Surrogate-Assisted Optimization

Active multi-fidelity surrogate modeling is developed for multi-condition airfoil shape optimization to reduce high-fidelity CFD cost while retaining RANS-consistent aerodynamic metrics. The framework couples a low-fidelity-informed Gaussian process regression transfer model with uncertainty-triggered sampling and a synchronized elitism rule embedded in a hybrid genetic algorithm. Low-fidelity XFOIL evaluations provide inexpensive features, while sparse RANS simulations are adaptively allocated when predictive uncertainty exceeds a threshold; elite candidates are mandatorily validated at high fidelity, and the population is re-evaluated to prevent evolutionary selection based on outdated fitness values produced by earlier surrogate states. The method is demonstrated for a two-point problem at $Re=6\times10^6$ with cruise at $α=2^\circ$ (maximize $E=L/D$) and take-off at $α=10^\circ$ (maximize $C_L$) using a 12-parameter CST representation. Independent multi-fidelity surrogates per flight condition enable decoupled refinement. The optimized design improves cruise efficiency by 41.05% and take-off lift by 20.75% relative to the best first-generation individual. Over the full campaign, RANS evaluations were required for only 14.78% and 9.5% of the condition-specific candidate evaluations at cruise and take-off, respectively. These percentages quantify the reduction in high-fidelity usage relative to the fixed automated RANS workflow adopted as the high-fidelity reference in this study.

Bayesian optimization (BO) for high-dimensional constrained problems remains a significant challenge due to the curse of dimensionality. We propose Local Constrained Bayesian Optimization (LCBO), a novel framework tailored for such settings. Unlike trust-region methods that are prone to premature shrinking when confronting tight or complex constraints, LCBO leverages the differentiable landscape of constraint-penalized surrogates to alternate between rapid local descent and uncertainty-driven exploration. Theoretically, we prove that LCBO achieves a convergence rate for the Karush-Kuhn-Tucker (KKT) residual that depends polynomially on the dimension $d$ for common kernels under mild assumptions, offering a rigorous alternative to global BO where regret bounds typically scale exponentially. Extensive evaluations on high-dimensional benchmarks (up to 100D) demonstrate that LCBO consistently outperforms state-of-the-art baselines.

Make-on-demand combinatorial synthesis libraries (CSLs) like Enamine REAL have significantly enabled drug discovery efforts. However, their large size presents a challenge for virtual screening, where the goal is to identify the top compounds in a library according to a computational objective (e.g., optimizing docking score) subject to computational constraints under a limited computational budget. For current library sizes -- numbering in the tens of billions of compounds -- and scoring functions of interest, a routine virtual screening campaign may be limited to scoring fewer than 0.1% of the available compounds, leaving potentially many high scoring compounds undiscovered. Furthermore, as constraints (and sometimes objectives) change during the course of a virtual screening campaign, existing virtual screening algorithms typically offer little room for amortization. We propose the approximate-but-exhaustive search protocol for CSLs, or APEX. APEX utilizes a neural network surrogate that exploits the structure of CSLs in the prediction of objectives and constraints to make full enumeration on a consumer GPU possible in under a minute, allowing for exact retrieval of approximate top-k sets. To demonstrate APEX's capabilities, we develop a benchmark CSL comprised of more than 10 million compounds, all of which have been annotated with their docking scores on five medically relevant targets along with physicohemical properties measured with RDKit such that, for any objective and set of constraints, the ground truth top-k compounds can be identified and compared against the retrievals from any virtual screening algorithm. We show APEX's consistently strong performance both in retrieval accuracy and runtime compared to alternative methods.