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?

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Rishik Ramena
Rishik Ramena 2021년 5월 24일

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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.

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LANG Wu
LANG Wu 2021년 5월 24일
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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