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On the Use of Upper Trust Bounds in Constrained Bayesian Optimization Infill Criterion

Priem, Rémy and Bartoli, Nathalie and Diouane, Youssef On the Use of Upper Trust Bounds in Constrained Bayesian Optimization Infill Criterion. (2019) In: AIAA Aviation 2019 Forum, 17 June 2019 - 21 June 2019 (Dallas, United States).

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Official URL: https://doi.org/10.2514/6.2019-2986

Abstract

In order to handle constrained optimization problems with a large number of design variables, a new approach has been proposed to address constraints in a surrogate-based optimization framework. This approach focuses on sequential enrichment using adaptive surrogate models based on Bayesian optimization approach, and Gaussian process models. A constraints criterion using the uncertainty estimation of the Gaussian process models is introduced. Different evolutions of the algorithm, based on the accuracy of the constraints surrogate models, are used for selecting the infill sample points. The resulting algorithm has been tested on the well known modified Branin optimization problem.

Item Type:Conference or Workshop Item (Paper)
HAL Id:hal-02182492
Audience (conference):International conference proceedings
Uncontrolled Keywords:
Institution:Université de Toulouse > Institut Supérieur de l'Aéronautique et de l'Espace - ISAE-SUPAERO (FRANCE)
French research institutions > Office National d'Etudes et Recherches Aérospatiales - ONERA (FRANCE)
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Deposited By: Youssef Diouane
Deposited On:01 Jul 2019 12:56

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