A Multi-Objective Bayesian Optimization Approach Using the Weighted Tchebycheff Method
Abstract Bayesian optimization (BO) is a low-cost global optimization tool for expensive black-box objective functions, where we learn from prior evaluated designs, update a posterior surrogate Gaussian process model, and select new designs for future evaluation using an acquisition function. This research focuses upon developing a BO model with multiple black-box objective functions. In the standard multi-objective (MO) optimization problem, the weighted Tchebycheff method is efficiently used to find both convex and non-convex Pareto frontiers. This approach requires knowledge of utopia values before we start optimization. However, in the BO framework, since the functions are expensive to evaluate, it is very expensive to obtain the utopia values as a prior knowledge. Therefore, in this paper, we develop a MO-BO framework where we calibrate with multiple linear regression (MLR) models to estimate the utopia value for each objective as a function of design input variables; the models are updated iteratively with sampled training data from the proposed MO-BO. These iteratively estimated mean utopia values are used to formulate the weighted Tchebycheff MO acquisition function. The proposed approach is implemented in two numerical test examples and one engineering design problem of optimizing thin tube geometries under constant loading of temperature and pressure, with minimizing the risk of creep-fatigue failure and design cost, along with risk-based and manufacturing constraints. Finally, the model accuracy with frequentist, Bayesian and without MLR-based calibration are compared to true Pareto solutions.
- Research Organization:
- Oregon State Univ., Corvallis, OR (United States)
- Sponsoring Organization:
- USDOE Office of Nuclear Energy (NE)
- DOE Contract Number:
- NE0008533
- OSTI ID:
- 1980664
- Journal Information:
- Journal of Mechanical Design, Vol. 144, Issue 1; ISSN 1050-0472
- Publisher:
- ASME
- Country of Publication:
- United States
- Language:
- English
Similar Records
Multi-objective materials bayesian optimization with active learning of design constraints: Design of ductile refractory multi-principal-element alloys
An Approach to Bayesian Optimization for Design Feasibility Check on Discontinuous Black-Box Functions