arXiv cs.LG
· Papers
Trust Region Constrained Bayesian Optimization with Penalized Constraint Handling
arXiv:2603.24567v2 Announce Type: replace-cross Abstract: Constrained optimization in high-dimensional black-box settings is difficult due to expensive evaluations, the lack of gradient information, and complex feasibility regions. In this work, we propose a Bayesian optimization method that combines a penalty formulat