estimagic
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Add scipy global optimizers
Codecov Report
Merging #407 (55e91f1) into main (f62ebc8) will increase coverage by
0.02%. The diff coverage is98.30%.
@@ Coverage Diff @@
## main #407 +/- ##
==========================================
+ Coverage 92.85% 92.88% +0.02%
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Files 225 225
Lines 17576 17673 +97
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+ 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%) |
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| src/estimagic/optimization/algo_options.py | 100.00% <100.00%> (ø) |
|
| src/estimagic/optimization/pygmo_optimizers.py | 92.54% <100.00%> (-0.12%) |
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| src/estimagic/parameters/nonlinear_constraints.py | 89.23% <100.00%> (+1.29%) |
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| tests/optimization/test_optimization_helpers.py | 100.00% <100.00%> (ø) |
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| tests/parameters/test_nonlinear_constraints.py | 97.22% <100.00%> (+0.75%) |
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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.