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PyData Sprint Meta Issue: Check and Polish Optimizers

Open janosg opened this issue 8 months ago • 0 comments

Background

Optimagic wraps a lot of optimizers. The complete list is here. Many of these algorithms have been added to optimagic years ago and not touched since. If the packages we wrap add additional tuning parameters, stopping criteria or support for bounds, we might not support them yet. Moreover, if a package added new algorithms we might not be aware of them at all.

Action

Please help us to check the optimizers wrapped in optimagic to see if we are missing out on any new developments.

Steps to check an algorithm

While doing these steps, please check the corresponding boxes in the list below to track your progress and avoid duplicated work.

  1. Read and run our optimization tutorial to get familiar with optimagic.
  2. Read How to add an optimizer to understand how optimization algorithms are added to optimagic.
  3. Pick one of the algorithms from the list and create a sub-issue to this issue called "Polish ALGO_NAME". Answer the following questions in the issue description
    • Does the algorithm have a complete, correct and useful documentation. You can see the documentation of each algorithm when you expand the dropdown box here. Complete means that all the questions listed here are answered.
    • Does the algorithm have any parameters we do not support. Examples can be stopping criteria, convergence criteria, tuning parameters, gradients or hessians, bounds, linear constraints or nonlinear constraints.
  4. If you identified any problems, create a Pull Request to solve them. Before you start, read our contributor guidelines.

Algorithms checked

  • [ ] nag_dfols
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] nag_pybobyqa
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] nlopt_bobyqa
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] nlopt_ccsaq
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] nlopt_cobyla
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] nlopt_crs2_lm
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] nlopt_direct
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] nlopt_esch
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] nlopt_isres
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] nlopt_lbfgsb
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] nlopt_mma
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] nlopt_newuoa
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] nlopt_neldermead
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] nlopt_praxis
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] nlopt_slsqp
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] nlopt_sbplx
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] nlopt_tnewton
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] nlopt_var
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] pygmo_bee_colony
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] pygmo_cmaes
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] pygmo_compass_search
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] pygmo_de
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] pygmo_de1220
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] pygmo_gaco
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] pygmo_gwo
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] pygmo_ihs
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] pygmo_mbh
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] pygmo_pso
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] pygmo_pso_gen
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] pygmo_sade
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] pygmo_sea
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] pygmo_sga
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] pygmo_simulated_annealing
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] pygmo_xnes
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [x] scipy_bfgs
    • [x] Working on it
    • [x] Issue created (if needed)
    • [x] PR created (if needed)
    • [x] Everything is perfect now
  • [ ] scipy_basinhopping
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] scipy_brute
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] scipy_cobyla
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] scipy_conjugate_gradient
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] scipy_differential_evolution
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] scipy_direct
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] scipy_dual_annealing
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [x] scipy_lbfgsb
    • [x] Working on it
    • [x] Issue created (if needed)
    • [x] PR created (if needed)
    • [x] Everything is perfect now
  • [ ] scipy_ls_dogbox
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] scipy_ls_lm
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] scipy_ls_trf
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] scipy_neldermead
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] scipy_newton_cg
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] scipy_powell
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] scipy_shgo
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [x] scipy_slsqp
    • [x] Working on it
    • [x] Issue created (if needed)
    • [x] PR created (if needed)
    • [x] Everything is perfect now
  • [ ] scipy_truncated_newton
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] scipy_trust_constr
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] tao_pounders
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now
  • [ ] ipopt
    • [ ] Working on it
    • [ ] Issue created (if needed)
    • [ ] PR created (if needed)
    • [ ] Everything is perfect now

janosg avatar Apr 22 '25 07:04 janosg