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Nonlinear constraints are limited to single output functions #667

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khurram-ghani opened this issue Dec 6, 2022 · 0 comments
Open

Nonlinear constraints are limited to single output functions #667

khurram-ghani opened this issue Dec 6, 2022 · 0 comments
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enhancement New feature or request

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@khurram-ghani
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The NonlinearConstraint class currently only supports constraint functions that return a single output. The user can still provide a list of constraints in the search space, but each nonlinear instance can contain only a single constraint. Even though the trieste code itself supports multi-output constraints, the tfp.math.value_and_gradient call used in NonlinearConstraint.__init__ does not work correctly. It returns the sum of gradients instead of the Jacobian needed. It will likely require a custom gradient implementation to support this correctly.

@khurram-ghani khurram-ghani added the bug Something isn't working label Dec 6, 2022
@uri-granta uri-granta added enhancement New feature or request and removed bug Something isn't working labels Jun 29, 2023
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