Bayesian optimization under mixed constraints with a slack-variable augmented Lagrangian

Victor Picheny, Robert B. Gramacy, Stefan M. Wild, Sébastien Le Digabel. Bayesian optimization under mixed constraints with a slack-variable augmented Lagrangian. In Daniel D. Lee, Masashi Sugiyama, Ulrike V. Luxburg, Isabelle Guyon, Roman Garnett, editors, Advances in Neural Information Processing Systems 29: Annual Conference on Neural Information Processing Systems 2016, December 5-10, 2016, Barcelona, Spain. pages 1435-1443, 2016. [doi]

Abstract

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