Constrained Upper Quantile Bound (CUQB) for solving constrained hybrid models.
NumPy
SciPy
BoTorch
cyipopt
fast_soft_sort (can be found here)
Run setup.py in the /src folder
No-Regret Bayesian Optimization with Unknown Equality and Inequality Constraints using Exact Penalty Functions
Congwen Lu, Joel Paulson
IFAC 2022
Paper Link
arXiv Link