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SBF-BO-2CoGP: A sequential bi-fidelity constrained Bayesian optimization for design applications

Tran, Anh; Wildey, Tim; McCann, Scott

Bayesian optimization is an effective surrogate-based optimization method that has been widely used for simulation-based applications. However, the traditional Bayesian optimization (BO) method is only applicable to single-fidelity applications, whereas multiple levels of fidelity exist in reality. In this work, we propose a bi-fidelity known/unknown constrained Bayesian optimization method for design applications. The proposed framework, called sBF-BO-2CoGP, is built on a two-level CoKriging method to predict the objective function. An external binary classifier, which is also another CoKriging model, is used to distinguish between feasible and infeasible regions. The sBF-BO-2CoGP method is demonstrated using a numerical example and a flip-chip application for design optimization to minimize the warpage deformation under thermal loading conditions.