Constraint Enforcement to Guarantee Strictly Feasible Solutions in a Surrogate Based Optimizer

Surrogate based optimization (SBO) methods have gained popularity in the field of constrained optimization of expensive black-box functions. However, constraint handling methods do not usually guarantee strictly feasible candidates during optimization. This can become an issue in applied engineering problems where design variables must remain feasible for simulations to not fail. We propose a simple constraint-handling method for computationally inexpensive constraint functions which guarantees strictly feasible candidates when using a surrogate-based optimizer. We compare our method to other SBO algorithms and an Evolutionary Algorithm (EA) on five analytical test functions, and an applied fully-resolved Computational Fluid Dynamics (CFD) problem concerned with optimization of an undulatory swimming of a fish-like body, and show that the proposed algorithm shows favorable results while guaranteeing feasible candidates.