Surrogate-based Analysis and Optimization

Surrogate-based Analysis and Optimization

| Nestor V. Queipo, Raphael T. Haftka, Wei Shyy, Tushar Goel, Raj Vaidyanathan and P. Kevin Tucker
Surrogate-based analysis and optimization (SBAO) is a powerful approach for efficiently analyzing and optimizing computationally expensive models used in aerospace systems. The method involves constructing approximate models (surrogates) based on data from high-fidelity simulations, enabling faster sensitivity analysis and optimization studies. This paper provides a comprehensive overview of the key concepts, methods, and practical implications of SBAO, including surrogate model construction, design of experiments (DOE), model validation, sensitivity analysis, and optimization techniques. The paper discusses various surrogate modeling approaches, such as polynomial regression, Kriging, and radial basis functions (RBF), and their applications in different contexts. It emphasizes the importance of selecting appropriate loss functions and regularization criteria for constructing accurate surrogates. The design of experiments is a critical step in SBAO, with methods like Latin Hypercube Sampling (LHS) and Orthogonal Arrays (OA) used to ensure efficient sampling of the design space. Sensitivity analysis is another key component of SBAO, helping to identify the impact of design variables on model responses. Techniques such as the Morris method, Iterated Fractional Factorial Design (IFFD), and Sobol's method are discussed for ranking variables based on their contribution to output variability. The paper also addresses the challenges of model validation, including generalization error estimation through split-sample, cross-validation, and bootstrapping methods. The paper concludes with a case study on the multi-objective optimal design of a liquid-rocket injector, illustrating the application of SBAO in real-world scenarios. The study highlights the importance of balancing bias and variance in surrogate models and the benefits of using multiple surrogates for improved accuracy and reliability. Overall, the paper provides a detailed framework for understanding and applying SBAO in aerospace and other engineering disciplines.Surrogate-based analysis and optimization (SBAO) is a powerful approach for efficiently analyzing and optimizing computationally expensive models used in aerospace systems. The method involves constructing approximate models (surrogates) based on data from high-fidelity simulations, enabling faster sensitivity analysis and optimization studies. This paper provides a comprehensive overview of the key concepts, methods, and practical implications of SBAO, including surrogate model construction, design of experiments (DOE), model validation, sensitivity analysis, and optimization techniques. The paper discusses various surrogate modeling approaches, such as polynomial regression, Kriging, and radial basis functions (RBF), and their applications in different contexts. It emphasizes the importance of selecting appropriate loss functions and regularization criteria for constructing accurate surrogates. The design of experiments is a critical step in SBAO, with methods like Latin Hypercube Sampling (LHS) and Orthogonal Arrays (OA) used to ensure efficient sampling of the design space. Sensitivity analysis is another key component of SBAO, helping to identify the impact of design variables on model responses. Techniques such as the Morris method, Iterated Fractional Factorial Design (IFFD), and Sobol's method are discussed for ranking variables based on their contribution to output variability. The paper also addresses the challenges of model validation, including generalization error estimation through split-sample, cross-validation, and bootstrapping methods. The paper concludes with a case study on the multi-objective optimal design of a liquid-rocket injector, illustrating the application of SBAO in real-world scenarios. The study highlights the importance of balancing bias and variance in surrogate models and the benefits of using multiple surrogates for improved accuracy and reliability. Overall, the paper provides a detailed framework for understanding and applying SBAO in aerospace and other engineering disciplines.
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Understanding Surrogate-based Analysis and Optimization