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Add COBYQA optimizer #153
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Add COBYQA optimizer #153
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Co-authored-by: daklauss <d.klauss@fz-juelich.de>
Changed comparison from `>=` to `>` for constraint violation to correctly handle edge cases.
Plotting figures creates a major overhead during optimization. With this option set to `None` by default, only the final results are plotted.
This has been implemented, hoping to address issues with COBYLA. Maybe we don't really need this once precision is enabled?
…face SLSQP and COBYLA currently do not support scipy's new callback interface.
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This PR adds the
COBYQA
optimizer which was recently added to SciPy, in v1.14.To do
x0
is infeasible with respect to some inequality constraint even though it is within bounds." (see #155)Open question
This PR also updates the callback function for scipy optimizers. I was hoping that this would include the current best point instead of simply the latest point. This would remove the need to determine the optimal points ourselves using the
ParetoFront
class. However, this is not how it's implemented inCOBYQA
(see here).Note, this interface is not supported by
COBYLA
andSLSQP
, so these optimizers would have to be removed from CADET-Process when using the newer interface. SinceCOBYQA
can replaceCOBYLA
, I don't mind it going butSLSQP
might be handy to keep around. So should we revert these changes (for now)?Edit: Instead of removing
COBYLA
andSLSQP
, provide both interfaces and switch depending on the selected method.