Date and Place: Thursdays and hybrid (live in 32-349/online via Zoom). For detailed dates see below!
Content
In the Scientific Computing Seminar we host talks of guests and members of the SciComp team as well as students of mathematics, computer science and engineering. Everybody interested in the topics is welcome.
List of Talks
Event Information:
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Thu22May2025
SC Seminar: Julia Manger
10:30Room 32-349
Julia Manger, Department of Computer Science, University of Kaiserslautern-Landau (RPTU)
Title: Bayesian Optimization with Inequality Constraints
Abstract:
Bayesian Optimization (BO) is an effective method for optimizing expensive-to-evaluate
black-box functions, often applied in engineering and machine learning. Many real-world
problems involve constraints that standard BO is not designed to manage.
This thesis explores the integration of inequality constraints in BO, extending it to con-
strained problems. In simulations of both one- and two-dimensional search spaces, con-
strained Bayesian Optimization (cBO) demonstrates an effective balance between explo-
ration and exploitation, simultaneously ensuring the feasibility of solutions.
cBO is also compared with the Quadratic Penalty (QPF) method and with a method
using projection to show cBO’s advantages compared to penalty- or projection-based
optimization.