Benjamin Letham, Brian Karrer, Guilherme Ottoni, Eytan Bakshy (2019) Constrained Bayesian optimization with noisy experiments. Bayesian Analysis 14(2): 495-519.
Erratum: There was a typo in the supplement Section 1, in the definition of the constrained Hartmann 6 problem. The constraint is listed as ||x|| ≤ 1. The correct constraint actually used in the paper is ||x|| ≤ 1.25.