Add CMAES optimizer from nevergrad

[gauravmanmode]

Hi @janosg
I am wrapping the CMA-ES optimizer from nevergrad
Will be adding tests and docs shortly.
Referring from the discussion in the existing PR's and issues,
some things I have experimented with are:

1. Refactor code (use helper function nevergrad_internal to simplify code)
2. Tried using a custom executor that call problem.batch_fun inside
   Using a CustomExecutor, for time consuming objective functions, benchmarking reveals
   ,
   whereas with lightweight objective functions, n_cores = 1 seemed more preferrable

Is this in the right direction?

[janosg]

Hi @gauravmanmode, thanks for the PR.

I definitely like the idea of your nevergrad_internal function. We currently have several independent nevergrad PRs open and a function like this is good to avoid code duplication.

Regarding the Executor: There was an argument brought forward by @r3kste that suggests it would be better to use the low-level ask-and-tell interface if we want to support parallelism. While I still think the solution with the custom Executor can be made to work, I think that the ask-and-tell interface is simpler and more readable for this.

[janosg]

Currently your tests fail because nevergrad is not compatible with numpy 2.0 and higher. You can pin numpy in the environment file for now.

[janosg]

Or better: Install nevergrad via pip instead of conda. The conda version is outdated. Then you don't need to pin any numpy versions.