arXiv Machine Learning By Gabriel Diaz-Aylwin, Vignesh Gopakumar, Omkar Myatra, David Moulton, Lorenzo Zanisi, David S. Leslie, Henry B. Moss

Bayesian Optimisation under State-Preservation Constraints

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The paper introduces a method for Bayesian optimisation in engineering design problems where both the objective and constraints depend on the state of a PDE solution. It proposes pre‑computing a set of controls whose linearised constraint response remains within tolerance, effectively pulling the state‑space constraint into design space and forming an ellipsoid from which well‑spread candidates can be drawn. The linear response map is refined online, and the approach is demonstrated on Tokamak divertor optimisation with plasma‑boundary preservation.

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Bayesian Optimisation under State-Preservation Constraints

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