Interface additional optimizers: pygmo?

[dweindl]

https://esa.github.io/pagmo2/index.html

[paulstapor]

Maybe, if at some point we want to implement something MEIGO-like: This could also be an interesting option: https://github.com/CMA-ES/pycma

The CMA-ES algorithm was pretty much the best non-gradient-based one in Yannik's evaluation. This seems to be a quite mature ready-to-use Python3-implementation of it.

[stephanmg]

CMA-ES and Pyswarm are in pyPESTO already, I'm now addressing pygmo on the branch pygmo, which should be the last todo for this issue, correct @dweindl?

[yannikschaelte]

I think pygmo would be a good addition as it's well used and actively maintained. maybe in particular check whether it's claimed parallelization can be exploited? then this may also be a good optimizer to benchmark.