Bayesian optimisation for constrained problems
type: Item
instance of: scholarly article
title: Bayesian optimisation for constrained problems
zbMATH Open document ID: 1548.90459
DOI: 10.1145/3641544
author: Juan Ungredda
author: Jürgen Branke
published in: ACM Transactions on Modeling and Computer Simulation
publication date: 2024-11-15T00:00:00Z
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 90C56
Mathematics Subject Classification ID: 62F15
zbMATH DE Number: 7945414
zbMATH Keywords: simulation optimisation
zbMATH Keywords: Gaussian processes
zbMATH Keywords: Bayesian optimisation
zbMATH Keywords: constraints
MaRDI profile type: MaRDI publication profile
cites work: Kernels for vector-valued functions: a review
cites work: Simulation optimization: a review of algorithms and applications
cites work: Bayesian optimization with safety constraints: safe and automatic parameter tuning in robotics
cites work: Sequential model based optimization of partially defined functions under unknown constraints
cites work: Probability and Stochastics
cites work: A general framework for constrained Bayesian optimization using information-based search
cites work: Efficient global optimization of expensive black-box functions
cites work: Constrained Bayesian optimization with noisy experiments
cites work: Continuous multi-task Bayesian optimisation with correlation
cites work: Q3394879
cites work: The Correlated Knowledge Gradient for Simulation Optimization of Continuous Parameters using Gaussian Process Regression
description: scientific article; zbMATH DE number 7945414