[Feature Request] Simplex constraint on parameters

[Balandat]

🚀 Feature Request

We'd like to support a simplex constraint on a subset of parameters (all parameters positive, sum to 1).

Motivation

See e.g. discussion in #480

[sdaulton]

This issue in #480 is more related to equality constraints with transformed parameters, right? Subsetting is already supported (as long as you know what the subset(s) are that you want to enforce a simplex constraint on) by using weights in {0, 1} on the parameters in the equality constraint.

[Balandat]

I guess this is something we haven't really tested much in botorch. It definitely would be something that is currently not supported explicitly in Ax (other than using two one-sided inequality constraints, which has its own issues and won't work in Ax b/c of how we do point generation).

[esantorella]

This should be doable with the bounds and equality_constraints arguments to optimize_acqf.