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Communication Dans Un Congrès Année : 2019

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

Résumé

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.

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Dates et versions

hal-02182492 , version 1 (12-07-2019)

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Rémy Priem, Nathalie Bartoli, Youssef Diouane. On the Use of Upper Trust Bounds in Constrained Bayesian Optimization Infill Criterion. AIAA Aviation 2019 Forum, Jun 2019, Dallas, United States. pp.1-10, ⟨10.2514/6.2019-2986⟩. ⟨hal-02182492⟩
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