how are constraints dealt with in 'bayesopt'

Hello,
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)

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

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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Asked:

on 18 Apr 2021

Commented:

on 24 May 2021

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