Two-step lookahead Bayesian optimization with inequality constraints.
Yunxiang ZhangXiangyu ZhangPeter I. FrazierPublished in: NeurIPS (2021)
Keyphrases
- inequality constraints
- constrained optimization
- nonlinear programming
- convex quadratic
- optimization problems
- linear programming
- interior point methods
- linear constraints
- maximum likelihood
- equality constraints
- optimality conditions
- constrained optimization problems
- variational inequalities
- penalty function
- special case
- optimization algorithm
- quadratic programming
- support vector machine