US Patent 10896270 Method for solving multi-fidelity optimization problems

A computer-implemented search and poll method can iteratively solve a multi-fidelity optimization problem including an objective function and any constraints. A search step of the method includes constructing and optimizing surrogates of the objective function and any constraints to identify a new set of trial points, and running lower fidelity simulations in ascending order to reduce a number of trial points in the new set. The search step further includes evaluating the reduced number of trial points with the objective function and any constraints using a high fidelity simulation.