Bayesian optimization: Difference between revisions

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==Solution methods==
The maximum of the acquisition function is typically found by resorting to discretization or by means of an auxiliary optimizer. Acquisition functions are typically well-behaved {{Citation needed|reason=doubtful since acquisition functions have many local maxima|date=November 2021}} and are
maximized using a [[Mathematical optimization#Computational optimization techniques|numerical optimization technique]], such as [[Newton's method in optimization|Newton's Method]] or quasi-Newton methods like the [[Broyden–Fletcher–Goldfarb–Shanno algorithm]].