Abstract:Complex constrained global optimization problems such as optimal actuators placement are extremely challenging. Such challenges, including nonlinearity and nonstationarity of engineering response surfaces, hinder the use of ordinary constrained Bayesian optimization (CBO) techniques with standard Gaussian processes as surrogate models. To overcome those challenges, we propose a physics-constrained Bayesian optimization with multi-layer deep structured Gaussian processes, MGP-CBO. Specifically, we introduce a s… Show more
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