sMF-BO-2CoGP: A Sequential Multi-Fidelity Constrained Bayesian Optimization Framework for Design Applications

Abstract

Bayesian optimization (BO) is an efiective 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 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. The sMF-BO-2CoGP method is demonstrated using a series of analytical examples, and a fiip-chip application for design optimization to minimize the deformation due to warping under thermal loading conditions.