Add constrained hartmann problem (#2022)

Summary:
Pull Request resolved: #2022

This comes from Letham et al 2019.

Reviewed By: esantorella

Differential Revision: D49599156

fbshipit-source-id: 42dbf2c5fc685e0ab90e3e33bfadc9668935e4ac

botorch/test_functions/synthetic.py

@@ -32,6 +32,11 @@
     Silva. Constrained optimization problems in mechanical engineering design
     using a real-coded steady-state genetic algorithm. Mecánica Computacional,
     XXIX:9287–9303, 2010.
+
+.. [Letham2019]
+    B. Letham, B. Karrer, G. Ottoni, and E. Bakshy. Constrained Bayesian
+    Optimization with Noisy Experiments. Bayesian Analysis, Bayesian Anal.
+    14(2), 495-519, 2019.
 """
 
 from __future__ import annotations
@@ -792,6 +797,18 @@ def evaluate_true(self, X: Tensor) -> Tensor:
 #  ------------ Constrained synthetic test functions ----------- #
 
 
+class ConstrainedHartmann(Hartmann, ConstrainedBaseTestProblem):
+    r"""Constrained Hartmann test function.
+
+    This is a constrained version of the standard Hartmann test function that
+    uses `||x||_2 <= 1` as the constraint. This problem comes from [Letham2019]_.
+    """
+    num_constraints = 1
+
+    def evaluate_slack_true(self, X: Tensor) -> Tensor:
+        return -X.norm(dim=-1, keepdim=True) + 1
+
+
 class PressureVessel(SyntheticTestFunction, ConstrainedBaseTestProblem):
     r"""Pressure vessel design problem with constraints.
 

test/test_functions/test_synthetic.py

@@ -11,6 +11,7 @@
     Beale,
     Branin,
     Bukin,
+    ConstrainedHartmann,
     Cosine8,
     DixonPrice,
     DropWave,
@@ -67,6 +68,7 @@ class TestCustomBounds(BotorchTestCase):
         (EggHolder, 2),
         (Griewank, 2),
         (Hartmann, 6),
+        (ConstrainedHartmann, 6),
         (HolderTable, 2),
         (Levy, 2),
         (Michalewicz, 2),
@@ -316,6 +318,17 @@ class TestThreeHumpCamel(
 # ------------------ Constrained synthetic test problems ------------------ #
 
 
+class TestConstrainedHartmann(
+    BotorchTestCase,
+    BaseTestProblemTestCaseMixIn,
+    ConstrainedTestProblemTestCaseMixin,
+):
+
+    functions = [
+        ConstrainedHartmann(dim=6, negate=True),
+    ]
+
+
 class TestPressureVessel(
     BotorchTestCase,
     BaseTestProblemTestCaseMixIn,