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This paper presents a methodology for constrained efficient global optimization (EGO) using support vector machines (SVMs). While the objective function is approximated using Kriging, as in the original EGO formulation, the boundary of the feasible domain is approximated explicitly as a function of the design variables using an SVM. Because SVM is a classification approach and does not involve response approximations, this approach alleviates issues due to discontinuous or binary responses. More importantly, several constraints, even correlated, can be represented using one unique SVM, thus considerably simplifying constrained problems. In order to account for constraints, this paper introduces an SVM-based 'probability of feasibility' using a new Probabilistic SVM model. The proposed optimization scheme is constituted of two levels. In a first stage, a global search for the optimal solution is performed based on the 'expected improvement' of the objective function and the probability of feasibility. In a second stage, the SVM boundary is locally refined using an adaptive sampling scheme. An unconstrained and a constrained formulation of the optimization problem are presented and compared. Several analytical examples are used to test the formulations. In particular, a problem with 99 constraints and an aeroelasticity problem with binary output are presented. Overall, the results indicate that the constrained formulation is more robust and efficient. [ABSTRACT FROM AUTHOR]

This paper presents a multifidelity approach for the construction of explicit decision boundaries (constraints or limit-state functions) using support vector machines. A lower fidelity model is used to select specific samples to construct the decision boundary corresponding to a higher fidelity model. This selection is based on two schemes. The first scheme selects samples within an envelope constructed from the lower fidelity model. The second technique is based on the detection of regions of inconsistencies between the lower and the higher fidelity decision boundaries. The approach is applied to analytical examples as well as an aeroelasticity problem for the construction of a nonlinear flutter boundary. [ABSTRACT FROM AUTHOR]

This paper introduces a methodology for the reliability-based design optimization of systems with nonlinear aeroelastic constraints. The approach is based on the construction of explicit flutter and subcritical limit cycle oscillation boundaries in terms of deterministic and random design variables. The boundaries are constructed using a support vector machine that provides a way to efficiently evaluate probabilities of failure and solve the reliability-based design optimization problem. Another major advantage of the approach is that it efficiently manages the discontinuities that might appear during subcritical limit cycle oscillations. The proposed approach is applied to the construction of flutter and subcritical limit cycle oscillation boundaries for a two-degree-of-freedom airfoil with nonlinear stiffnesses. The solution of a reliability-based design optimization problem with a constraint on the probability of subcritical limit cycle oscillation is also provided. [ABSTRACT FROM AUTHOR]