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EPBO: Bayesian Optimization via Exact Penalty

An R package that implements a series of constrained Bayesian optimization algorithms. (under development)

Implementation of the EPBO method proposed in

Jiangyan Zhao & Jin Xu (07 Feb 2024): Bayesian Optimization via Exact Penalty, Technometrics, DOI: 10.1080/00401706.2024.2315937

If you have used our code for research purposes, please cite the publication mentioned above. For the sake of simplicity, we provide the Bibtex format:

@Article{Zhao2024EPBO, 
  author = {Zhao, Jiangyan and Xu, Jin}, 
  journal = {Technometrics}, 
  title = {Bayesian Optimization via Exact Penalty}, 
  year = {2024}, 
  doi = {10.1080/00401706.2024.2315937}, 
}

@software{Zhao_EPBO_Bayesian_Optimization_2023,
  author = {Zhao, Jiangyan and Xu, Jin},
  month = dec,
  title = {{EPBO: Bayesian Optimization via Exact Penalty}},
  url = {https://github.com/Jiangyan-Zhao/EPBO},
  version = {0.1.0},
  year = {2023}
}

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