Gradient-based multifidelity optimisation for aircraft design using Bayesian model calibration

Optimisation of complex systems frequently requires evaluating a computationally expensive high-fidelity function to estimate a system metric of interest. Although design sensitivities may be available through either direct or adjoint methods, the use of formal optimisation methods may remain too costly. Incorporating low-fidelity performance estimates can substantially reduce the cost of the high-fidelity optimisation. In this paper we present a provably convergent multifidelity optimisation method that uses Cokriging Bayesian model calibration and first-order consistent trust regions. The technique is compared with a single-fidelity sequential quadratic programming method and a conventional first-order trust-region method on both a two-dimensional structural optimisation and an aerofoil design problem. In both problems adjoint formulations are used to provide inexpensive sensitivity information.