Constrained Hyperparameter Optimization for Streaming Data

Expensive constrained optimization problems in real-world industry design often involve constraint thresholds that are difficult to determine in advance. Engineers may need to adjust constraint thresholds to explore different feasibility-performance trade-offs, requiring solutions under a wide range of threshold settings. However, existing constrained Bayesian optimization methods treat each threshold configuration independently, leading to repeated optimization and failing to exploit the shared relationship among continuously varying thresholds. To address this challenge, we propose constraint-bound agnostic Bayesian optimization (CBA-BO), a learning-based framework that learns a parametric constraint model mapping thresholds to optimal solutions. Once learned, CBA-BO directly predicts solutions for arbitrary unseen threshold configurations without additional optimization, with a one-step Bayesian optimization refinement further improving solution quality. Experiments on benchmark and engineering problems demonstrate that CBA-BO learns a transferable threshold-solution mapping, enabling efficient prediction and optimization for arbitrary threshold queries. An intent-guided constraint-bound recommendation mechanism is further developed to improve objective performance while satisfying user-specified constraint preferences.

Online convex optimization (OCO) with time-varying constraints is a critical framework for sequential decision-making in dynamic networked systems, where learners must minimize cumulative loss while satisfying regions of feasibility that shift across rounds. Existing theoretical analyses typically treat constraint variation as a monolithic adversarial process, resulting in joint regret and violation bounds that are overly conservative for real-world network dynamics. In this paper, we introduce a structured characterization of constraint variation - smooth drift, periodic cycles, and sparse switching - mapping these classes to common network phenomena such as slow channel fading, diurnal traffic patterns, and discrete maintenance windows. We derive structure-dependent joint bounds that strictly improve upon adversarial rates when the constraint process exhibits regularity. To realize these gains, we propose the Structure-Adaptive Primal-Dual (SA-PD) algorithm, which utilizes observable constraint signals to detect environmental structure online and adapt dual update strategies accordingly. Extensive experiments on synthetic benchmarks and real-world datasets - including online electricity scheduling and transformer load management - demonstrate that SA-PD reduces cumulative constraint violation by up to 53% relative to structure-agnostic baselines while maintaining competitive utility. This work serves as a comprehensive guide for exploiting temporal regularity in constrained online learning for robust network engineering.

Constrained optimization in high-dimensional black-box settings is difficult due to expensive evaluations, the lack of gradient information, and complex feasibility regions. In this work, we propose a Bayesian optimization method that combines a penalty formulation, a surrogate model, and a trust region strategy. The constrained problem is converted to an unconstrained form by penalizing constraint violations, which provides a unified modeling framework. A trust region restricts the search to a local region around the current best solution, which improves stability and efficiency in high dimensions. Within this region, we use the Expected Improvement acquisition function to select evaluation points by balancing improvement and uncertainty. The proposed Trust Region method integrates penalty-based constraint handling with local surrogate modeling. This combination enables efficient exploration of feasible regions while maintaining sample efficiency. We compare the proposed method with state-of-the-art methods on synthetic and real-world high-dimensional constrained optimization problems. The results show that the method identifies high-quality feasible solutions with fewer evaluations and maintains stable performance across different settings.