pyPESTO Scipy Optimizer trust-constr does not work

Optimization with trust-constr from scipy does not work currently because the default options we set for scipy are not known to trust-constr. Therefore optimization stops with:

start 0 failed: _minimize_trustregion_constr() got an unexpected keyword argument 'max_nfev'

@yannikschaelte pointed out, that also for some other optimizer there are warnings regarding not supported options (see https://github.com/ICB-DCM/pyPESTO/runs/2225587545?check_suite_focus=true#step:6:1169)

Mar 30 '21 09:03 LeonardSchmiester

I think we'll want a more intelligent method-specific setting of hyperparameters.

Mar 30 '21 09:03 yannikschaelte

@LoosC , you here?

Mar 30 '21 10:03 yannikschaelte

This is probably the result of scipy better harmonizing the optimization interfaces. Simply removing the specific mapping of maxiter to max_nfev for trust_constr should fix the issue.

Mar 30 '21 15:03 FFroehlich

maxiter/max_nfev appears to be fixed in https://github.com/ICB-DCM/pyPESTO/pull/283 (about a year before this issue was posted?). I think the actual issue is ftol, which shouldn't be set with a default for trust-constr.

Aug 03 '21 18:08 FFroehlich

@PaulJonasJost this should be related to #778

Dec 22 '21 07:12 yannikschaelte

@PaulJonasJost this should be related to #778

@yannikschaelte, @LeonardSchmiester could this perhaps have been fixed by #803?

May 18 '22 08:05 PaulJonasJost