reference
The Piecewise-linear Kernel Mixed Integer Quadratic Programming (PK-MIQP) formulation, proposed by Yilin Xie, Shiqiang Zhang, Joel Paulson, and Calvin Tsay, introduces a piecewise-linear approximation for Gaussian process kernels and provides an MIQP representation for acquisition functions applicable to uncertainty-based acquisition functions for any stationary or dot-product kernel.

Authors

Sources

Referenced by nodes (1)