A Bayesian approach to constrained single- and multi-objective optimization - Feliot, Paul; Bect, Julien; Vazquez, Emmanuel (Journal of global optimization, 2017)
Keywords: Algorithms; Analysis; Approximation; Bayesian analysis; Computation; Computer Science; Computer simulation; Constraints; Criteria; Design optimization; Machine Learning; Mathematical functions; Mathematics; Mathematics and Statistics; Monte Carlo simulation; Multiple objective analysis; Operations Research; Operations Research/Decision Theory; Optimization; Performance evaluation; Real Functions; Sampling; Simulation; Simulation methods; Statistics; Studies; Subset simulation; Gaussian process; Expected improvement; Sequential Monte Carlo; Multi-objective; Bayesian optimization; Kriging; sequential Monte Carlo; subset simulation; kriging; Gaussian processes; multi-objective optimization; expected improvement