A complete expected improvement criterion for Gaussian process assisted highly constrained expensive optimization

This is the CEI code for solving expensive constrained optimization problems. We provide both the Python and Matlab versions.

Acknowledge

Please kindly cite this paper in your publications if it helps your research:

@article{jiao2019complete,
  title={A complete expected improvement criterion for Gaussian process assisted highly constrained expensive optimization},
  author={Jiao, Ruwang and Zeng, Sanyou and Li, Changhe and Jiang, Yuhong and Jin, Yaochu},
  journal={Information Sciences},
  volume={471},
  pages={80--96},
  year={2019},
  publisher={Elsevier}
}