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Optimization with above threshold criteria #607

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sabinala opened this issue Sep 11, 2024 · 1 comment
Closed

Optimization with above threshold criteria #607

sabinala opened this issue Sep 11, 2024 · 1 comment

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@sabinala
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Per Tom and @liunelson's request, can we change the sign of risk_bound and qoi in optimize to change the optimization problem from "keep X below threshold Y" to "keep X above threshold Y"?

@liunelson
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This seems to have been resolved by the double minus sign:

  • Keep X below some threshold: qoi = lambda x: np.abs(x), risk_bound = thresh
  • Keep X above some threshold: qoi = lambda x: -np.abs(x), risk_bound = -thresh

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