Multifidelity Optimization for Variable-Complexity Design

Surrogate-based-optimization methods provide a means to minimize expensive highfidelity models at reduced computational cost. The methods are useful in problems for which two models of the same physical system exist: a high-fidelity model which is accurate and expensive, and a low-fidelity model which is less costly but less accurate. A number of model management techniques have been developed and shown to work well for the case in which both models are defined over the same design space. However, many systems exist with variable fidelity models for which the design variables are defined over different spaces, and a mapping is required between the spaces. Previous work showed that two mapping methods, corrected space mapping and POD mapping, used in conjunction with a trust-region model management method, provide improved performance over conventional non-surrogate-based optimization methods for unconstrained problems. This paper extends that work to constrained problems. Three constraint-management methods are demonstrated with each of the mapping methods: Lagrangian minimization, an sequential quadratic programming-like surrogate method, and MAESTRO. The methods are demonstrated on a fixed-complexity analytical test problem and a variable-complexity wing design problem. The SQP-like method consistently outperformed optimization in the high-fidelity space and the other variable complexity methods. Corrected space mapping performed slightly better on average than POD mapping. On the wing design problem, the combination of the SQP-like method and corrected space mapping achieved 58% savings in high-fidelity function calls over optimization directly in the high-fidelity space.