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Add scipy global optimizers

Open baharcos opened this issue 3 years ago • 1 comments

baharcos avatar Nov 14 '22 11:11 baharcos

Codecov Report

Merging #407 (55e91f1) into main (f62ebc8) will increase coverage by 0.02%. The diff coverage is 98.30%.

@@            Coverage Diff             @@
##             main     #407      +/-   ##
==========================================
+ Coverage   92.85%   92.88%   +0.02%     
==========================================
  Files         225      225              
  Lines       17576    17673      +97     
==========================================
+ Hits        16321    16416      +95     
- Misses       1255     1257       +2     
Impacted Files Coverage Δ
tests/optimization/test_many_algorithms.py 100.00% <ø> (ø)
src/estimagic/optimization/scipy_optimizers.py 98.06% <96.00%> (-0.99%) :arrow_down:
src/estimagic/optimization/algo_options.py 100.00% <100.00%> (ø)
src/estimagic/optimization/pygmo_optimizers.py 92.54% <100.00%> (-0.12%) :arrow_down:
src/estimagic/parameters/nonlinear_constraints.py 89.23% <100.00%> (+1.29%) :arrow_up:
tests/optimization/test_optimization_helpers.py 100.00% <100.00%> (ø)
tests/parameters/test_nonlinear_constraints.py 97.22% <100.00%> (+0.75%) :arrow_up:

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codecov[bot] avatar Dec 02 '22 22:12 codecov[bot]

Hi @baharcos and @timmens. Thanks a lot for this PR. I went over all optimizers and added a few finishing touches:

  • renaming some of the options to be more consistent with the rest of estimagic
  • use estimagics batch_evaluators for parallelization
  • pass a few more things through (e.g. everything that uses a local algorithm passes derivatives through to the local algorithm).

From my side we could merge. Let me know if this is ok for you.

janosg avatar Jan 20 '23 15:01 janosg