sMF-BO-2CoGP: A Sequential Multi-Fidelity Constrained Bayesian Optimization Framework for Design Applications

Bayesian optimization (BO) is an efiective surrogate-based method that has been widely used to optimize simulation-based applications. While the traditional Bayesian optimization approach only applies to single-fidelity models, many realistic applications provide multiple levels of fidelity with various computational complexity and predictive capability. In this work, we propose a multi-fidelity Bayesian optimization method for design...