern Statistics. Festschrift in Honor of Vladimir Spokoiny, Berlin, Germany, November 6–8, 2019, Moscow, Russia, November 30, 2019. Springer Proceedings in Mathematics & Statistics. Cham: Springer International Publishing, pp. 563-593.
K. Khowaja, M. Shcherbatyy, and W. Karl Härdle, “Surrogate Models for Optimization of Dynamical Systems”, Foundations of Modern Statistics. Festschrift in Honor of Vladimir Spokoiny, Berlin, Germany, November 6–8, 2019, Moscow, Russia, November 30, 2019, D. Belomestny, et al., eds., Springer Proceedings in Mathematics & Statistics, Cham: Springer International Publishing, 2023, pp.563-593.
Khowaja, K., Shcherbatyy, M., Karl Härdle, W.: Surrogate Models for Optimization of Dynamical Systems. In: Belomestny, D., Butucea, C., Mammen, E., Moulines, E., Reiß, M., and Ulyanov, V.V. (eds.) Foundations of Modern Statistics. Festschrift in Honor of Vladimir Spokoiny, Berlin, Germany, November 6–8, 2019, Moscow, Russia, November 30, 2019. Springer Proceedings in Mathematics & Statistics. p. 563-593. Springer International Publishing, Cham (2023).
Khowaja, Kainat, Shcherbatyy, Mykhaylo, and Karl Härdle, Wolfgang. “Surrogate Models for Optimization of Dynamical Systems”. Foundations of Modern Statistics. Festschrift in Honor of Vladimir Spokoiny, Berlin, Germany, November 6–8, 2019, Moscow, Russia, November 30, 2019. Ed. Denis Belomestny, Cristina Butucea, Enno Mammen, Eric Moulines, Markus Reiß, and Vladimir V. Ulyanov. Cham: Springer International Publishing, 2023. Springer Proceedings in Mathematics & Statistics. 563-593.

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