[Feature Request] optimize_acqf_list_mixed

[jduerholt]

🚀 Feature Request

So far botorch offers helper functions to optimize a list of acquisition functions and to optimize over a mixed domain. A combination is not yet straight-forward possible and a helper function for this would be helpful. A possible use case would be for example a qnparego optimization over a mixed domain.

Pitch

From my point of view, the easiest solution would be to extend the optimize_acqf_list method with another argument called fixed_features_list which is initialized per default to None. If a list is provided the method could use optimize_acqf_mixed instead of optimize_acqf.

What do you think? If this solution sounds reasonable for you, I am happy to provide a PR.

[saitcakmak]

Hi @jduerholt! That sounds like a reasonable solution to me. Happy to review if you want to put up a PR for this.

[saitcakmak]

This was implemented in #1342