Add an example of optimization as a service

Author: relf

Diff for: ego/examples/g24.rs

@@ -0,0 +1,51 @@
+use egobox_doe::{Lhs, SamplingMethod};
+use egobox_ego::EgorServiceBuilder;
+use ndarray::{array, concatenate, Array2, ArrayBase, ArrayView2, Axis, Data, Ix1, Zip};
+
+// Objective
+fn g24(x: &ArrayBase<impl Data<Elem = f64>, Ix1>) -> f64 {
+    // Function G24: 1 global optimum y_opt = -5.5080 at x_opt =(2.3295, 3.1785)
+    -x[0] - x[1]
+}
+
+// Constraints < 0
+fn g24_c1(x: &ArrayBase<impl Data<Elem = f64>, Ix1>) -> f64 {
+    -2.0 * x[0].powf(4.0) + 8.0 * x[0].powf(3.0) - 8.0 * x[0].powf(2.0) + x[1] - 2.0
+}
+
+fn g24_c2(x: &ArrayBase<impl Data<Elem = f64>, Ix1>) -> f64 {
+    -4.0 * x[0].powf(4.0) + 32.0 * x[0].powf(3.0) - 88.0 * x[0].powf(2.0) + 96.0 * x[0] + x[1]
+        - 36.0
+}
+
+fn f_g24(x: &ArrayView2<f64>) -> Array2<f64> {
+    let mut y = Array2::zeros((x.nrows(), 3));
+    Zip::from(y.rows_mut())
+        .and(x.rows())
+        .for_each(|mut yi, xi| {
+            yi.assign(&array![g24(&xi), g24_c1(&xi), g24_c2(&xi)]);
+        });
+    y
+}
+
+fn main() {
+    let xlimits = array![[0., 3.], [0., 4.]];
+    let mut doe = Lhs::new(&xlimits).sample(3);
+
+    // We use Egor optimizer as a service
+    let egor = EgorServiceBuilder::optimize()
+        .configure(|config| config.n_cstr(2))
+        .random_seed(42)
+        .min_within(&xlimits);
+
+    let mut y_doe = f_g24(&doe.view());
+    for _i in 0..10 {
+        // We tell function values and ask for next x location
+        let x_suggested = egor.suggest(&doe, &y_doe);
+
+        doe = concatenate![Axis(0), doe, x_suggested];
+        y_doe = f_g24(&doe.view());
+    }
+
+    println!("G24 optim x suggestion history = {doe:?}");
+}