6 citations · 6 across the 3 of their papers we have counts for
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stat.CO2016
Bayesian optimization under mixed constraints with a slack-variable augmented Lagrangian
Victor Picheny, Robert B. Gramacy, Stefan M. Wild +1
An augmented Lagrangian (AL) can convert a constrained optimization problem into a sequence of simpler (e.g., unconstrained) problems, which are then usually solved with local solv…
math.ST2016
Sequential design of experiments for estimating percentiles of black-box functions
T Labopin-Richard, V Picheny
Estimating percentiles of black-box deterministic functions with random inputs is a challenging task when the number of function evaluations is severely restricted, which is typica…