Advances in Bayesian Optimization with Applications in Aerospace Engineering
Author(s)Poloczek, Matthias; Frazier, Peter; Lam, Remi Roger Alain Paul; Willcox, Karen E
MetadataShow full item record
Optimization requires the quantities of interest that define objective functions and constraints to be evaluated a large number of times. In aerospace engineering, these quantities of interest can be expensive to compute (e.g., numerically solving a set of partial differential equations), leading to a challenging optimization problem. Bayesian optimization (BO) is a class of algorithms for the global optimization of expensive-to-evaluate functions. BO leverages all past evaluations available to construct a surrogate model. This surrogate model is then used to select the next design to evaluate. This paper reviews two recent advances in BO that tackle the challenges of optimizing expensive functions and thus can enrich the optimization toolbox of the aerospace engineer. The first method addresses optimization problems subject to inequality constraints where a finite budget of evaluations is available, a common situation when dealing with expensive models (e.g., a limited time to conduct the optimization study or limited access to a supercomputer). This challenge is addressed via a lookahead BO algorithm that plans the sequence of designs to evaluate in order to maximize the improvement achieved, not only at the next iteration, but once the total budget is consumed. The second method demonstrates how sensitivity information, such as gradients computed with adjoint methods, can be incorporated into a BO algorithm. This algorithm exploits sensitivity information in two ways: first, to enhance the surrogate model, and second, to improve the selection of the next design to evaluate by accounting for future gradient evaluations. The benefits of the two methods are demonstrated on aerospace examples.
DepartmentMassachusetts Institute of Technology. Department of Aeronautics and Astronautics
2018 AIAA Non-Deterministic Approaches Conference
American Institute of Aeronautics and Astronautics
Lam, Rémi, et al. "Advances in Bayesian Optimization with Applications in Aerospace Engineering." 2018 AIAA Non-Deterministic Approaches Conference, 8-12 January, 2018, Kissimmee, Florida, American Institute of Aeronautics and Astronautics, 2018.
Author's final manuscript