Surrogate-Assisted Optimization

Protein fitness optimization is a discrete search problem, and the representation used for prediction also determines the neighborhood graph traversed by an optimizer. We introduce Q-BioLat, a framework that maps pretrained protein-language-model embeddings to compact binary codes and fits a quadratic unconstrained binary optimization (QUBO) surrogate with unary and pairwise latent interactions. Our central contribution is an optimization-aware view of representation: binary encodings that are similar in pointwise predictive accuracy can induce different Hamming neighborhoods, local optima, and search trajectories. We formalize when a recoding is only a Hamming-isometric reparameterization and give a constructive example showing that exact pointwise agreement does not imply optimization equivalence. We study experimentally measured GFP and AAV fitness landscapes from ProteinGym. The internal QUBO surrogate is evaluated against labels withheld from QUBO fitting. A conservative retrieval analysis maps optimized codes to measured variants and reports their experimental fitness, while neural decoding of potentially unmeasured sequences is evaluated separately with an experiment-trained sequence surrogate and is interpreted only as model-based candidate prioritization. Across the reported comparisons, PCA followed by per-coordinate median thresholding yields a more balanced and decodable binary space than the post-hoc-zero-threshold AE/VAE baselines, despite the latter's low continuous reconstruction error. In the measured-library retrieval analysis, simulated annealing, genetic algorithms, and greedy hill climbing frequently return high-percentile variants; decoded candidates are reported separately using surrogate-predicted scores.

Constrained optimization in high-dimensional black-box settings is difficult due to expensive evaluations, the lack of gradient information, and complex feasibility regions. In this work, we propose a Bayesian optimization method that combines a penalty formulation, a surrogate model, and a trust region strategy. The constrained problem is converted to an unconstrained form by penalizing constraint violations, which provides a unified modeling framework. A trust region restricts the search to a local region around the current best solution, which improves stability and efficiency in high dimensions. Within this region, we use the Expected Improvement acquisition function to select evaluation points by balancing improvement and uncertainty. The proposed Trust Region method integrates penalty-based constraint handling with local surrogate modeling. This combination enables efficient exploration of feasible regions while maintaining sample efficiency. We compare the proposed method with state-of-the-art methods on synthetic and real-world high-dimensional constrained optimization problems. The results show that the method identifies high-quality feasible solutions with fewer evaluations and maintains stable performance across different settings.

This paper addresses the Service Network Design (SND) problem for a logistics service provider (LSP) operating in a multimodal freight transport network, considering uncertain travel times and limited truck fleet availability. A two-stage optimization approach is proposed, which combines metaheuristics, simulation and machine learning components. This solution framework integrates tactical decisions, such as transport request acceptance and capacity booking for scheduled services, with operational decisions, including dynamic truck allocation, routing, and re-planning in response to disruptions. A simulated annealing (SA) metaheuristic is employed to solve the tactical problem, supported by an adaptive surrogate model trained using a discrete-event simulation model that captures operational complexities and cascading effects of uncertain travel times. The performance of the proposed method is evaluated using benchmark instances. First, the SA is tested on a deterministic version of the problem and compared to state-of-the-art results, demonstrating it can improve the solution quality and significantly reduce the computational time. Then, the proposed SA is applied to the more complex stochastic problem. Compared to a benchmark algorithm that executes a full simulation for each solution evaluation, the learning-based SA generates high quality solutions while significantly reducing computational effort, achieving only a 5% difference in objective function value while cutting computation time by up to 20 times. These results demonstrate the strong performance of the proposed algorithm in solving complex versions of the SND. Moreover, they highlight the effectiveness of integrating diverse modeling and optimization techniques, and the potential of such approaches to efficiently address freight transport planning challenges.

Gaussian process surrogates dominate constrained multi-objective optimization because they are effective in data-scarce regimes, but their cubic scaling in training samples limits their ability to capture shared structure between objectives and constraints as problems grow in dimensionality. We show that deterministic neural network surrogates, equipped with feature tokenization and adaptive output normalization, match or exceed Gaussian process accuracy, while scaling to high-dimensional output spaces and training on all data including infeasible samples. Jointly training a single Feature Tokenizer Transformer to predict objectives, constraint satisfaction, and parameter sensitivities yields a unified gradient that simultaneously improves objective values, steers toward feasibility, and identifies the most influential parameters: a coherent search signal that disjoint per-output models cannot provide. We validate this on biophysical neural optimization problems of increasing complexity. In the hardest regime, with wide, uninformed parameter bounds where random sampling finds zero feasible solutions, descending the surrogate's learned constraint gradient steers the search into the feasible region and recovers near-optimal solutions where standard surrogate optimization and constrained Bayesian optimization find none.

This paper presents a particle swarm optimization algorithm that leverages surrogate modeling to replace the conventional global best solution with the minimum of an n-dimensional quadratic form, providing a better-conditioned dynamic attractor for the swarm. This refined convergence target, informed by the local landscape, enhances global convergence behavior and increases robustness against premature convergence and noise, while incurring only minimal computational overhead. The surrogate-augmented approach is evaluated against the standard algorithm through a numerical study on a set of benchmark optimization functions that exhibit diverse landscapes. To ensure statistical significance, 400 independent runs are conducted for each function and algorithm, and the results are analyzed based on their statistical characteristics and corresponding distributions. The quadratic surrogate attractor consistently outperforms the conventional algorithm across all tested functions. The improvement is particularly pronounced for quasi-convex functions, where the surrogate model can exploit the underlying convex-like structure of the landscape.

Active multi-fidelity surrogate modeling is developed for multi-condition airfoil shape optimization to reduce high-fidelity CFD cost while retaining RANS-consistent aerodynamic metrics. The framework couples a low-fidelity-informed Gaussian process regression transfer model with uncertainty-triggered sampling and a synchronized elitism rule embedded in a hybrid genetic algorithm. Low-fidelity XFOIL evaluations provide inexpensive features, while sparse RANS simulations are adaptively allocated when predictive uncertainty exceeds a threshold; elite candidates are mandatorily validated at high fidelity, and the population is re-evaluated to prevent evolutionary selection based on outdated fitness values produced by earlier surrogate states. The method is demonstrated for a two-point problem at $Re=6\times10^6$ with cruise at $α=2^\circ$ (maximize $E=L/D$) and take-off at $α=10^\circ$ (maximize $C_L$) using a 12-parameter CST representation. Independent multi-fidelity surrogates per flight condition enable decoupled refinement. The optimized design improves cruise efficiency by 41.05% and take-off lift by 20.75% relative to the best first-generation individual. Over the full campaign, RANS evaluations were required for only 14.78% and 9.5% of the condition-specific candidate evaluations at cruise and take-off, respectively. These percentages quantify the reduction in high-fidelity usage relative to the fixed automated RANS workflow adopted as the high-fidelity reference in this study.

The dynamic multi-mode resource-constrained project scheduling problem (DMRCPSP) is of practical importance, as it requires making real-time decisions under changing project states and resource availability. Genetic Programming (GP) has been shown to effectively evolve heuristic rules for such decision-making tasks; however, the evolutionary process typically relies on a large number of simulation-based fitness evaluations, resulting in high computational cost. Surrogate models offer a promising solution to reduce evaluation cost, but their application to GP requires problem-specific phenotypic characterisation (PC) schemes of heuristic rules. There is currently a lack of suitable PC schemes for GP applied to DMRCPSP. This paper proposes a rank-based PC scheme derived from heuristic-driven ordering of eligible activity-mode pairs and activity groups in decision situations. The resulting PC vectors enable a surrogate model to estimate the fitness of unevaluated GP individuals. Based on this scheme, a surrogate-assisted GP algorithm is developed. Experimental results demonstrate that the proposed surrogate-assisted GP can identify high-quality heuristic rules consistently earlier than the state-of-the-art GP approach for DMRCPSP, while introducing only marginal computational overhead. Further analyses demonstrate that the surrogate model provides useful guidance for offspring selection, leading to improved evolutionary efficiency.

Bayesian optimization (BO) for high-dimensional constrained problems remains a significant challenge due to the curse of dimensionality. We propose Local Constrained Bayesian Optimization (LCBO), a novel framework tailored for such settings. Unlike trust-region methods that are prone to premature shrinking when confronting tight or complex constraints, LCBO leverages the differentiable landscape of constraint-penalized surrogates to alternate between rapid local descent and uncertainty-driven exploration. Theoretically, we prove that LCBO achieves a convergence rate for the Karush-Kuhn-Tucker (KKT) residual that depends polynomially on the dimension $d$ for common kernels under mild assumptions, offering a rigorous alternative to global BO where regret bounds typically scale exponentially. Extensive evaluations on high-dimensional benchmarks (up to 100D) demonstrate that LCBO consistently outperforms state-of-the-art baselines.

Design of antenna structures for Internet of Things (IoT) applications is a challenging problem. Contemporary radiators are often subject to a number of electric and/or radiation-related requirements, but also constraints imposed by specifics of IoT systems and/or intended operational environments. Conventional approaches to antenna design typically involve manual development of topology intertwined with its tuning. Although proved useful, the approach is prone to errors and engineering bias. Alternatively, geometries can be generated and optimized without supervision of the designer. The process can be controlled by suitable algorithms to determine and then adjust the antenna geometry according to the specifications. Unfortunately, automatic design of IoT radiators is associated with challenges such as determination of desirable geometries or high optimization cost. In this work, a variable-fidelity framework for performance-oriented development of free-form antennas represented using the generic simulation models is proposed. The method employs a surrogate-assisted classifier capable of identifying a suitable radiator topology from a set of automatically generated (and stored for potential re-use) candidate designs. The obtained geometry is then subject to a bi-stage tuning performed using a gradient-based optimization engine. The presented framework is demonstrated based on six numerical experiments concerning unsupervised development of bandwidth-enhanced patch antennas dedicated to work within 5 GHz to 6 GHz and 6 GHz to 7 GHz bands, respectively. Extensive benchmarks of the method, as well as the generated topologies are also performed.

Designing novel proteins with desired characteristics remains a significant challenge due to the large sequence space and the complexity of sequence-function relationships. Efficient exploration of this space to identify sequences that meet specific design criteria is crucial for advancing therapeutics and biotechnology. Here, we present BoGA (Bayesian Optimization Genetic Algorithm), a framework that combines evolutionary search with Bayesian optimization to efficiently navigate the sequence space. By integrating a genetic algorithm as a stochastic proposal generator within a surrogate modeling loop, BoGA prioritizes candidates based on prior evaluations and surrogate model predictions, enabling data-efficient optimization. We demonstrate the utility of BoGA through benchmarking on sequence and structure design tasks, followed by its application in designing peptide binders against pneumolysin, a key virulence factor of Streptococcus pneumoniae. BoGA accelerates the discovery of high-confidence binders, demonstrating the potential for efficient protein design across diverse objectives. The algorithm is implemented within the BoPep suite and is available under an MIT license at GitHub.

Inverse design, particularly geometric shape optimization, provides a systematic approach for developing high-performance nanophotonic devices. While numerous optimization algorithms exist, previous global approaches exhibit slow convergence and conversely local search strategies frequently become trapped in local optima. To address the limitations inherent to both local and global approaches, we introduce BONNI: Bayesian optimization through neural network ensemble surrogates with interior point optimization. It augments global optimization with an efficient incorporation of gradient information to determine optimal sampling points. This capability allows BONNI to circumvent the local optima found in many nanophotonic applications, while capitalizing on the efficiency of gradient-based optimization. We demonstrate BONNI's capabilities in the design of a distributed Bragg reflector as well as a dual-layer grating coupler through an exhaustive comparison against other optimization algorithms commonly used in literature. Using BONNI, we were able to design a 10-layer distributed Bragg reflector with only 4.5% mean spectral error, compared to the previously reported results of 7.8% error with 16 layers. Further designs of a broadband waveguide taper and photonic crystal waveguide transition validate the capabilities of BONNI.

Make-on-demand combinatorial synthesis libraries (CSLs) like Enamine REAL have significantly enabled drug discovery efforts. However, their large size presents a challenge for virtual screening, where the goal is to identify the top compounds in a library according to a computational objective (e.g., optimizing docking score) subject to computational constraints under a limited computational budget. For current library sizes -- numbering in the tens of billions of compounds -- and scoring functions of interest, a routine virtual screening campaign may be limited to scoring fewer than 0.1% of the available compounds, leaving potentially many high scoring compounds undiscovered. Furthermore, as constraints (and sometimes objectives) change during the course of a virtual screening campaign, existing virtual screening algorithms typically offer little room for amortization. We propose the approximate-but-exhaustive search protocol for CSLs, or APEX. APEX utilizes a neural network surrogate that exploits the structure of CSLs in the prediction of objectives and constraints to make full enumeration on a consumer GPU possible in under a minute, allowing for exact retrieval of approximate top-k sets. To demonstrate APEX's capabilities, we develop a benchmark CSL comprised of more than 10 million compounds, all of which have been annotated with their docking scores on five medically relevant targets along with physicohemical properties measured with RDKit such that, for any objective and set of constraints, the ground truth top-k compounds can be identified and compared against the retrievals from any virtual screening algorithm. We show APEX's consistently strong performance both in retrieval accuracy and runtime compared to alternative methods.

Simulators are vital in science and engineering, as they faithfully model the influence of design parameters on real-world observations. Optimizing design parameters to minimize a desired objective function is notoriously challenging since simulators are often non-differentiable black boxes. Moreover, each simulation incurs significant compute time, thus doing such optimizations naively may be prohibitively expensive. Furthermore, in experiment design settings, practitioners are typically required to solve the same optimization problem for various input distributions before proceeding to real-world experiments. Starting these related optimizations from scratch each time can be inefficient if the forward simulation model is expensive to evaluate. To address these challenges, this paper introduces a novel method for solving black-box optimization problems on various input distributions by learning a policy that guides the training of a differentiable surrogate. The surrogate's gradients are then used to optimize the simulation parameters with SGD. After training the policy, the cost for downstream optimization of problems involving black-box simulators is amortized, and we require up to $10\times$ fewer expensive simulator calls compared to baselines such as previous local surrogate-based approaches, numerical optimization, and Bayesian optimization.

A prompt is an instruction or description provided by the user to guide a generative language model toward outputs that meet application requirements. When these requirements change, existing prompts may need to be adapted and improved. Evaluating candidate prompts requires time and computational resources. We therefore study how to expand and refine an initial set of prompts under a limited evaluation budget through simulation optimization, aiming to maximize a pre-defined task score for a fixed language model. Specifically, we propose a two-stage framework. In the first stage, we expand the initial set of prompts into a finite candidate set, where each prompt is represented by a moderate-dimensional vector. In the subsequent stage of evaluation and selection, we construct a surrogate model of the score for moderate-dimensional vectors representing the prompts. We propose sequentially selecting prompts for evaluation using the constructed surrogate model. We prove the consistency of the sequential evaluation procedure in our framework. We further introduce a refinement procedure that uses the collected scores to search beyond the initial candidate set. We also conduct numerical experiments to demonstrate the advantages of our method over baseline prompt selection methods, with higher prompt scores, especially when the budget for calling language models to evaluate prompts is limited.