论文标题

SRMO-BO-3GP:针对设计应用

srMO-BO-3GP: A sequential regularized multi-objective constrained Bayesian optimization for design applications

论文作者

Tran, Anh, Eldred, Mike, McCann, Scott, Wang, Yan

论文摘要

贝叶斯优化(BO)是一个有效且灵活的全球优化框架,适用于非常广泛的工程应用程序。为了利用经典BO的能力,已经提出了许多扩展,包括多目标,多效率,并行化,潜在模型,以提高经典BO框架的限制。在这项工作中,我们提出了一种新型的多目标(MO)扩展名,称为SRMO-BO-3GP,以在顺序设置中解决MO优化问题。将三个不同的高斯过程(GP)堆叠在一起,其中每个GP都具有不同的任务:第一个GP用于近似单目标函数,第二GP用于学习未知的约束,第三个GP用于学习不确定的Pareto Frontier。在每次迭代中,采用并用正规脊项进行了一个MO增强的Tchebycheff函数将MO转换为单目标,并扩展了正则化以使单目标函数平滑。最后,我们将第三个GP与经典的BO框架融为一体,以通过剥削和勘探习得功能来促进Pareto前沿的丰富性和多样性。使用多个数值基准函数以及Flip-Chip包装设计优化的热力学有限元模型来证明所提出的框架。

Bayesian optimization (BO) is an efficient and flexible global optimization framework that is applicable to a very wide range of engineering applications. To leverage the capability of the classical BO, many extensions, including multi-objective, multi-fidelity, parallelization, latent-variable model, have been proposed to improve the limitation of the classical BO framework. In this work, we propose a novel multi-objective (MO) extension, called srMO-BO-3GP, to solve the MO optimization problems in a sequential setting. Three different Gaussian processes (GPs) are stacked together, where each of the GP is assigned with a different task: the first GP is used to approximate the single-objective function, the second GP is used to learn the unknown constraints, and the third GP is used to learn the uncertain Pareto frontier. At each iteration, a MO augmented Tchebycheff function converting MO to single-objective is adopted and extended with a regularized ridge term, where the regularization is introduced to smoothen the single-objective function. Finally, we couple the third GP along with the classical BO framework to promote the richness and diversity of the Pareto frontier by the exploitation and exploration acquisition function. The proposed framework is demonstrated using several numerical benchmark functions, as well as a thermomechanical finite element model for flip-chip package design optimization.

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