Constrained Bayesian Optimization: A Review
TL;DR
This review covers constrained Bayesian optimization, a method for expensive black-box functions. It highlights the gap in literature on constraints, which are common in real-world problems.
Constrained Bayesian Optimization: A Review
Sasan Amini; Inneke Vannieuwenhuyse; Alejandro Morales-Hernández
https://doi.org/10.1109/ACCESS.2024.3522876
Volume 13
Bayesian optimization is a sequential optimization method that is particularly well suited for problems with limited computational budgets involving expensive and non-convex black-box functions. Though it has been widely used to solve various optimization tasks, most of the literature has focused on unconstrained settings, while many real-world problems are characterized by constraints. This paper...