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Maximize acquisition via NLP #713

@cnpetra

Description

@cnpetra
  • expose derivatives in acquisition function maximization (EI and LCB evaluation and gradient) to be used with quasi-Newton algorithms
  • Python interface of Ipopt (use quasi-Newton)
  • Update user interface class to support analytic constrains (including Jacobian)
  • Handle analytic constraints as "hard" constraint in the acquisition function
  • include slsqp (current NLP solver) if supports derivative-based optimization.

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