Two-step Lookahead Bayesian Optimization with Inequality Constraints.
Yunxiang ZhangXiangyu ZhangPeter I. FrazierPublished in: CoRR (2021)
Keyphrases
- inequality constraints
- constrained optimization
- nonlinear programming
- convex quadratic
- interior point methods
- linear programming
- optimality conditions
- optimization problems
- optimization algorithm
- variational inequalities
- maximum likelihood
- quadratic programming
- semidefinite programming
- feature space
- penalty function
- decision variables