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implement batch constraint for doe #324

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27 changes: 26 additions & 1 deletion bofire/strategies/doe/utils.py
Original file line number Diff line number Diff line change
Expand Up @@ -8,6 +8,7 @@
from scipy.optimize import LinearConstraint, NonlinearConstraint

from bofire.data_models.constraints.api import (
InterpointEqualityConstraint,
LinearEqualityConstraint,
LinearInequalityConstraint,
NChooseKConstraint,
Expand Down Expand Up @@ -182,7 +183,7 @@ def n_zero_eigvals(
return len(eigvals) - len(eigvals[eigvals > epsilon])


def constraints_as_scipy_constraints(
def constraints_as_scipy_constraints( # noqa: C901
domain: Domain,
n_experiments: int,
ignore_nchoosek: bool = True,
Expand Down Expand Up @@ -290,7 +291,31 @@ def constraints_as_scipy_constraints(
)

constraints.append(NonlinearConstraint(fun, lb, ub, jac=fun.jacobian))
elif isinstance(c, InterpointEqualityConstraint):
# similar to linear constraint but with diferent A
# write lower/upper bound as vector
lb = np.zeros(n_experiments)
ub = np.zeros(n_experiments)

A = np.zeros(shape=(n_experiments, D * n_experiments))
multiplicity = c.multiplicity or n_experiments
n_max_batch_reps = int(np.ceil(n_experiments / multiplicity))
for i in range(n_max_batch_reps):
dummy = i * multiplicity
for j, p in enumerate(domain.inputs.get_keys()):
if p in c.feature:
# temp_lb = i * multiplicity + 1
# temp_ub = min((i + 1) * multiplicity, n_experiments)
temp_lb = int(dummy + 1)
temp_ub = int(min(dummy + multiplicity, n_experiments))
for k in range(
temp_lb,
temp_ub,
):
A[k - 1, (k - 1) * D + j] = 1
A[k - 1, k * D + j] = -A[k - 1, (k - 1) * D + j]

constraints.append(LinearConstraint(A, lb, ub)) # type: ignore
else:
raise NotImplementedError(f"No implementation for this constraint: {c}")

Expand Down
18 changes: 18 additions & 0 deletions tests/bofire/strategies/doe/test_design.py
Original file line number Diff line number Diff line change
Expand Up @@ -5,6 +5,7 @@
import pytest

from bofire.data_models.constraints.api import (
InterpointEqualityConstraint,
LinearEqualityConstraint,
LinearInequalityConstraint,
NChooseKConstraint,
Expand All @@ -26,6 +27,23 @@
CYIPOPT_AVAILABLE = importlib.util.find_spec("cyipopt") is not None


def test_interpoint_constraint():
inputs = [
ContinuousInput(
key=f"x{i+1}",
bounds=(0, 1),
)
for i in range(4)
]
domain = Domain.from_lists(
inputs=inputs,
outputs=[ContinuousOutput(key="y")],
constraints=[InterpointEqualityConstraint(feature="x1", multiplicity=2)],
)
find_local_max_ipopt(domain, "linear")
assert True


@pytest.mark.skipif(CYIPOPT_AVAILABLE, reason="requires cyipopt")
def test_raise_error_if_cyipopt_not_available():
pytest.raises(ImportError)
Expand Down
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