Bayesian optimization under mixed constraints with a slack-variable augmented Lagrangian.
Victor PichenyRobert B. GramacyStefan M. WildSébastien Le DigabelPublished in: NIPS (2016)
Keyphrases
- augmented lagrangian
- constrained optimization
- lagrange multipliers
- constrained optimization problems
- linear programming problems
- optimization problems
- augmented lagrangian method
- objective function
- alternating direction
- penalty function
- convex optimization
- cost function
- total variation
- optimization algorithm
- multiple objectives
- bayesian inference
- continuous variables
- traveling salesman problem
- loss function
- image restoration
- computational complexity