Comment by opium_tea

Is there a subset of these constrained optimisation techniques that work when the constraint bounds are unknown before evaluation time? This applies to certain physical engineering problems where, due to the complexity of the environmental system you're modelling, you don't necessarily know what combination of input parameters lead to a non-viable solution. That is, a given solution might be numerically valid but the objective function could determine it to be non-viable due to not satisfying engineering constraints (e.g. it vibrates too fast).