Bayesian Optimisation: Which Constraints Matter?

Xietao Wang Lin, Juan Ungredda, Max Butler, James Town, Alma Rahat +2 more
12/19/2025
cs.LGmath.OC

No confident code implementation found for this paper.

Abstract

Bayesian optimisation has proven to be a powerful tool for expensive global black-box optimisation problems. In this paper, we propose new Bayesian optimisation variants of the popular Knowledge Gradient acquisition functions for problems with \emph{decoupled} black-box constraints, in which subsets of the objective and constraint functions may be evaluated independently. In particular, our methods aim to take into account that often only a handful of the constraints may be binding at the optimum, and hence we should evaluate only relevant constraints when trying to optimise a function. We empirically benchmark these methods against existing methods and demonstrate their superiority over the state-of-the-art.

View on arXivView PDF

Code Implementations

No confident code match yet

We couldn't find an author-owned or strongly-evidenced community implementation for this paper. Any repos shown below are weak matches — verify before relying on them.

No code implementations found yet.

Know of an implementation? Let us know in the comments below!

Similar Papers

Cite this paper

@article{lin2025bayesian,
  title  = {Bayesian Optimisation: Which Constraints Matter?},
  author = {Xietao Wang Lin and Juan Ungredda and Max Butler and James Town and Alma Rahat and Hemant Singh and Juergen Branke},
  year   = {2025},
  eprint = {2512.17569},
  archivePrefix = {arXiv},
  url    = {http://arxiv.org/abs/2512.17569v1}
}

Add a badge to your README

Shows whether official code is linked for this paper.

Code of Paper badge
[![Code of Paper](https://codeofpaper.com/badge/2512.17569.svg)](https://codeofpaper.com/paper/2512.17569)

Discussion