Surrogate Optimization of Computationally Expensive Black-Box Problems with Hidden Constraints.
Juliane MüllerMarcus DayPublished in: INFORMS J. Comput. (2019)
Keyphrases
- computationally expensive
- black box
- candidate solutions
- optimization problems
- hybrid systems
- white box
- black boxes
- computationally efficient
- constrained optimization
- continuous variables
- mathematical programming
- evolutionary algorithm
- test cases
- lagrange multipliers
- np hard optimization problems
- machine learning
- partial solutions
- relational databases