Constrained optimization in simulation: efficient global optimization and Karush-Kuhn-Tucker conditions - Kleijnen, Jack P. C.; Angün, Ebru; van Nieuwenhuyse, Inneke; van Beers, Wim C. M. (Journal of global optimization, 2025)
Keywords: Algorithms; Computer Science; Constraints; Engineering; Gaussian process; Global optimization; Kuhn-Tucker method; Literature reviews; Machine learning; Mathematical programming; Mathematics; Mathematics and Statistics; Methods; Operations Research/Decision Theory; Optimization; Real Functions; Simulation; Efficient global optimization; Gaussian process; Karush-Kuhn-Tucker conditions; Bayesian optimization; Kriging; Machine learning