Metadata-Version: 2.1
Name: pwasopt
Version: 0.0.2
Summary: PWAS/PWASp - Global and Preference-based Optimization with Mixed Variables using (P)iece(w)ise (A)ffine (S)urrogates
Author-email: Mengjia Zhu <mengjia.zhu@imtlucca.it>, Alberto Bemporad <alberto.bemporad@imtlucca.it>
Project-URL: Homepage, https://github.com/mjzhu-p/PWAS
Keywords: Mixed-variable optimization,Mixed-integer optimization,global optimization,preference-based optimization,black-box optimization
Classifier: Programming Language :: Python :: 3
Classifier: License :: OSI Approved :: Apache Software License
Classifier: Operating System :: OS Independent
Requires-Python: >=3.7
Description-Content-Type: text/markdown
License-File: LICENSE

# Global and Preference-based Optimization with Mixed Variables using Piecewise Affine Surrogates (PWAS/PWASp)

We propose a novel surrogate-based global optimization algorithm, called PWAS, based on constructing a piecewise affine surrogate of the objective function over feasible samples. We introduce two types of exploration functions to efficiently search the feasible domain via mixed integer linear programming (MILP) solvers. We also provide a preference-based version of the algorithm, called PWASp, which can be used when only pairwise comparisons between samples can be acquired while the objective function
remains unquantified. For more details on the method, please read our paper [Global and Preference-based Optimization with Mixed Variables using Piecewise Affine Surrogates](http://arxiv.org/abs/2302.04686). 

### Dependencies:
* python 3
* numpy
* scipy
* math
* pulp
* sklearn
* [pyDOE](https://pythonhosted.org/pyDOE/)
* [cdd](https://pypi.org/project/pycddlib/)


### Usage:
Examples of benchmark testing using PWAS/PWASp can be found in the `examples` folder:
* `mixed_variable_benchmarks.py`: benchmark testing on constrained/unconstrained mixed-variable problems
  * Test results are reported in the [paper](http://arxiv.org/abs/2302.04686)
* `other_benchmarks.py`: various NLP, MIP, INLP, MIP Benchmarks tested with PWAS/PWASp
  * Test results are reported in [test_results_on_other_benchmarks.pdf](https://github.com/mjzhu-p/PWAS/blob/main/examples/test_results_on_other_benchmarks.pdf) under the `examples` folder 

  
  
### Citation
Please cite our paper if you would like to use the code.


<a name="ref1"></a>

```
@article{ZB23,
    author={M. Zhu, A. Bemporad},
    title={Global and Preference-based Optimization with Mixed Variables using Piecewise Affine Surrogates},
    journal={arXiv preprint arXiv:2302.04686},
    year=2023
}
```

<a name="ref2"></a>

 
