Mixed alternating optimizer

Summary: Adds an optimizer for settings with mixed (continuous and discrete) variables, that interleaves gradient-based optimization (for fixed discrete variables) with nearest-neighbor search over discrete variables (for fixed continuous variables). This will need more cleanup and testing.

Differential Revision: D48419691

fbshipit-source-id: c7f54d8820b30618cf7682ab9622db3f628c9646

Author: Balandat

botorch/optim/__init__.py

@@ -32,6 +32,7 @@
     optimize_acqf_discrete_local_search,
     optimize_acqf_mixed,
 )
+from botorch.optim.optimize_alternating import optimize_acqf_mixed_alternating
 from botorch.optim.optimize_homotopy import optimize_acqf_homotopy
 from botorch.optim.stopping import ExpMAStoppingCriterion
 
@@ -50,6 +51,7 @@
     "optimize_acqf_discrete",
     "optimize_acqf_discrete_local_search",
     "optimize_acqf_mixed",
+    "optimize_acqf_mixed_alternating",
     "optimize_acqf_homotopy",
     "module_to_array",
     "scipy_minimize",