Add COBYQA optimizer #153
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Add COBYQA optimizer #153
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…face SLSQP and COBYLA currently do not support scipy's new callback interface.
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This PR adds the
COBYQAoptimizer which was recently added to SciPy, in v1.14.To do
x0is 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
ParetoFrontclass. However, this is not how it's implemented inCOBYQA(see here).Note, this interface is not supported by
COBYLAandSLSQP, so these optimizers would have to be removed from CADET-Process when using the newer interface. SinceCOBYQAcan replaceCOBYLA, I don't mind it going butSLSQPmight be handy to keep around. So should we revert these changes (for now)?Edit: Instead of removing
COBYLAandSLSQP, provide both interfaces and switch depending on the selected method.