Support equality constraints in SearchSpace membership checks (#5175) by sdaulton · Pull Request #5175 · facebook/Ax

sdaulton · 2026-04-17T19:27:16Z

Summary:

Update SearchSpace.check_membership_df and compute_chebyshev_center to
handle equality constraints alongside existing inequality constraints.

check_membership_df: branch on constraint.is_equality — use
|weighted_sum - bound| <= tol for equality, weighted_sum <= bound + tol
for inequality.
compute_chebyshev_center: separate equality and inequality constraints
into A_eq/b_eq and A_ub/b_ub for scipy.optimize.linprog. Equality
constraints don't get the r * ||a_i|| augmentation since the inscribed
ball center must lie on the hyperplane.
check_membership already works via the updated constraint.check().

Reviewed By: bletham

Differential Revision: D100256478

meta-codesync · 2026-04-17T19:27:32Z

@sdaulton has exported this pull request. If you are a Meta employee, you can view the originating Diff in D100256478.

…ok#5175) Summary: Update `SearchSpace.check_membership_df` and `compute_chebyshev_center` to handle equality constraints alongside existing inequality constraints. - `check_membership_df`: branch on `constraint.is_equality` — use `|weighted_sum - bound| <= tol` for equality, `weighted_sum <= bound + tol` for inequality. - `compute_chebyshev_center`: separate equality and inequality constraints into `A_eq/b_eq` and `A_ub/b_ub` for `scipy.optimize.linprog`. Equality constraints don't get the `r * ||a_i||` augmentation since the inscribed ball center must lie on the hyperplane. - `check_membership` already works via the updated `constraint.check()`. Reviewed By: bletham Differential Revision: D100256478

…ok#5175) Summary: Pull Request resolved: facebook#5175 Update `SearchSpace.check_membership_df` and `compute_chebyshev_center` to handle equality constraints alongside existing inequality constraints. - `check_membership_df`: branch on `constraint.is_equality` — use `|weighted_sum - bound| <= tol` for equality, `weighted_sum <= bound + tol` for inequality. - `compute_chebyshev_center`: separate equality and inequality constraints into `A_eq/b_eq` and `A_ub/b_ub` for `scipy.optimize.linprog`. Equality constraints don't get the `r * ||a_i||` augmentation since the inscribed ball center must lie on the hyperplane. - `check_membership` already works via the updated `constraint.check()`. Reviewed By: bletham Differential Revision: D100256478

…ok#5175) Summary: Update `SearchSpace.check_membership_df` and `compute_chebyshev_center` to handle equality constraints alongside existing inequality constraints. - `check_membership_df`: branch on `constraint.is_equality` — use `|weighted_sum - bound| <= tol` for equality, `weighted_sum <= bound + tol` for inequality. - `compute_chebyshev_center`: separate equality and inequality constraints into `A_eq/b_eq` and `A_ub/b_ub` for `scipy.optimize.linprog`. Equality constraints don't get the `r * ||a_i||` augmentation since the inscribed ball center must lie on the hyperplane. - `check_membership` already works via the updated `constraint.check()`. Reviewed By: bletham Differential Revision: D100256478

…ok#5175) Summary: Pull Request resolved: facebook#5175 Update `SearchSpace.check_membership_df` and `compute_chebyshev_center` to handle equality constraints alongside existing inequality constraints. - `check_membership_df`: branch on `constraint.is_equality` — use `|weighted_sum - bound| <= tol` for equality, `weighted_sum <= bound + tol` for inequality. - `compute_chebyshev_center`: separate equality and inequality constraints into `A_eq/b_eq` and `A_ub/b_ub` for `scipy.optimize.linprog`. Equality constraints don't get the `r * ||a_i||` augmentation since the inscribed ball center must lie on the hyperplane. - `check_membership` already works via the updated `constraint.check()`. Reviewed By: bletham Differential Revision: D100256478

codecov-commenter · 2026-04-17T21:20:24Z

Codecov Report

❌ Patch coverage is 98.42105% with 3 lines in your changes missing coverage. Please review.
✅ Project coverage is 96.41%. Comparing base (104693c) to head (dabeabc).

Files with missing lines	Patch %	Lines
ax/utils/common/sympy.py	76.92%	3 Missing ⚠️

Additional details and impacted files

@@           Coverage Diff            @@
##             main    #5175    +/-   ##
========================================
  Coverage   96.41%   96.41%            
========================================
  Files         618      619     +1     
  Lines       68882    69049   +167     
========================================
+ Hits        66410    66574   +164     
- Misses       2472     2475     +3

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…ok#5175) Summary: Update `SearchSpace.check_membership_df` and `compute_chebyshev_center` to handle equality constraints alongside existing inequality constraints. - `check_membership_df`: branch on `constraint.is_equality` — use `|weighted_sum - bound| <= tol` for equality, `weighted_sum <= bound + tol` for inequality. - `compute_chebyshev_center`: separate equality and inequality constraints into `A_eq/b_eq` and `A_ub/b_ub` for `scipy.optimize.linprog`. Equality constraints don't get the `r * ||a_i||` augmentation since the inscribed ball center must lie on the hyperplane. - `check_membership` already works via the updated `constraint.check()`. Reviewed By: bletham Differential Revision: D100256478

Summary: Add support for linear equality constraints (`w^T x == b`) alongside existing inequality constraints (`w^T x <= b`) in Ax's `ParameterConstraint` class. This is the first diff in a stack that threads equality constraints all the way down to BoTorch's `optimize_acqf`. Changes: - Add `extract_coefficient_dict_from_equality` to `ax/utils/common/sympy.py` for parsing `"expr == bound"` strings (SymPy can't parse `==` directly since Python evaluates it as a boolean). - Extend `ParameterConstraint.__init__` to accept `equality=` kwarg alongside existing `inequality=` kwarg. Exactly one must be provided. - Add `is_equality` property. - Update `check()` to use `|w^T x - b| <= tol` for equality constraints. - Update `__repr__`, `clone()`, `clone_with_transformed_parameters()`. - Add comprehensive tests for equality constraints. Differential Revision: D100256486

Summary: Add support for parsing equality constraint strings (e.g. `"x1 + x2 == 3"`) in `constraint_from_str`. This extends the existing `<=`/`>=` parsing to also accept `==` as a comparison operator. - Add `_process_equality_constraint` function (analogous to `_process_linear_constraint`) that constructs `ParameterConstraint(equality=...)`. - Detect `==` in `constraint_from_str` and route to the new function. - Reject equality order constraints (`"x1 == x2"`) with a clear error message. - Update `INVALID_CONSTRAINT_ERROR_MSG` to document `==` support. Differential Revision: D100256487

…ok#5175) Summary: Update `SearchSpace.check_membership_df` and `compute_chebyshev_center` to handle equality constraints alongside existing inequality constraints. - `check_membership_df`: branch on `constraint.is_equality` — use `|weighted_sum - bound| <= tol` for equality, `weighted_sum <= bound + tol` for inequality. - `compute_chebyshev_center`: separate equality and inequality constraints into `A_eq/b_eq` and `A_ub/b_ub` for `scipy.optimize.linprog`. Equality constraints don't get the `r * ||a_i||` augmentation since the inscribed ball center must lie on the hyperplane. - `check_membership` already works via the updated `constraint.check()`. Reviewed By: bletham Differential Revision: D100256478

…ok#5175) Summary: Pull Request resolved: facebook#5175 Update `SearchSpace.check_membership_df` and `compute_chebyshev_center` to handle equality constraints alongside existing inequality constraints. - `check_membership_df`: branch on `constraint.is_equality` — use `|weighted_sum - bound| <= tol` for equality, `weighted_sum <= bound + tol` for inequality. - `compute_chebyshev_center`: separate equality and inequality constraints into `A_eq/b_eq` and `A_ub/b_ub` for `scipy.optimize.linprog`. Equality constraints don't get the `r * ||a_i||` augmentation since the inscribed ball center must lie on the hyperplane. - `check_membership` already works via the updated `constraint.check()`. Reviewed By: bletham Differential Revision: D100256478

…ok#5175) Summary: Update `SearchSpace.check_membership_df` and `compute_chebyshev_center` to handle equality constraints alongside existing inequality constraints. - `check_membership_df`: branch on `constraint.is_equality` — use `|weighted_sum - bound| <= tol` for equality, `weighted_sum <= bound + tol` for inequality. - `compute_chebyshev_center`: separate equality and inequality constraints into `A_eq/b_eq` and `A_ub/b_ub` for `scipy.optimize.linprog`. Equality constraints don't get the `r * ||a_i||` augmentation since the inscribed ball center must lie on the hyperplane. - `check_membership` already works via the updated `constraint.check()`. Reviewed By: bletham Differential Revision: D100256478

meta-cla bot added the CLA Signed Do not delete this pull request or issue due to inactivity. label Apr 17, 2026

meta-codesync bot added fb-exported meta-exported labels Apr 17, 2026

meta-codesync bot changed the title ~~Support equality constraints in SearchSpace membership checks~~ Support equality constraints in SearchSpace membership checks (#5175) Apr 17, 2026

sdaulton force-pushed the export-D100256478 branch from eb45181 to 0b3bdaf Compare April 17, 2026 20:09

sdaulton force-pushed the export-D100256478 branch from 0b3bdaf to c579633 Compare April 17, 2026 20:13

sdaulton force-pushed the export-D100256478 branch from c579633 to 04d9278 Compare April 17, 2026 20:36

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sdaulton added 2 commits April 20, 2026 09:40

sdaulton force-pushed the export-D100256478 branch from f70abed to 34e8c5f Compare April 20, 2026 16:42

sdaulton force-pushed the export-D100256478 branch from 34e8c5f to 054cf78 Compare April 20, 2026 16:42

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Support equality constraints in SearchSpace membership checks (#5175)#5175

Support equality constraints in SearchSpace membership checks (#5175)#5175
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