A robust optimization approach based on multi-fidelity metamodel

Abstract

Multi-fidelity (MF) metamodeling approaches have recently attracted a significant amount of attention in simulation-based design optimization due to their ability to conduct trade-offs between high accuracy and low computational expenses by integrating the information from high-fidelity (HF) and low-fidelity (LF) models. While existing MF metamodel assisted design optimization approaches may yield an inferior or even infeasible solution since they generally treat the MF metamodel as the real HF model and ignore the interpolation uncertainties from the MF metamodel. This situation will be more serious in non-deterministic optimization. Hence, in this work, a MF metamodel assisted robust optimization approach is developed, in which the interpolation uncertainty of the MF metamodel and design variable uncertainty are quantified and taken into consideration. To demonstrate the effectiveness and merits of the proposed approach, two numerical examples and a long cylinder pressure vessel design optimization problem are tested. Results show that for the test cases the proposed approach can obtain a solution that is both optimal and within the feasible region even with perturbation of the uncertain variables.