Bayesian optimisation for constrained problems

DOI10.1145/3641544zbMATH Open1548.90459MaRDI QIDQ6639392FDOQ6639392

Juan Ungredda, Jürgen Branke

Publication date: 15 November 2024

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

zbMATH Keywords

Gaussian processesconstraintsBayesian optimisationsimulation optimisation

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

Cites Work

• Title not available (Why is that?)
• Efficient global optimization of expensive black-box functions
• A general framework for constrained Bayesian optimization using information-based search
• Kernels for vector-valued functions: a review
• Probability and Stochastics
• Simulation optimization: a review of algorithms and applications
• The Correlated Knowledge Gradient for Simulation Optimization of Continuous Parameters using Gaussian Process Regression
• Continuous multi-task Bayesian optimisation with correlation
• Constrained Bayesian optimization with noisy experiments
• Sequential model based optimization of partially defined functions under unknown constraints
• Bayesian optimization with safety constraints: safe and automatic parameter tuning in robotics

This page was built for publication: Bayesian optimisation for constrained problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6639392)