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Constrained Bayesian Optimization: A Review
DOI:10.1109/ACCESS.2024.3522876.png)
摘要
En 中文
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 reviews the current literature on single-objective constrained Bayesian optimization, classifying it according to three main algorithmic aspects: (i) the metamodel, (ii) the acquisition function, and (iii) the identification procedure. We discuss the current methods in each of these categories and conclude by a discussion of real-world applications and highlighting the main shortcomings in the literature, providing some promising directions for future research.
Keyword:
Optimization
Bayes methods
Reviews
Closed box
Noise
Uncertainty
Noise measurement
Linear programming
Three-dimensional displays
Surveys
Bayesian optimization
constrained optimization
expensive black-box functions
Gaussian processes
期刊
IF:
3.6
论文数:
9.8W
被引数:
29.4W
机构
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