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On the impact of covariance functions in multi-objective bayesian optimization for engineering design

Palar P.S.a, Zuhal L.R.b, Chugh T.c, Rahat A.d

a Institut Teknologi Bandung, West Java, Indonesia
b University of Exeter, Exeter, United Kingdom
c Palacky University in Olomouc, Czech Republic
d Swansea University, Swansea, SA1 8EN, United Kingdom

[vc_row][vc_column][vc_row_inner][vc_column_inner][vc_separator css=”.vc_custom_1624529070653{padding-top: 30px !important;padding-bottom: 30px !important;}”][/vc_column_inner][/vc_row_inner][vc_row_inner layout=”boxed”][vc_column_inner width=”3/4″ css=”.vc_custom_1624695412187{border-right-width: 1px !important;border-right-color: #dddddd !important;border-right-style: solid !important;border-radius: 1px !important;}”][vc_empty_space][megatron_heading title=”Abstract” size=”size-sm” text_align=”text-left”][vc_column_text]© 2020, American Institute of Aeronautics and Astronautics Inc, AIAA. All rights reserved.Multi-objective Bayesian optimization (BO) is a highly useful class of methods that can effectively solve computationally expensive engineering design optimization problems with multiple objectives. However, the impact of covariance function, which is an important part of multi-objective BO, is rarely studied in the context of engineering optimization. We aim to shed light on this issue by performing numerical experiments on engineering design optimization problems, primarily low-fidelity problems so that we are able to statistically evaluate the performance of BO methods with various covariance functions. In this paper, we performed the study using a set of subsonic airfoil optimization cases as benchmark problems. Expected hypervolume improvement was used as the acquisition function to enrich the experimental design. Results show that the choice of the covariance function give a notable impact on the performance of multi-objective BO. In this regard, Kriging models with Matérn-3/2 is the most robust method in terms of the diversity and convergence to the Pareto front that can handle problems with various complexities.[/vc_column_text][vc_empty_space][vc_separator css=”.vc_custom_1624528584150{padding-top: 25px !important;padding-bottom: 25px !important;}”][vc_empty_space][megatron_heading title=”Author keywords” size=”size-sm” text_align=”text-left”][vc_column_text]Bayesian optimization,Bench-mark problems,Covariance function,Engineering design,Engineering design optimization,Engineering optimization,Multiple-objectives,Numerical experiments[/vc_column_text][vc_empty_space][vc_separator css=”.vc_custom_1624528584150{padding-top: 25px !important;padding-bottom: 25px !important;}”][vc_empty_space][megatron_heading title=”Indexed keywords” size=”size-sm” text_align=”text-left”][vc_column_text][/vc_column_text][vc_empty_space][vc_separator css=”.vc_custom_1624528584150{padding-top: 25px !important;padding-bottom: 25px !important;}”][vc_empty_space][megatron_heading title=”Funding details” size=”size-sm” text_align=”text-left”][vc_column_text]Pramudita Satria Palar and Lavi Rizki Zuhal were funded in part through the Program Riset KK ITB 2019 administered by Institut Teknologi Bandung, Indonesia. This research was partially supported by the Natural Environment Research Council, UK [grant number NE/P017436/1] and Ministry of Education, Youth and Sports of the Czech Republic under the project CZ.02.1.01/0.0/0.0/17_049/0008408 “Hydrodynamic design of pumps”.[/vc_column_text][vc_empty_space][vc_separator css=”.vc_custom_1624528584150{padding-top: 25px !important;padding-bottom: 25px !important;}”][vc_empty_space][megatron_heading title=”DOI” size=”size-sm” text_align=”text-left”][vc_column_text]https://doi.org/10.2514/6.2020-1867[/vc_column_text][/vc_column_inner][vc_column_inner width=”1/4″][vc_column_text]Widget Plumx[/vc_column_text][/vc_column_inner][/vc_row_inner][/vc_column][/vc_row][vc_row][vc_column][vc_separator css=”.vc_custom_1624528584150{padding-top: 25px !important;padding-bottom: 25px !important;}”][/vc_column][/vc_row]