Section: Research Program

Robust multi-fidelity modelling for optimization and certification

Due to the computational cost, it is of prominent importance to consider multi-fidelity approaches gathering high-fidelity and low-fidelity computations. Note that low-fidelity solutions can be given by both the use of surrogate models in the stochastic space, and/or eventually some simplified choices of physical models of some element of the system. Procedures which deal with optimization considering uncertainties for complex problems may require the evaluation of costly objective and constraint functions hundreds or even thousands of times. The associated costs are usually prohibitive. For these reason, the robustness of the optimal solution should be assessed, thus requiring the formulation of efficient methods for coupling optimization and stochastic spaces. Different approaches will be explored. Work will be developed along three axes:

1. a robust strategy using the statistics evaluation will be applied separately, i.e. using only low or high-fidelity evaluations. Some classical optimization algorithms will be used in this case. Influence of high-order statistics and model reduction in the robust design optimization will be explored, also by further developing some low-cost methods for robust design optimization working on the so-called Simplex${}^2$ method [82] ;

2. a multi-fidelity strategy by using in an efficient way low fidelity and high-fidelity estimators both in physical and stochastic space will be conceived, by using a Bayesian framework for taking into account model discrepancy and a PC expansion model for building a surrogate model ;

3. develop advanced methods for robust optimization. In particular, the Simplex${}^2$ method will be modified for introducing a hierarchical refinement with the aim to reduce the number of stochastic samples according to a given design in an adaptive way.

This work is related to the activities foreseen in the EU contract MIDWEST, in the ANR LabCom project VIPER (currently under evaluation), in a joint project with DGA and VKI, in two projects under way with AIRBUS and SAFRAN-HERAKLES.