Comment: Some Enhancements Over the Augmented Lagrangian Approach

Victor Picheny, David Ginsbourger, Tipaluck Krityakierne

Abstract: We would like to begin by congratulating Gramacy, Gray, Le Digabel, Lee, Ranjan, Wells, and Wild (henceforth Gramacy et al.) for their important and timely contribution to the Bayesian optimization...