Black-box Mixed-Variable Optimisation using a Surrogate Model that Satisfies Integer Constraints

8 Jun 2020Laurens BliekSicco VerwerMathijs de Weerdt

A challenging problem in both engineering and computer science is that of minimising a function for which we have no mathematical formulation available, that is expensive to evaluate, and that contains continuous and integer variables, for example in automatic algorithm configuration. Surrogate modelling techniques are very suitable for this type of problem, but most existing techniques are designed with only continuous or only discrete variables in mind... (read more)

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