[RBFOpt] problem with binary vector input and linear constraints

Zhengxing Chen czxttkl at gmail.com
Wed Jan 17 15:49:05 EST 2018


Hi,

I have a black-box minimization problem f(x), where x is a binary vector
and x must satisfy some linear equality constraints.

Is RBF-OPT applicable to my problem? I can imagine a way to do it: set
variables to be integers and bound them in [0, 1], and also let f(x) return
a very large number if x doesn't satisfy the constraints. But I'm not sure
if this violates any assumption of the model.

Thanks,
Zhengxing
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