A BRAVE Alloy Design Campaign (Bayesian Risk-aware Alloy discoVery and Exploration)
In constrained alloy optimization, the compositions with the highest performance potential often reside at the boundary of phase stability -- where the risk of experimental failure is also highest. This work demonstrates this principle through a risk-aware Bayesian optimization campaign on single-phase FCC high-entropy alloys in the Al-V-Cr-Mn-Fe-Co-Ni-Cu system. A learned feasibility classifier, integrated directly into the multi-objective acquisition function, probabilistically penalizes candidates likely to produce failed experiments while preserving access to high-performing boundary compositions. From approximately 27,000 CALPHAD-screened candidates, 48 alloys were synthesized over three closed-loop iterations targeting five objectives (yield strength, UTS/YS ratio, strain at UTS, dynamic-to-quasi-static hardness ratio, and simulated depth of penetration), exploring 0.12\% of the feasible space. Two compositional regimes emerged: a V-rich, Ni-rich high-strength regime (UTS up to ${\sim}1480$~MPa at 50% elongation) and a Mn-containing high-ductility regime (UTS/YS up to 4.20 at $>$50% elongation). Among feasible alloys, vanadium simultaneously drives yield strength ($r = 0.84$) and sigma-phase formation ($r = 0.54$ with infeasibility); at V = 24~at.%, the three strongest alloys and three sigma failures share the same compositional point. Additionally, the strongest performing alloys cluster in a narrow region of compositional space (V $\geq$ 20 at.%, Ni $\geq$ 36 at.%), representing ${\sim}100$ of $27,074$ feasible candidates -- a probability of $P \approx 6.5 \times 10^{-6}$ under random sampling. This dual role -- consistent with the KKT prediction that constrained optima lie on active constraint boundaries -- required feasibility-aware acquisition to access; hard filtering would have excluded this region entirely.