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experimental-design / bofire

Experimental design and (multi-objective) bayesian optimization.
https://experimental-design.github.io/bofire/
BSD 3-Clause "New" or "Revised" License
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LSR-BO #338

Closed jduerholt closed 7 months ago

jduerholt commented 7 months ago

This PR implements the LSR-BO methods implemented in https://github.com/experimental-design/bofire/issues/319 and creates an infrastructure to implement new related methods by toggling between local and global optimization in _ask.

In addtion the ShortestPathStrategy is implemented with solves a quadratic program to get the shortest path under linear constraints to get from start to end.

Closes https://github.com/experimental-design/bofire/issues/319