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math.OC2022★ 1 cited
SMGO-: Balancing Caution and Reward in Global Optimization with Black-Box Constraints
Lorenzo Sabug, Fredy Ruiz, Lorenzo Fagiano
In numerous applications across all science and engineering areas, there are optimization problems where both the objective function and the constraints have no closed-form express…
math.OC2020★ 27 cited
SMGO: A Set Membership Approach to Data-Driven Global Optimization
Lorenzo Sabug, Fredy Ruiz, Lorenzo Fagiano
Many science and engineering applications feature non-convex optimization problems where the objective function can not be handled analytically, i.e. it is a black box. Examples in…