Bayesian optimization under mixed constraints with a slack-variable augmented Lagrangian

Victor Picheny, Robert B. Gramacy, Stefan M. Wild and Sébastien Le Digabel

Technical Report (2016)

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Department:	Department of Mathematics and Industrial Engineering
Research Center:	GERAD - Research Group in Decision Analysis
PolyPublie URL:	https://publications.polymtl.ca/64087/
Report number:	G-2016-43
Official URL:	https://www.gerad.ca/fr/papers/G-2016-43
Date Deposited:	24 Apr 2025 16:44
Last Modified:	24 Apr 2025 16:44

Cite in APA 7:	Picheny, V., Gramacy, R. B., Wild, S. M., & Le Digabel, S. (2016). Bayesian optimization under mixed constraints with a slack-variable augmented Lagrangian. (Technical Report n° G-2016-43). https://www.gerad.ca/fr/papers/G-2016-43
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