sMF-BO-2CoGP: A sequential multi-fidelity constrained Bayesian optimization framework for design applications

Tran, Anh V.; Wildey, Timothy; McCann, Scott

doi:10.1115/1.4046697

sMF-BO-2CoGP: A sequential multi-fidelity constrained Bayesian optimization framework for design applications

Journal Article · Thu Apr 23 00:00:00 EDT 2020 · Journal of Computing and Information Science in Engineering

DOI:https://doi.org/10.1115/1.4046697· OSTI ID:1605731

Tran, Anh V. ^[1]; Wildey, Timothy ^[1]; McCann, Scott ^[2]

Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
Xilinx, Inc., San Jose, CA (United States)

Bayesian optimization (BO) is an effective surrogate-based method that has been widely used to optimize simulation-based applications. While the traditional Bayesian optimization approach only applies to single-fidelity models, many realistic applications provide multiple levels of fidelity with various levels of computational complexity and predictive capability. In this work, we propose a multi-fidelity Bayesian optimization method for design applications with both known and unknown constraints. The proposed framework, called sMF-BO-2CoGP, is built on a multi-level CoKriging method to predict the objective function. An external binary classifier, which we approximate using a separate CoKriging model, is used to distinguish between feasible and infeasible regions. Finally, the sMF-BO-2CoGP method is demonstrated using a series of analytical examples and a flip-chip application for design optimization to minimize the deformation due to warping under thermal loading conditions.

View Accepted Manuscript (DOE)

Research Organization:: Sandia National Laboratories (SNL-NM), Albuquerque, NM (United States)

Sponsoring Organization:: USDOE Laboratory Directed Research and Development (LDRD) Program; USDOE National Nuclear Security Administration (NNSA); USDOE Office of Science (SC)

Grant/Contract Number:: AC04-94AL85000; NA0003525

OSTI ID:: 1605731

Report Number(s):: SAND-2020-3026J; 684693

Journal Information:: Journal of Computing and Information Science in Engineering, Journal Name: Journal of Computing and Information Science in Engineering Journal Issue: 3 Vol. 20; ISSN 1530-9827

Publisher:: ASMECopyright Statement

Country of Publication:: United States

Language:: English

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