Wrapping more solvers

[bluescarni]

A dump of solvers/algorithms that might be useful to have in pagmo:

• https://projects.coin-or.org/Ipopt ipopt (this was available in pagmo 1.x, potential issues compiling it on windows as it requires a fortran compiler) (Ipopt #92)
• https://www.ime.usp.br/~egbirgin/tango/codes.php#algencan Algencan (GPL) An nlp solver (classic alternative to ipopt, fully open but fortran with C API). I actually downloaded it and the interface looks very similar to IPOPT. Should be easy to develop the pagmo/pygmo interface.
• https://www.gerad.ca/nomad/Project/Home.html Nomad a minlp solver (not many of this type and fully open!)
• https://www.gnu.org/software/gsl/manual/html_node/Multidimensional-Minimization.html the GSL minimisers (these were available in pagmo 1.x)
• https://docs.scipy.org/doc/scipy/reference/tutorial/optimize.html the scipy solvers (these were available in pagmo 1.x, python-only)
• http://ceres-solver.org/ the ceres solver (unsure about the degree of overlap with pagmo's domain)
• https://github.com/PatWie/CppNumericalSolvers collection of C++ solvers (first time I hear of this)
• NSGA III - An open sorce cpp implementation can be found here http://web.ntnu.edu.tw/~tcchiang/publications/nsga3cpp/nsga3cpp.htm (though unofficial)

A couple of LBFGS implementations:

• https://yixuan.cos.name/LBFGSpp/
• http://www.chokkan.org/software/liblbfgs/

[dhellfeld]

Why were the scipy solvers dropped between pagmo 1 and 2?

[bluescarni]

@dhellfeld Yes, but they will be added back to pagmo 2 soon.

[Sceki]

• https://github.com/fmfn/BayesianOptimization . It would be useful to have Bayesian Optimization in pagmo2. I found this software through google search and it seems to have a similar structure to pagmo2.