{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Objective Maximisation\n",
    "\n",
    "ENTMOOT supports both minimisation and maximisation of objective functions. This notebook defines a concave function, that has a maximum at (1, 1)."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "from entmoot import Enting, ProblemConfig, PyomoOptimizer\n",
    "import numpy as np"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "# define a maximisation problem\n",
    "def eval_simple_max_testfunc(X):\n",
    "    x = np.array(X)\n",
    "    y = - np.sum((x - np.ones_like(x)) ** 2, axis=1)\n",
    "    return y.reshape(-1, 1)\n",
    "\n",
    "def build_simple_max_problem(problem_config: ProblemConfig):\n",
    "    problem_config.add_feature(\"real\", (0.0, 2.0), name=\"x1\")\n",
    "    problem_config.add_feature(\"real\", (0.0, 2.0), name=\"x2\")\n",
    "    problem_config.add_max_objective()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [],
   "source": [
    "# define problem\n",
    "problem_config = ProblemConfig(rnd_seed=73)\n",
    "# number of objectives\n",
    "build_simple_max_problem(problem_config)\n",
    "# sample data\n",
    "rnd_sample = problem_config.get_rnd_sample_list(num_samples=200)\n",
    "testfunc_evals = eval_simple_max_testfunc(rnd_sample)\n",
    "\n",
    "params = {\"unc_params\": {\"dist_metric\": \"l1\", \"acq_sense\": \"penalty\"}}\n",
    "enting = Enting(problem_config, params=params)\n",
    "enting.fit(rnd_sample, testfunc_evals)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "WARNING: The gurobipy module (an optional Pyomo dependency) failed to import:\n",
      "NameError: name 'GurobiDirect' is not defined\n"
     ]
    },
    {
     "ename": "ApplicationError",
     "evalue": "No Python bindings available for <class 'pyomo.solvers.plugins.solvers.gurobi_direct.GurobiDirect'> solver plugin",
     "output_type": "error",
     "traceback": [
      "\u001b[1;31m---------------------------------------------------------------------------\u001b[0m",
      "\u001b[1;31mApplicationError\u001b[0m                          Traceback (most recent call last)",
      "Cell \u001b[1;32mIn[10], line 4\u001b[0m\n\u001b[0;32m      1\u001b[0m params_pyomo \u001b[38;5;241m=\u001b[39m {\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124msolver_name\u001b[39m\u001b[38;5;124m\"\u001b[39m: \u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mgurobi_direct\u001b[39m\u001b[38;5;124m\"\u001b[39m}\n\u001b[0;32m      2\u001b[0m opt_pyo \u001b[38;5;241m=\u001b[39m PyomoOptimizer(problem_config, params\u001b[38;5;241m=\u001b[39mparams_pyomo)\n\u001b[1;32m----> 4\u001b[0m res_pyo \u001b[38;5;241m=\u001b[39m \u001b[43mopt_pyo\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43msolve\u001b[49m\u001b[43m(\u001b[49m\u001b[43menting\u001b[49m\u001b[43m)\u001b[49m\n\u001b[0;32m      5\u001b[0m res_pyo\n",
      "File \u001b[1;32m~\\phd\\entmoot\\entmoot\\optimizers\\pyomo_opt.py:104\u001b[0m, in \u001b[0;36mPyomoOptimizer.solve\u001b[1;34m(self, tree_model, model_core, weights)\u001b[0m\n\u001b[0;32m    102\u001b[0m \u001b[38;5;66;03m# Solve optimization model\u001b[39;00m\n\u001b[0;32m    103\u001b[0m verbose \u001b[38;5;241m=\u001b[39m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_params\u001b[38;5;241m.\u001b[39mget(\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mverbose\u001b[39m\u001b[38;5;124m\"\u001b[39m, \u001b[38;5;28;01mTrue\u001b[39;00m)\n\u001b[1;32m--> 104\u001b[0m \u001b[43mopt\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43msolve\u001b[49m\u001b[43m(\u001b[49m\u001b[43mopt_model\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mtee\u001b[49m\u001b[38;5;241;43m=\u001b[39;49m\u001b[43mverbose\u001b[49m\u001b[43m)\u001b[49m\n\u001b[0;32m    106\u001b[0m \u001b[38;5;66;03m# update current solution\u001b[39;00m\n\u001b[0;32m    107\u001b[0m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_curr_sol, \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_active_leaves \u001b[38;5;241m=\u001b[39m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_get_sol(opt_model)\n",
      "File \u001b[1;32mc:\\Users\\tobyb\\phd\\phdvenv\\lib\\site-packages\\pyomo\\solvers\\plugins\\solvers\\direct_solver.py:75\u001b[0m, in \u001b[0;36mDirectSolver.solve\u001b[1;34m(self, *args, **kwds)\u001b[0m\n\u001b[0;32m     72\u001b[0m \u001b[38;5;28;01mdef\u001b[39;00m \u001b[38;5;21msolve\u001b[39m(\u001b[38;5;28mself\u001b[39m, \u001b[38;5;241m*\u001b[39margs, \u001b[38;5;241m*\u001b[39m\u001b[38;5;241m*\u001b[39mkwds):\n\u001b[0;32m     73\u001b[0m \u001b[38;5;250m    \u001b[39m\u001b[38;5;124;03m\"\"\"Solve the problem\"\"\"\u001b[39;00m\n\u001b[1;32m---> 75\u001b[0m     \u001b[38;5;28;43mself\u001b[39;49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mavailable\u001b[49m\u001b[43m(\u001b[49m\u001b[43mexception_flag\u001b[49m\u001b[38;5;241;43m=\u001b[39;49m\u001b[38;5;28;43;01mTrue\u001b[39;49;00m\u001b[43m)\u001b[49m\n\u001b[0;32m     76\u001b[0m     \u001b[38;5;66;03m#\u001b[39;00m\n\u001b[0;32m     77\u001b[0m     \u001b[38;5;66;03m# If the inputs are models, then validate that they have been\u001b[39;00m\n\u001b[0;32m     78\u001b[0m     \u001b[38;5;66;03m# constructed! Collect suffix names to try and import from solution.\u001b[39;00m\n\u001b[0;32m     79\u001b[0m     \u001b[38;5;66;03m#\u001b[39;00m\n\u001b[0;32m     80\u001b[0m     _model \u001b[38;5;241m=\u001b[39m \u001b[38;5;28;01mNone\u001b[39;00m\n",
      "File \u001b[1;32mc:\\Users\\tobyb\\phd\\phdvenv\\lib\\site-packages\\pyomo\\solvers\\plugins\\solvers\\gurobi_direct.py:215\u001b[0m, in \u001b[0;36mGurobiDirect.available\u001b[1;34m(self, exception_flag)\u001b[0m\n\u001b[0;32m    213\u001b[0m     \u001b[38;5;28;01mif\u001b[39;00m exception_flag:\n\u001b[0;32m    214\u001b[0m         gurobipy\u001b[38;5;241m.\u001b[39mlog_import_warning(logger\u001b[38;5;241m=\u001b[39m\u001b[38;5;18m__name__\u001b[39m)\n\u001b[1;32m--> 215\u001b[0m         \u001b[38;5;28;01mraise\u001b[39;00m ApplicationError(\n\u001b[0;32m    216\u001b[0m             \u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mNo Python bindings available for \u001b[39m\u001b[38;5;132;01m%s\u001b[39;00m\u001b[38;5;124m solver plugin\u001b[39m\u001b[38;5;124m\"\u001b[39m \u001b[38;5;241m%\u001b[39m (\u001b[38;5;28mtype\u001b[39m(\u001b[38;5;28mself\u001b[39m),)\n\u001b[0;32m    217\u001b[0m         )\n\u001b[0;32m    218\u001b[0m     \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[38;5;28;01mFalse\u001b[39;00m\n\u001b[0;32m    220\u001b[0m \u001b[38;5;66;03m# Ensure environment is started to check for a valid license\u001b[39;00m\n",
      "\u001b[1;31mApplicationError\u001b[0m: No Python bindings available for <class 'pyomo.solvers.plugins.solvers.gurobi_direct.GurobiDirect'> solver plugin"
     ]
    }
   ],
   "source": [
    "params_pyomo = {\"solver_name\": \"gurobi_direct\"}\n",
    "opt_pyo = PyomoOptimizer(problem_config, params=params_pyomo)\n",
    "\n",
    "res_pyo = opt_pyo.solve(enting)\n",
    "res_pyo"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
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