Weighted Gradient-Enhanced Kriging for High-Dimensional Surrogate Modeling and Design Optimization

A novel formulation of gradient-enhanced surrogate model, called weighted gradient-enhanced kriging, is proposed and used in combination with the cheap gradients obtained by the adjoint method to ameliorate the curse of dimensionality. The core idea is to build a series of submodels with much smaller correlation matrices and then sum them up with appropriate weight coefficients, aiming to avoid the prohibitive cost associated with decomposing the large correlation matrix of a gradient-enhanced kriging. A self-contained derivation of the proposed method is presented, and then it is verified by surrogate modeling test cases. The present method is integrated into a surrogate-based optimizer and tested for design optimizations. It is further demonstrated for inverse design of a transonic wing, parameterized with a number of design variables in the range from 36 to 108, using Reynolds-averaged Navier-Stokes flow and adjoint solvers. It is observed that, for the wing design with 36 and 54 variables, the weighted and conventional gradient-enhanced kriging are comparable, and both are much more efficient than kriging without using any gradient. For the wing design with 72 and 108 variables, the cost of training a gradient-enhanced kriging increases rapidly and becomes prohibitive. In contrast, the cost of training a weighted gradient-enhanced kriging is kept in an acceptable level, which makes it more practical for higher-dimensional problems.