COBALT: COnstrained Bayesian optimizAtion of computationaLly expensive grey-box models exploiting derivaTive information
Joel A. Paulson, Congwen Lu
Topics & Concepts
Mathematical optimizationBayesian optimizationBlack boxComputer scienceGaussian processBayesian probabilityNonlinear programmingSurrogate modelOptimization problemNonlinear systemAlgorithmMathematicsGaussianArtificial intelligencePhysicsQuantum mechanicsAdvanced Multi-Objective Optimization AlgorithmsGaussian Processes and Bayesian InferenceMetaheuristic Optimization Algorithms Research