pBO-2GP-3B: A batch parallel known/unknown constrained Bayesian optimization with feasibility classification and its applications in computational fluid dynamics

Abstract

Abstract In this work, we present a constrained batch-parallel Bayesian optimization (BO) framework, termed pBO-2GP-3B, to accelerate the optimization process for high-dimensional and computationally expensive problems, with known and unknown constraints. Two Gaussian processes (GPs) are simultaneously constructed: one models the objective function, whereas the other models the unknown constraints. The known constraint is penalized directly into the acquisition function. For every iteration, three batches are built in sequential order: the first two are the acquisition hallucination and the exploration batches for the objective GP, respectively, and the third one is the exploration batch for the classification GP. The pBO-2GP-3B optimization framework is demonstrated with three synthetic examples (2D and 6D), as well as a 33D multi-phase solid–liquid computational fluid dynamics (CFD) model for the design optimization of a centrifugal slurry pump impeller.