Add outcome constraints recipe

Summary: as titled - any edits are greatly appreciated!

Differential Revision: D71403614

Author: paschai

docs/recipes/outcome-constraints.md

@@ -0,0 +1,78 @@
+# Specifying Outcome Constraints
+## Introduction
+Outcome constraints can be a crucial component of optimization in Ax. They allow you to specify constraints on the outcomes of your experiment, ensuring that the optimized parameters do not degrade certain metrics.
+
+## Prerequisites
+Before specifying outcome constraints, make sure you have an understanding of Ax [experiments](#) and their components.
+
+
+We will also assume you are already familiar with
+[using Ax for ask-tell optimization](#), though this can be used for closed-loop
+experiments as well.
+
+
+## Setup
+Before we begin you must instantiate the `AxClient` and configure it with your
+experiment.
+
+
+```python
+from ax.service.ax_client import AxClient
+
+client = AxClient()
+```
+
+## Steps
+
+1. Define the Metrics You Want to Constrain
+2. Create Outcome Constraint Map
+3. Add the Constraints to the Experiment
+
+
+### 1. Define the Metrics You Want to Constrain
+Construct a list of `metric_names` to specify the metrics you intend to constrain.
+
+```python
+# Define the metrics to constrain
+
+metric_names=["metric_1", "metric_2"],
+```
+
+### 2. Create Outcome Constraint Map
+Create an `outcome_constraints` dictionary with the constraint information.
+
+```python
+outcome_constraints = ["metric_1 <= -1%"]  # the % makes it a relative constraint
+```
+
+Alternatively, you can create multiple outcome constraints:
+
+
+```python
+outcome_constraints = [
+    "metric_1 <= -1%",
+    "metric_2 >= 0.5%"
+]
+```
+
+### 3. Add the Constraints to the Experiment
+Call the `set_optimization_config` method, passing in the list of constraints.
+
+
+```python
+from ax.core.objective import ObjectiveProperties
+
+objectives = {
+    'metric_1': ObjectiveProperties(minimize=True)
+}
+client.set_optimization_config(
+    objectives=objectives,
+    outcome_constraints=outcome_constraints,
+)
+```
+
+### Learn More
+For further learning, explore these additional resources:
+
+* [Creating tracking metrics in Ax](#)
+* [Creating optimization configurations in Ax](#)

website/sidebars.js

@@ -57,6 +57,7 @@ export default {
       'recipes/experiment-to-sqlite',
       'recipes/multi-objective-optimization',
       'recipes/scalarized-objective',
+      'recipes/outcome-constraints',
     ],
   },
 };