Driven by increased complexity of dynamical systems, the solution of system of differential equations through numerical simulation in optimization problems has become computationally expensive. This paper provides a smart data driven mechanism to construct low dimensional surrogate models. These surrogate models reduce the computational time for solution of the complex optimization problems by using training instances derived from the evaluations of the true objective functions. The surrogate models are constructed using combination of proper orthogonal decomposition and radial basis functions and provides system responses by simple matrix multiplication. Using relative maximum absolute error as the measure of accuracy of approximation, it is shown surrogate models with latin hypercube sampling and spline radial basis functions dominate variable order methods in computational time of optimization, while preserving the accuracy. These surrogate models also show robustness in presence of model non-linearities. Therefore, these computational efficient predictive surrogate models are applicable in various fields, specifically to solve inverse problems and optimal control problems, some examples of which are demonstrated in this paper.

A universal fault-tolerant quantum computer that can solve efficiently problems such as integer factorization and unstructured database search requires millions of qubits with low error rates and long coherence times. While the experimental advancement towards realizing such devices will potentially take decades of research, noisy intermediate-scale quantum (NISQ) computers already exist. These computers are composed of hundreds of noisy qubits, i.e. qubits that are not error-corrected, and therefore perform imperfect operations in a limited coherence time. In the search for quantum advantage with these devices, algorithms have been proposed for applications in various disciplines spanning physics, machine learning, quantum chemistry and combinatorial optimization. The goal of such algorithms is to leverage the limited available resources to perform classically challenging tasks. In this review, we provide a thorough summary of NISQ computational paradigms and algorithms. We discuss the key structure of these algorithms, their limitations, and advantages. We additionally provide a comprehensive overview of various benchmarking and software tools useful for programming and testing NISQ devices.

This thesis is a proof of concept for the potential of Variational Auto-Encoder (VAE) on representation learning of real-world Knowledge Graphs (KG). Inspired by successful approaches to the generation of molecular graphs, we evaluate the capabilities of our model, the Relational Graph Variational Auto-Encoder (RGVAE). The impact of the modular hyperparameter choices, encoding through graph convolutions, graph matching and latent space prior, is compared. The RGVAE is first evaluated on link prediction. The mean reciprocal rank (MRR) scores on the two datasets FB15K-237 and WN18RR are compared to the embedding-based model DistMult. A variational DistMult and a RGVAE without latent space prior constraint are implemented as control models. The results show that between different settings, the RGVAE with relaxed latent space, scores highest on both datasets, yet does not outperform the DistMult. Further, we investigate the latent space in a twofold experiment: first, linear interpolation between the latent representation of two triples, then the exploration of each latent dimension in a $95\%$ confidence interval. Both interpolations show that the RGVAE learns to reconstruct the adjacency matrix but fails to disentangle. For the last experiment we introduce a new validation method for the FB15K-237 data set. The relation type-constrains of generated triples are filtered and matched with entity types. The observed rate of valid generated triples is insignificantly higher than the random threshold. All generated and valid triples are unseen. A comparison between different latent space priors, using the $\delta$-VAE method, reveals a decoder collapse. Finally we analyze the limiting factors of our approach compared to molecule generation and propose solutions for the decoder collapse and successful representation learning of multi-relational KGs.

Variable division and optimization (D\&O) is a frequently utilized algorithm design paradigm in Evolutionary Algorithms (EAs). A D\&O EA divides a variable into partial variables and then optimize them respectively. A complicated problem is thus divided into simple subtasks. For example, a variable of portfolio problem can be divided into two partial variables, i.e. the selection of assets and the allocation of capital. Thereby, we optimize these two partial variables respectively. There is no formal discussion about how are the partial variables iteratively optimized and why can it work for both single- and multi-objective problems in D\&O. In this paper, this gap is filled. According to the discussion, an elitist selection method for partial variables in multiobjective problems is developed. Then this method is incorporated into the Decomposition-Based Multiobjective Evolutionary Algorithm (D\&O-MOEA/D). With the help of a mathematical programming optimizer, it is achieved on the constrained multiobjective portfolio problems. In the empirical study, D\&O-MOEA/D is implemented for 20 instances and recent Chinese stock markets. The results show the superiority and versatility of D\&O-MOEA/D on large-scale instances while the performance of it on small-scale problems is also not bad. The former targets convergence towards the Pareto front and the latter helps promote diversity among the non-dominated solutions during the search process.

Abstract-- This paper presents a novel approach using sensitivity analysis for generalizing Differential Dynamic Programming (DDP) to systems characterized by implicit dynamics, such as those modelled via inverse dynamics and variational or implicit integrators. It leads to a more general formulation of DDP, enabling for example the use of the faster recursive Newton-Euler inverse dynamics. We leverage the implicit formulation for precise and exact contact modelling in DDP, where we focus on two contributions: (1) Contact dynamics in acceleration level that enables high-order integration schemes; (2) Formulation using an invertible contact model in the forward pass and a closed-form solution in the backward pass to improve the numerical resolution of contacts. The performance of the proposed framework is validated (1) by comparing implicit versus explicit DDP for the swing-up of a double pendulum, and (2) by planning motions for two tasks using a single leg model making multi-body contacts with the environment: standing up from ground, where a priori contact enumeration is challenging, and maintaining balance under an external perturbation. A reinforcement learning To date, we still have limited technologies to replicate approach trained by an adaptive terrain curriculum demonstrated animal-or human-level interaction skills on robots.

Solving multi-objective optimization problems is important in various applications where users are interested in obtaining optimal policies subject to multiple (yet often conflicting) objectives. A typical approach to obtain the optimal policies is to first construct a loss function based on the scalarization of individual objectives and then derive optimal policies that minimize the scalarized loss function. Albeit simple and efficient, the typical approach provides no insights/mechanisms on the optimization of multiple objectives due to the lack of ability to quantify the inter-objective relationship. To address the issue, we propose to develop a new efficient gradient-based multi-objective reinforcement learning approach that seeks to iteratively uncover the quantitative inter-objective relationship via finding a minimum-norm point in the convex hull of the set of multiple policy gradients when the impact of one objective on others is unknown a priori. In particular, we first propose a new PAOLS algorithm that integrates pruning and approximate optimistic linear support algorithm to efficiently discover the weight-vector sets of multiple gradients that quantify the inter-objective relationship. Then we construct an actor and a multi-objective critic that can co-learn the policy and the multi-objective vector value function. Finally, the weight discovery process and the policy and vector value function learning process can be iteratively executed to yield stable weight-vector sets and policies. To validate the effectiveness of the proposed approach, we present a quantitative evaluation of the approach based on three case studies.

Complex systems optimization is a critical challenge in real production and also the hot spot of academic research. The key factors that raise systems' complexity include (but are not limited to): inestimable structures, computationally intensive evaluations, stochastic noise, and multiple key performance indicators (KPIs). A typical example is a simulation-based optimization for an emergency department. Suppose we aim to optimize the patients' flow cost and departments' closeness by determining the corridors' widths via a simulation model. Due to the characteristics of the simulation model, there exists no explicit expression of the input and output, and the estimations are time-consuming and noise-corrupted. Furthermore, the multilevel performance indicators also lay a burden on optimization problems.

Predictions obtained by, e.g., artificial neural networks have a high accuracy but humans often perceive the models as black boxes. Insights about the decision making are mostly opaque for humans. Particularly understanding the decision making in highly sensitive areas such as healthcare or finance, is of paramount importance. The decision-making behind the black boxes requires it to be more transparent, accountable, and understandable for humans. This survey paper provides essential definitions, an overview of the different principles and methodologies of explainable Supervised Machine Learning (SML). We conduct a state-of-the-art survey that reviews past and recent explainable SML approaches and classifies them according to the introduced definitions. Finally, we illustrate principles by means of an explanatory case study and discuss important future directions.

Adaptive control approaches yield high-performance controllers when a precise system model or suitable parametrizations of the controller are available. Existing data-driven approaches for adaptive control mostly augment standard model-based methods with additional information about uncertainties in the dynamics or about disturbances. In this work, we propose a purely data-driven, model-free approach for adaptive control. Tuning low-level controllers based solely on system data raises concerns on the underlying algorithm safety and computational performance. Thus, our approach builds on GoOSE, an algorithm for safe and sample-efficient Bayesian optimization. We introduce several computational and algorithmic modifications in GoOSE that enable its practical use on a rotational motion system. We numerically demonstrate for several types of disturbances that our approach is sample efficient, outperforms constrained Bayesian optimization in terms of safety, and achieves the performance optima computed by grid evaluation. We further demonstrate the proposed adaptive control approach experimentally on a rotational motion system.

Efficient Global Optimization (EGO) is the canonical form of Bayesian optimization that has been successfully applied to solve global optimization of expensive-to-evaluate black-box problems. However, EGO struggles to scale with dimension, and offers limited theoretical guarantees. In this work, we propose and analyze a trust-region-like EGO method (TREGO). TREGO alternates between regular EGO steps and local steps within a trust region. By following a classical scheme for the trust region (based on a sufficient decrease condition), we demonstrate that our algorithm enjoys strong global convergence properties, while departing from EGO only for a subset of optimization steps. Using extensive numerical experiments based on the well-known COCO benchmark, we first analyze the sensitivity of TREGO to its own parameters, then show that the resulting algorithm is consistently outperforming EGO and getting competitive with other state-of-the-art global optimization methods.