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Add the derivative-free optimizers to the nanobind layer - #1572
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@dschmitz89 : Here are the python bindings to our current optimizer suite. |
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differential_evolution, jso, random_search and (where Eigen is found) cma_es, minimizing a Python callable over a box. Worker threads take the GIL per call, and an exception from the callable cancels the run and is raised. Fix test_logcdf on 80/128-bit long double: 40-digit references, and 2048 ulps for tiny tails in wider types (ibeta/gamma_p error there). Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
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differential_evolution, jso, random_search and (where Eigen is found) cma_es, minimizing a Python callable over a box. Worker threads take the GIL per call, and an exception from the callable cancels the run and is raised.
Fix test_logcdf on 80/128-bit long double: 40-digit references, and 2048 ulps for tiny tails in wider types (ibeta/gamma_p error there).
Co-Authored-By: Claude Opus 5.5 noreply@anthropic.com
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