Triangulation candidates for Bayesian optimization
Authors: Robert B. Gramacy, Annie Sauer, Nathan Wycoff

Bayesian optimization involves "inner optimization" over a new-data acquisition criterion which is non-convex/highly multi-modal, may be non-differentiable, or may otherwise thwart local numerical optimizers.  In such cases it is common to replace continuous search with a discrete one over random candidates.  Here we propose using candidates based on a Delaunay triangulation of the existing input design.  We detail the construction of these "tricands" and demonstrate empirically how they outperform both numerically optimized acquisitions and random candidate-based alternatives, and are well-suited for hybrid schemes, on benchmark synthetic and real simulation experiments.