2022
Constrained Discrete Black-Box Optimization using Mixed-Integer Programming
Theodore P Papalexopoulos, Christian Tjandraatmadja, Ross Anderson, Juan Pablo Vielma, David Belanger
ICML 2022spotlight
Discrete black-box optimization problems are challenging for model-based optimization (MBO) algorithms, such as Bayesian optimization, due to the size of the search space and the need to satisfy combinatorial constraints. In particular, these methods require repeatedly solving a complex discrete glo…