how are constraints dealt with in 'bayesopt'

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LANG Wu on 18 Apr 2021
Commented: LANG Wu on 24 May 2021
I am wondering how bayesopt deal with the candidate points which violates the constriants. Does it apply a penalty to the points when calculating the objective function or acquisition function, or does it remove those points?

Answers (1)

Rishik Ramena
Rishik Ramena on 24 May 2021
The constraint violations are dealt with depending on the type of the constraint set. Do have a look here to understand more about the types and handling of constraints in bayesopt.
  1 Comment
LANG Wu on 24 May 2021
Thanks for reply. For example, I used the deterministic constraint. But I found bayesopt still chooses the infeasible points as the next point.

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