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Jul 19, 2025
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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
2238658
Merge branch 'main' into nevergrad-OneplusOne
gauravmanmode May 23, 2025
80c7e63
is global=true and default gaussian
gulshan-123 May 25, 2025
4fd75fe
Finalise documentation with suggestions fixed
gulshan-123 May 25, 2025
b662d8c
added docs clarification and improve typehinting
gulshan-123 May 26, 2025
95a671c
Update algorithms.md
gauravmanmode Jun 23, 2025
d263653
Move documentation to docstring and fixes
gauravmanmode Jun 23, 2025
7395742
[pre-commit.ci] auto fixes from pre-commit.com hooks
pre-commit-ci[bot] Jun 23, 2025
91110f5
Update refs.bib
gauravmanmode Jun 23, 2025
e695910
Update nevergrad_optimizers.py
gauravmanmode Jun 23, 2025
89d760f
[pre-commit.ci] auto fixes from pre-commit.com hooks
pre-commit-ci[bot] Jun 23, 2025
91540a7
Merge branch 'main' into nevergrad-OneplusOne
janosg Jun 30, 2025
4c9d284
support both None and "none"
gauravmanmode Jul 2, 2025
cde3030
[pre-commit.ci] auto fixes from pre-commit.com hooks
pre-commit-ci[bot] Jul 2, 2025
b08d370
Update nevergrad_optimizers.py
gauravmanmode Jul 2, 2025
1cc28ed
Merge branch 'main' into nevergrad-OneplusOne
gauravmanmode Jul 9, 2025
710bba9
Merge branch 'main' into nevergrad-OneplusOne
gauravmanmode Jul 19, 2025
e7619bc
add decorator fields, move docstring to docs
gauravmanmode Jul 19, 2025
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43 changes: 43 additions & 0 deletions docs/source/refs.bib
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Expand Up @@ -927,4 +927,47 @@ @InProceedings{Zambrano2013
doi = {10.1109/CEC.2013.6557848},
}

@book{Rechenberg1973,
author = {Rechenberg, Ingo},
title = {Evolutionsstrategie: Optimierung technischer Systeme nach Prinzipien der biologischen Evolution},
publisher = {Frommann-Holzboog Verlag},
year = {1973},
url = {https://gwern.net/doc/reinforcement-learning/exploration/1973-rechenberg.pdf},
address = {Stuttgart},
note = {[Evolution Strategy: Optimization of Technical Systems According to the Principles of Biological Evolution]}
}

@article{Schumer1968,
author={Schumer, M. and Steiglitz, K.},
journal={IEEE Transactions on Automatic Control},
title={Adaptive step size random search},
year={1968},
volume={13},
number={3},
pages={270-276},
keywords={Minimization methods;Gradient methods;Search methods;Adaptive control;Communication systems;Q measurement;Cost function;Newton method;Military computing},
doi={10.1109/TAC.1968.1098903}
}

@misc{doerr2017,
title={Fast Genetic Algorithms},
author={Benjamin Doerr and Huu Phuoc Le and Régis Makhmara and Ta Duy Nguyen},
year={2017},
eprint={1703.03334},
archivePrefix={arXiv},
primaryClass={cs.NE},
url={https://arxiv.org/abs/1703.03334},
}

@misc{dang2016,
title={Self-adaptation of Mutation Rates in Non-elitist Populations},
author={Duc-Cuong Dang and Per Kristian Lehre},
year={2016},
eprint={1606.05551},
archivePrefix={arXiv},
primaryClass={cs.NE},
url={https://arxiv.org/abs/1606.05551},
}


@Comment{jabref-meta: databaseType:bibtex;}
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 @@ -172,6 +172,7 @@ def Scalar(

@dataclass(frozen=True)
class BoundedGlobalGradientFreeParallelScalarAlgorithms(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 @@ -366,6 +367,7 @@ def Scalar(self) -> BoundedGlobalGradientFreeNonlinearConstrainedScalarAlgorithm

@dataclass(frozen=True)
class BoundedGlobalGradientFreeScalarAlgorithms(AlgoSelection):
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
nevergrad_pso: Type[NevergradPSO] = NevergradPSO
nlopt_crs2_lm: Type[NloptCRS2LM] = NloptCRS2LM
nlopt_direct: Type[NloptDirect] = NloptDirect
Expand Down Expand Up @@ -406,6 +408,7 @@ def Parallel(self) -> BoundedGlobalGradientFreeParallelScalarAlgorithms:

@dataclass(frozen=True)
class BoundedGlobalGradientFreeParallelAlgorithms(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 @@ -462,6 +465,7 @@ def Scalar(self) -> GlobalGradientFreeNonlinearConstrainedParallelScalarAlgorith

@dataclass(frozen=True)
class GlobalGradientFreeParallelScalarAlgorithms(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 @@ -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 @@ -705,6 +710,7 @@ def Scalar(self) -> BoundedGlobalNonlinearConstrainedParallelScalarAlgorithms:

@dataclass(frozen=True)
class BoundedGlobalParallelScalarAlgorithms(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 @@ -1032,6 +1038,7 @@ def Local(self) -> GradientBasedLocalNonlinearConstrainedScalarAlgorithms:

@dataclass(frozen=True)
class BoundedGlobalGradientFreeAlgorithms(AlgoSelection):
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
nevergrad_pso: Type[NevergradPSO] = NevergradPSO
nlopt_crs2_lm: Type[NloptCRS2LM] = NloptCRS2LM
nlopt_direct: Type[NloptDirect] = NloptDirect
Expand Down Expand Up @@ -1096,6 +1103,7 @@ def Scalar(self) -> GlobalGradientFreeNonlinearConstrainedScalarAlgorithms:

@dataclass(frozen=True)
class GlobalGradientFreeScalarAlgorithms(AlgoSelection):
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
nevergrad_pso: Type[NevergradPSO] = NevergradPSO
nlopt_crs2_lm: Type[NloptCRS2LM] = NloptCRS2LM
nlopt_direct: Type[NloptDirect] = NloptDirect
Expand Down Expand Up @@ -1140,6 +1148,7 @@ def Parallel(self) -> GlobalGradientFreeParallelScalarAlgorithms:

@dataclass(frozen=True)
class GlobalGradientFreeParallelAlgorithms(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 @@ -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 @@ -1529,6 +1541,7 @@ def Scalar(self) -> BoundedGlobalNonlinearConstrainedScalarAlgorithms:

@dataclass(frozen=True)
class BoundedGlobalScalarAlgorithms(AlgoSelection):
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
nevergrad_pso: Type[NevergradPSO] = NevergradPSO
nlopt_crs2_lm: Type[NloptCRS2LM] = NloptCRS2LM
nlopt_direct: Type[NloptDirect] = NloptDirect
Expand Down Expand Up @@ -1578,6 +1591,7 @@ def Parallel(self) -> BoundedGlobalParallelScalarAlgorithms:

@dataclass(frozen=True)
class BoundedGlobalParallelAlgorithms(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 @@ -1647,6 +1661,7 @@ def Scalar(self) -> GlobalNonlinearConstrainedParallelScalarAlgorithms:

@dataclass(frozen=True)
class GlobalParallelScalarAlgorithms(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 @@ -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 @@ -2141,6 +2157,7 @@ def Local(self) -> GradientBasedLikelihoodLocalAlgorithms:

@dataclass(frozen=True)
class GlobalGradientFreeAlgorithms(AlgoSelection):
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
nevergrad_pso: Type[NevergradPSO] = NevergradPSO
nlopt_crs2_lm: Type[NloptCRS2LM] = NloptCRS2LM
nlopt_direct: Type[NloptDirect] = NloptDirect
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 @@ -2447,6 +2467,7 @@ def Scalar(self) -> GradientFreeParallelScalarAlgorithms:

@dataclass(frozen=True)
class BoundedGlobalAlgorithms(AlgoSelection):
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
nevergrad_pso: Type[NevergradPSO] = NevergradPSO
nlopt_crs2_lm: Type[NloptCRS2LM] = NloptCRS2LM
nlopt_direct: Type[NloptDirect] = NloptDirect
Expand Down Expand Up @@ -2529,6 +2550,7 @@ def Scalar(self) -> GlobalNonlinearConstrainedScalarAlgorithms:

@dataclass(frozen=True)
class GlobalScalarAlgorithms(AlgoSelection):
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
nevergrad_pso: Type[NevergradPSO] = NevergradPSO
nlopt_crs2_lm: Type[NloptCRS2LM] = NloptCRS2LM
nlopt_direct: Type[NloptDirect] = NloptDirect
Expand Down Expand Up @@ -2582,6 +2604,7 @@ def Parallel(self) -> GlobalParallelScalarAlgorithms:

@dataclass(frozen=True)
class GlobalParallelAlgorithms(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 @@ -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 @@ -3229,6 +3256,7 @@ def Scalar(self) -> GradientFreeScalarAlgorithms:

@dataclass(frozen=True)
class GlobalAlgorithms(AlgoSelection):
nevergrad_oneplusone: Type[NevergradOnePlusOne] = NevergradOnePlusOne
nevergrad_pso: Type[NevergradPSO] = NevergradPSO
nlopt_crs2_lm: Type[NloptCRS2LM] = NloptCRS2LM
nlopt_direct: Type[NloptDirect] = NloptDirect
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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