Constrained mixed order surrogate assisted optimization using GPs #75
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Codecov Report
@@ Coverage Diff @@
## master #75 +/- ##
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+ Coverage 65.18% 66.46% +1.28%
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Files 34 35 +1
Lines 2430 2529 +99
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+ Hits 1584 1681 +97
- Misses 846 848 +2
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In this PR, I implement a way to replace expensive functions with a GP and use first order optimization algorithms on the surrogate model. This is mixed order because the expensive function will be evaluated without its gradient.