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Nevergrad: OnePlusOne Optimiser addition #576

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f92fd3f
Inspiration from merged commit
gulshan-123 May 6, 2025
7c9e0ab
changed bound setting method to avoid nan and inf
gulshan-123 May 6, 2025
940f18f
Mutation added to avoid looking at inf, some parameter tuning
gulshan-123 May 6, 2025
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34 changes: 33 additions & 1 deletion src/optimagic/algorithms.py
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Original file line number Diff line number Diff line change
Expand Up @@ -18,7 +18,7 @@
from optimagic.optimizers.ipopt import Ipopt
from optimagic.optimizers.nag_optimizers import NagDFOLS, NagPyBOBYQA
from optimagic.optimizers.neldermead import NelderMeadParallel
from optimagic.optimizers.nevergrad_optimizers import NevergradPSO
from optimagic.optimizers.nevergrad_optimizers import NevergradOnePlusOne, NevergradPSO
from optimagic.optimizers.nlopt_optimizers import (
NloptBOBYQA,
NloptCCSAQ,
Expand Down Expand Up @@ -207,6 +207,7 @@ class BoundedGradientFreeLocalNonlinearConstrainedScalarAlgorithms(AlgoSelection

@dataclass(frozen=True)
class BoundedGradientFreeLocalParallelScalarAlgorithms(AlgoSelection):
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
tranquilo: Type[Tranquilo] = Tranquilo


Expand Down Expand Up @@ -493,6 +494,7 @@ def Scalar(self) -> BoundedGradientFreeLocalNonlinearConstrainedScalarAlgorithms
@dataclass(frozen=True)
class BoundedGradientFreeLocalScalarAlgorithms(AlgoSelection):
nag_pybobyqa: Type[NagPyBOBYQA] = NagPyBOBYQA
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
nlopt_bobyqa: Type[NloptBOBYQA] = NloptBOBYQA
nlopt_cobyla: Type[NloptCOBYLA] = NloptCOBYLA
nlopt_newuoa: Type[NloptNEWUOA] = NloptNEWUOA
Expand Down Expand Up @@ -527,6 +529,7 @@ def Parallel(self) -> BoundedGradientFreeLeastSquaresLocalParallelAlgorithms:

@dataclass(frozen=True)
class BoundedGradientFreeLocalParallelAlgorithms(AlgoSelection):
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
pounders: Type[Pounders] = Pounders
tranquilo: Type[Tranquilo] = Tranquilo
tranquilo_ls: Type[TranquiloLS] = TranquiloLS
Expand All @@ -553,6 +556,7 @@ def Bounded(self) -> BoundedGradientFreeLocalNonlinearConstrainedScalarAlgorithm
@dataclass(frozen=True)
class GradientFreeLocalParallelScalarAlgorithms(AlgoSelection):
neldermead_parallel: Type[NelderMeadParallel] = NelderMeadParallel
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
tranquilo: Type[Tranquilo] = Tranquilo

@property
Expand Down Expand Up @@ -610,6 +614,7 @@ def Scalar(self) -> BoundedGradientFreeNonlinearConstrainedParallelScalarAlgorit

@dataclass(frozen=True)
class BoundedGradientFreeParallelScalarAlgorithms(AlgoSelection):
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
nevergrad_pso: Type[NevergradPSO] = NevergradPSO
pygmo_gaco: Type[PygmoGaco] = PygmoGaco
pygmo_pso_gen: Type[PygmoPsoGen] = PygmoPsoGen
Expand Down Expand Up @@ -765,6 +770,7 @@ def GradientFree(

@dataclass(frozen=True)
class BoundedLocalParallelScalarAlgorithms(AlgoSelection):
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
tranquilo: Type[Tranquilo] = Tranquilo

@property
Expand Down Expand Up @@ -1167,6 +1173,7 @@ def Scalar(self) -> GlobalGradientFreeParallelScalarAlgorithms:
class BoundedGradientFreeLocalAlgorithms(AlgoSelection):
nag_dfols: Type[NagDFOLS] = NagDFOLS
nag_pybobyqa: Type[NagPyBOBYQA] = NagPyBOBYQA
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
nlopt_bobyqa: Type[NloptBOBYQA] = NloptBOBYQA
nlopt_cobyla: Type[NloptCOBYLA] = NloptCOBYLA
nlopt_newuoa: Type[NloptNEWUOA] = NloptNEWUOA
Expand Down Expand Up @@ -1216,6 +1223,7 @@ def Scalar(self) -> GradientFreeLocalNonlinearConstrainedScalarAlgorithms:
class GradientFreeLocalScalarAlgorithms(AlgoSelection):
nag_pybobyqa: Type[NagPyBOBYQA] = NagPyBOBYQA
neldermead_parallel: Type[NelderMeadParallel] = NelderMeadParallel
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
nlopt_bobyqa: Type[NloptBOBYQA] = NloptBOBYQA
nlopt_cobyla: Type[NloptCOBYLA] = NloptCOBYLA
nlopt_newuoa: Type[NloptNEWUOA] = NloptNEWUOA
Expand Down Expand Up @@ -1261,6 +1269,7 @@ def Parallel(self) -> GradientFreeLeastSquaresLocalParallelAlgorithms:
@dataclass(frozen=True)
class GradientFreeLocalParallelAlgorithms(AlgoSelection):
neldermead_parallel: Type[NelderMeadParallel] = NelderMeadParallel
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
pounders: Type[Pounders] = Pounders
tranquilo: Type[Tranquilo] = Tranquilo
tranquilo_ls: Type[TranquiloLS] = TranquiloLS
Expand Down Expand Up @@ -1306,6 +1315,7 @@ def Scalar(self) -> BoundedGradientFreeNonlinearConstrainedScalarAlgorithms:
@dataclass(frozen=True)
class BoundedGradientFreeScalarAlgorithms(AlgoSelection):
nag_pybobyqa: Type[NagPyBOBYQA] = NagPyBOBYQA
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
nevergrad_pso: Type[NevergradPSO] = NevergradPSO
nlopt_bobyqa: Type[NloptBOBYQA] = NloptBOBYQA
nlopt_cobyla: Type[NloptCOBYLA] = NloptCOBYLA
Expand Down Expand Up @@ -1378,6 +1388,7 @@ def Parallel(self) -> BoundedGradientFreeLeastSquaresParallelAlgorithms:

@dataclass(frozen=True)
class BoundedGradientFreeParallelAlgorithms(AlgoSelection):
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
nevergrad_pso: Type[NevergradPSO] = NevergradPSO
pounders: Type[Pounders] = Pounders
pygmo_gaco: Type[PygmoGaco] = PygmoGaco
Expand Down Expand Up @@ -1460,6 +1471,7 @@ def Scalar(self) -> GradientFreeNonlinearConstrainedParallelScalarAlgorithms:
@dataclass(frozen=True)
class GradientFreeParallelScalarAlgorithms(AlgoSelection):
neldermead_parallel: Type[NelderMeadParallel] = NelderMeadParallel
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
nevergrad_pso: Type[NevergradPSO] = NevergradPSO
pygmo_gaco: Type[PygmoGaco] = PygmoGaco
pygmo_pso_gen: Type[PygmoPsoGen] = PygmoPsoGen
Expand Down Expand Up @@ -1698,6 +1710,7 @@ class BoundedLocalScalarAlgorithms(AlgoSelection):
iminuit_migrad: Type[IminuitMigrad] = IminuitMigrad
ipopt: Type[Ipopt] = Ipopt
nag_pybobyqa: Type[NagPyBOBYQA] = NagPyBOBYQA
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
nlopt_bobyqa: Type[NloptBOBYQA] = NloptBOBYQA
nlopt_ccsaq: Type[NloptCCSAQ] = NloptCCSAQ
nlopt_cobyla: Type[NloptCOBYLA] = NloptCOBYLA
Expand Down Expand Up @@ -1758,6 +1771,7 @@ def Parallel(self) -> BoundedLeastSquaresLocalParallelAlgorithms:

@dataclass(frozen=True)
class BoundedLocalParallelAlgorithms(AlgoSelection):
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
pounders: Type[Pounders] = Pounders
tranquilo: Type[Tranquilo] = Tranquilo
tranquilo_ls: Type[TranquiloLS] = TranquiloLS
Expand Down Expand Up @@ -1801,6 +1815,7 @@ def GradientFree(self) -> GradientFreeLocalNonlinearConstrainedScalarAlgorithms:
@dataclass(frozen=True)
class LocalParallelScalarAlgorithms(AlgoSelection):
neldermead_parallel: Type[NelderMeadParallel] = NelderMeadParallel
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
tranquilo: Type[Tranquilo] = Tranquilo

@property
Expand Down Expand Up @@ -1882,6 +1897,7 @@ def Scalar(self) -> BoundedNonlinearConstrainedParallelScalarAlgorithms:

@dataclass(frozen=True)
class BoundedParallelScalarAlgorithms(AlgoSelection):
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
nevergrad_pso: Type[NevergradPSO] = NevergradPSO
pygmo_gaco: Type[PygmoGaco] = PygmoGaco
pygmo_pso_gen: Type[PygmoPsoGen] = PygmoPsoGen
Expand Down Expand Up @@ -2190,6 +2206,7 @@ class GradientFreeLocalAlgorithms(AlgoSelection):
nag_dfols: Type[NagDFOLS] = NagDFOLS
nag_pybobyqa: Type[NagPyBOBYQA] = NagPyBOBYQA
neldermead_parallel: Type[NelderMeadParallel] = NelderMeadParallel
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
nlopt_bobyqa: Type[NloptBOBYQA] = NloptBOBYQA
nlopt_cobyla: Type[NloptCOBYLA] = NloptCOBYLA
nlopt_newuoa: Type[NloptNEWUOA] = NloptNEWUOA
Expand Down Expand Up @@ -2229,6 +2246,7 @@ def Scalar(self) -> GradientFreeLocalScalarAlgorithms:
class BoundedGradientFreeAlgorithms(AlgoSelection):
nag_dfols: Type[NagDFOLS] = NagDFOLS
nag_pybobyqa: Type[NagPyBOBYQA] = NagPyBOBYQA
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
nevergrad_pso: Type[NevergradPSO] = NevergradPSO
nlopt_bobyqa: Type[NloptBOBYQA] = NloptBOBYQA
nlopt_cobyla: Type[NloptCOBYLA] = NloptCOBYLA
Expand Down Expand Up @@ -2326,6 +2344,7 @@ def Scalar(self) -> GradientFreeNonlinearConstrainedScalarAlgorithms:
class GradientFreeScalarAlgorithms(AlgoSelection):
nag_pybobyqa: Type[NagPyBOBYQA] = NagPyBOBYQA
neldermead_parallel: Type[NelderMeadParallel] = NelderMeadParallel
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
nevergrad_pso: Type[NevergradPSO] = NevergradPSO
nlopt_bobyqa: Type[NloptBOBYQA] = NloptBOBYQA
nlopt_cobyla: Type[NloptCOBYLA] = NloptCOBYLA
Expand Down Expand Up @@ -2407,6 +2426,7 @@ def Parallel(self) -> GradientFreeLeastSquaresParallelAlgorithms:
@dataclass(frozen=True)
class GradientFreeParallelAlgorithms(AlgoSelection):
neldermead_parallel: Type[NelderMeadParallel] = NelderMeadParallel
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
nevergrad_pso: Type[NevergradPSO] = NevergradPSO
pounders: Type[Pounders] = Pounders
pygmo_gaco: Type[PygmoGaco] = PygmoGaco
Expand Down Expand Up @@ -2614,6 +2634,7 @@ class BoundedLocalAlgorithms(AlgoSelection):
ipopt: Type[Ipopt] = Ipopt
nag_dfols: Type[NagDFOLS] = NagDFOLS
nag_pybobyqa: Type[NagPyBOBYQA] = NagPyBOBYQA
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
nlopt_bobyqa: Type[NloptBOBYQA] = NloptBOBYQA
nlopt_ccsaq: Type[NloptCCSAQ] = NloptCCSAQ
nlopt_cobyla: Type[NloptCOBYLA] = NloptCOBYLA
Expand Down Expand Up @@ -2697,6 +2718,7 @@ class LocalScalarAlgorithms(AlgoSelection):
ipopt: Type[Ipopt] = Ipopt
nag_pybobyqa: Type[NagPyBOBYQA] = NagPyBOBYQA
neldermead_parallel: Type[NelderMeadParallel] = NelderMeadParallel
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
nlopt_bobyqa: Type[NloptBOBYQA] = NloptBOBYQA
nlopt_ccsaq: Type[NloptCCSAQ] = NloptCCSAQ
nlopt_cobyla: Type[NloptCOBYLA] = NloptCOBYLA
Expand Down Expand Up @@ -2781,6 +2803,7 @@ def GradientBased(self) -> GradientBasedLikelihoodLocalAlgorithms:
@dataclass(frozen=True)
class LocalParallelAlgorithms(AlgoSelection):
neldermead_parallel: Type[NelderMeadParallel] = NelderMeadParallel
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
pounders: Type[Pounders] = Pounders
tranquilo: Type[Tranquilo] = Tranquilo
tranquilo_ls: Type[TranquiloLS] = TranquiloLS
Expand Down Expand Up @@ -2847,6 +2870,7 @@ class BoundedScalarAlgorithms(AlgoSelection):
iminuit_migrad: Type[IminuitMigrad] = IminuitMigrad
ipopt: Type[Ipopt] = Ipopt
nag_pybobyqa: Type[NagPyBOBYQA] = NagPyBOBYQA
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
nevergrad_pso: Type[NevergradPSO] = NevergradPSO
nlopt_bobyqa: Type[NloptBOBYQA] = NloptBOBYQA
nlopt_ccsaq: Type[NloptCCSAQ] = NloptCCSAQ
Expand Down Expand Up @@ -2948,6 +2972,7 @@ def Parallel(self) -> BoundedLeastSquaresParallelAlgorithms:

@dataclass(frozen=True)
class BoundedParallelAlgorithms(AlgoSelection):
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
nevergrad_pso: Type[NevergradPSO] = NevergradPSO
pounders: Type[Pounders] = Pounders
pygmo_gaco: Type[PygmoGaco] = PygmoGaco
Expand Down Expand Up @@ -3050,6 +3075,7 @@ def Scalar(self) -> NonlinearConstrainedParallelScalarAlgorithms:
@dataclass(frozen=True)
class ParallelScalarAlgorithms(AlgoSelection):
neldermead_parallel: Type[NelderMeadParallel] = NelderMeadParallel
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
nevergrad_pso: Type[NevergradPSO] = NevergradPSO
pygmo_gaco: Type[PygmoGaco] = PygmoGaco
pygmo_pso_gen: Type[PygmoPsoGen] = PygmoPsoGen
Expand Down Expand Up @@ -3158,6 +3184,7 @@ class GradientFreeAlgorithms(AlgoSelection):
nag_dfols: Type[NagDFOLS] = NagDFOLS
nag_pybobyqa: Type[NagPyBOBYQA] = NagPyBOBYQA
neldermead_parallel: Type[NelderMeadParallel] = NelderMeadParallel
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
nevergrad_pso: Type[NevergradPSO] = NevergradPSO
nlopt_bobyqa: Type[NloptBOBYQA] = NloptBOBYQA
nlopt_cobyla: Type[NloptCOBYLA] = NloptCOBYLA
Expand Down Expand Up @@ -3293,6 +3320,7 @@ class LocalAlgorithms(AlgoSelection):
nag_dfols: Type[NagDFOLS] = NagDFOLS
nag_pybobyqa: Type[NagPyBOBYQA] = NagPyBOBYQA
neldermead_parallel: Type[NelderMeadParallel] = NelderMeadParallel
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
nlopt_bobyqa: Type[NloptBOBYQA] = NloptBOBYQA
nlopt_ccsaq: Type[NloptCCSAQ] = NloptCCSAQ
nlopt_cobyla: Type[NloptCOBYLA] = NloptCOBYLA
Expand Down Expand Up @@ -3363,6 +3391,7 @@ class BoundedAlgorithms(AlgoSelection):
ipopt: Type[Ipopt] = Ipopt
nag_dfols: Type[NagDFOLS] = NagDFOLS
nag_pybobyqa: Type[NagPyBOBYQA] = NagPyBOBYQA
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
nevergrad_pso: Type[NevergradPSO] = NevergradPSO
nlopt_bobyqa: Type[NloptBOBYQA] = NloptBOBYQA
nlopt_ccsaq: Type[NloptCCSAQ] = NloptCCSAQ
Expand Down Expand Up @@ -3500,6 +3529,7 @@ class ScalarAlgorithms(AlgoSelection):
ipopt: Type[Ipopt] = Ipopt
nag_pybobyqa: Type[NagPyBOBYQA] = NagPyBOBYQA
neldermead_parallel: Type[NelderMeadParallel] = NelderMeadParallel
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
nevergrad_pso: Type[NevergradPSO] = NevergradPSO
nlopt_bobyqa: Type[NloptBOBYQA] = NloptBOBYQA
nlopt_ccsaq: Type[NloptCCSAQ] = NloptCCSAQ
Expand Down Expand Up @@ -3629,6 +3659,7 @@ def Local(self) -> LikelihoodLocalAlgorithms:
@dataclass(frozen=True)
class ParallelAlgorithms(AlgoSelection):
neldermead_parallel: Type[NelderMeadParallel] = NelderMeadParallel
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
nevergrad_pso: Type[NevergradPSO] = NevergradPSO
pounders: Type[Pounders] = Pounders
pygmo_gaco: Type[PygmoGaco] = PygmoGaco
Expand Down Expand Up @@ -3678,6 +3709,7 @@ class Algorithms(AlgoSelection):
nag_dfols: Type[NagDFOLS] = NagDFOLS
nag_pybobyqa: Type[NagPyBOBYQA] = NagPyBOBYQA
neldermead_parallel: Type[NelderMeadParallel] = NelderMeadParallel
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
nevergrad_pso: Type[NevergradPSO] = NevergradPSO
nlopt_bobyqa: Type[NloptBOBYQA] = NloptBOBYQA
nlopt_ccsaq: Type[NloptCCSAQ] = NloptCCSAQ
Expand Down
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