Feasibility-Driven Trust Region Bayesian Optimization

Paolo Ascia, Elena Raponi, Thomas Bäck, Fabian Duddeck
Proceedings of the Fourth International Conference on Automated Machine Learning, PMLR 293:2/1-28, 2025.

Abstract

Bayesian optimization is a powerful tool for solving real-world optimization tasks under tight evaluation budgets, making it well-suited for applications involving costly simulations or experiments. However, many of these tasks are also characterized by the presence of expensive constraints whose analytical formulation is unknown and often defined in high-dimensional spaces where feasible regions are small, irregular, and difficult to identify. In such cases, a substantial portion of the optimization budget may be spent just trying to locate the first feasible solution, limiting the effectiveness of existing methods. In this work, we present a Feasibility-Driven Trust Region Bayesian Optimization (FuRBO) algorithm. FuRBO iteratively defines a trust region from which the next candidate solution is selected, using information from both the objective and constraint surrogate models. Our adaptive strategy allows the trust region to shift and resize significantly between iterations, enabling the optimizer to rapidly refocus its search and consistently accelerate the discovery of feasible and good-quality solutions. We empirically demonstrate the effectiveness of FuRBO through extensive testing on the full BBOB-constrained COCO benchmark suite and other physics-inspired benchmarks, comparing it against state-of-the-art baselines for constrained black-box optimization across varying levels of constraint severity and problem dimensionalities ranging from 2 to 60.

Cite this Paper

BibTeX
@InProceedings{pmlr-v293-ascia25a, title = {Feasibility-Driven Trust Region Bayesian Optimization}, author = {Ascia, Paolo and Raponi, Elena and B\"ack, Thomas and Duddeck, Fabian}, booktitle = {Proceedings of the Fourth International Conference on Automated Machine Learning}, pages = {2/1--28}, year = {2025}, editor = {Akoglu, Leman and Doerr, Carola and van Rijn, Jan N. and Garnett, Roman and Gardner, Jacob R.}, volume = {293}, series = {Proceedings of Machine Learning Research}, month = {08--11 Sep}, publisher = {PMLR}, pdf = {https://raw.githubusercontent.com/mlresearch/v293/main/assets/ascia25a/ascia25a.pdf}, url = {https://proceedings.mlr.press/v293/ascia25a.html}, abstract = {Bayesian optimization is a powerful tool for solving real-world optimization tasks under tight evaluation budgets, making it well-suited for applications involving costly simulations or experiments. However, many of these tasks are also characterized by the presence of expensive constraints whose analytical formulation is unknown and often defined in high-dimensional spaces where feasible regions are small, irregular, and difficult to identify. In such cases, a substantial portion of the optimization budget may be spent just trying to locate the first feasible solution, limiting the effectiveness of existing methods. In this work, we present a Feasibility-Driven Trust Region Bayesian Optimization (FuRBO) algorithm. FuRBO iteratively defines a trust region from which the next candidate solution is selected, using information from both the objective and constraint surrogate models. Our adaptive strategy allows the trust region to shift and resize significantly between iterations, enabling the optimizer to rapidly refocus its search and consistently accelerate the discovery of feasible and good-quality solutions. We empirically demonstrate the effectiveness of FuRBO through extensive testing on the full BBOB-constrained COCO benchmark suite and other physics-inspired benchmarks, comparing it against state-of-the-art baselines for constrained black-box optimization across varying levels of constraint severity and problem dimensionalities ranging from 2 to 60.} }
Endnote
%0 Conference Paper %T Feasibility-Driven Trust Region Bayesian Optimization %A Paolo Ascia %A Elena Raponi %A Thomas Bäck %A Fabian Duddeck %B Proceedings of the Fourth International Conference on Automated Machine Learning %C Proceedings of Machine Learning Research %D 2025 %E Leman Akoglu %E Carola Doerr %E Jan N. van Rijn %E Roman Garnett %E Jacob R. Gardner %F pmlr-v293-ascia25a %I PMLR %P 2/1--28 %U https://proceedings.mlr.press/v293/ascia25a.html %V 293 %X Bayesian optimization is a powerful tool for solving real-world optimization tasks under tight evaluation budgets, making it well-suited for applications involving costly simulations or experiments. However, many of these tasks are also characterized by the presence of expensive constraints whose analytical formulation is unknown and often defined in high-dimensional spaces where feasible regions are small, irregular, and difficult to identify. In such cases, a substantial portion of the optimization budget may be spent just trying to locate the first feasible solution, limiting the effectiveness of existing methods. In this work, we present a Feasibility-Driven Trust Region Bayesian Optimization (FuRBO) algorithm. FuRBO iteratively defines a trust region from which the next candidate solution is selected, using information from both the objective and constraint surrogate models. Our adaptive strategy allows the trust region to shift and resize significantly between iterations, enabling the optimizer to rapidly refocus its search and consistently accelerate the discovery of feasible and good-quality solutions. We empirically demonstrate the effectiveness of FuRBO through extensive testing on the full BBOB-constrained COCO benchmark suite and other physics-inspired benchmarks, comparing it against state-of-the-art baselines for constrained black-box optimization across varying levels of constraint severity and problem dimensionalities ranging from 2 to 60.
APA
Ascia, P., Raponi, E., Bäck, T. & Duddeck, F.. (2025). Feasibility-Driven Trust Region Bayesian Optimization. Proceedings of the Fourth International Conference on Automated Machine Learning, in Proceedings of Machine Learning Research 293:2/1-28 Available from https://proceedings.mlr.press/v293/ascia25a.html.

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