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Bayesian optimisation (coupled?) constraints - Bayesopt

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consider an optimization with two variables x1, x2 with the following bounds:
a<x1<b
a<x2<x1
What is the best approach to implement this using BayesOpt? I am using the following setup, but not sure if it's the most efficient way:
----------------------------------------------
x1 = optimizableVariable('x1',[a,b]);
x2 = optimizableVariable('x2',[a,b]);
bayesopt(fun,[x1, x2],'XConstraintFcn',@xconstraint)
--------------
function tf = xconstraint(X)
tf = X.x1 > X.x2;
end
----------------------------------------------

Risposte (1)

Alan Weiss
Alan Weiss il 3 Ott 2017
I think that you have set up the problem correctly, and in the most efficient way.
Alan Weiss
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