WITHDRAWN: An Efficient Bayesian Optimization Method for Multiobjective Aerodynamic Design Optimization

Aircraft aerodynamic design optimization must account for the varying operating conditions along the cruise segment as opposed to designing at one fixed operating condition, to arrive at more realistic designs. Conventional approaches address this by performing a “multipoint” optimization that assumes a weighted average of the objectives at a set of sub-segments along the cruise segment. We argue that since such multi-point approaches are, inevitably, biased by the specification of the weights, they can lead to sub-optimal designs. Instead, we propose to optimize the aircraft design at multiple sub-segments simultaneously – that is, via multiobjective optimization that leads to a set of Pareto optimal solutions. However, existing work in multiobjective optimization suffers from (i) lack of sample efficiency (that is, keeping the number of function evaluations to convergence minimal), (ii) scalability with input dimensions and number of objectives, and (iii) the ability to generate a batch of iterates for synchronous parallel evaluations. To overcome these limitations, we propose a novel multiobjective Bayesian optimization methodology that demonstrates improved sample efficiency and accuracy compared to the state of the art. Inspired by Thompson sampling, our approach leverages Gaussian process surrogates and Bayesian decision theory to generate a sequence of iterates according to the probability that they are Pareto optimal. Our approach, named batch Pareto optimal Thompson sampling (��POTS), demonstrates superior empirical performance on a variety of synthetic experiments as well as a 24 dimensional two-objective aerodynamic design optimization of the NASA common research model. We also provide open-source software of our methodology.