test_feas_vec

Test whether a set of constraints are violated or not, depending on their nature (equality or inequality) and tolerance parameters

Efficient Global Optimization (EGO) algorithm as described in "Roustant et al. (2012)" <doi:10.18637/jss.v051.i01> and adaptations for problems with noise ("Picheny and Ginsbourger, 2012") <doi:10.1016/j.csda.2013.03.018>, parallel infill, and problems with constraints.

Mickael Binois

DiceOptim

Kriging-Based Optimization for Computer Experiments

Victor Picheny

David Ginsbourger

Olivier Roustant

Sebastien Marmin

Tobias Wagner

test_feas_vec function

<dl><dt>cst</dt>
<dd>matrix of constraints (one column for each constraint function)</dd>
<dt>equality</dt>
<dd>either FALSE or a Boolean vector defining which constraints are treated as equalities</dd>
<dt>tolConstraints</dt>
<dd>tolerance (vector) for all constraints. If not provided, set to zero for inequalities and 0.05 for equalities</dd></dl>

Arguments

Mickael Binois
Victor Picheny

Author

Test constraints violation (vectorized) — test_feas_vec

<dl>

<dt>cst</dt>
<dd>matrix of constraints (one column for each constraint function)</dd>


<dt>equality</dt>
<dd>either FALSE or a Boolean vector defining which constraints are treated as equalities</dd>


<dt>tolConstraints</dt>
<dd>tolerance (vector) for all constraints. If not provided, set to zero for inequalities and 0.05 for equalities</dd>

</dl>

test_feas_vec: Test constraints violation (vectorized)

Description

Usage

Value

Arguments

Author