ENHANCEMENT: Implemented cyipopt minimize_ipopt

[RageTechDev]

Description

Alternative optimization algorithm implemented: cyipopt minimize_ipopt #12

Type of PR

• [ ] Other: Enhancement

Checklist for PR

• [ ] Authors read the contribution guidelines
• [ ] The pull request is from an issue branch (not main) on your fork, to the main branch in WecOptTool.
• [ ] The authors have given the admins edit access
• [ ] All changes adhere to the style guide including PEP8, Docstrings, and Type Hints.
• [ ] Modified the documentation if applicable
• [ ] Modified or added a new test
• [ ] All tests pass
• [ ] Reference or close any relevant issues

[RageTechDev]

I made another commit removing the comments regarding the callback implementation no longer being used and the unnecessary import. I also noticed that there were no changes made to the tutorials, the only thing I did was test two of them and make sure they worked. After that I restarted the Kernel and cleared all outputs, it might be detecting that as a change?

[jtgrasb]

Thanks for making those updates. The tutorials can be a bit finnicky to work with for these PRs. It looks like the outputs are still recorded in the PR here, so you should clear all outputs again and then go to edit notebook metadata and make sure the display name and version are the same as the default. The goal here is that neither of the tutorials show up in the Files Changed section on this PR.

[jorgeypcb]

Awesome, thanks for the heads up. It should be correct now. Not showing changes to the tutorials!

[coveralls]

Pull Request Test Coverage Report for Build 9130293491

Warning: This coverage report may be inaccurate.

This pull request's base commit is no longer the HEAD commit of its target branch. This means it includes changes from outside the original pull request, including, potentially, unrelated coverage changes.

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Details

• 2 of 2 (100.0%) changed or added relevant lines in 1 file are covered.
• 11 unchanged lines in 1 file lost coverage.
• Overall coverage decreased (-0.09%) to 94.538%

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Files with Coverage Reduction	New Missed Lines	%
wecopttool/core.py	11	92.55%
<!--	Total:	11		-->

Totals
Change from base Build 9018937250:	-0.09%
Covered Lines:	2752
Relevant Lines:	2911

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💛 - Coveralls

[ryancoe]

@jtgrasb - Please take a closer at this and compare scipy.minimize with cyipopt for case(s) where we struggle to get good solutions (e.g., when we need to tweak the scaling a lot and/or provide specific initial guess). @michaelcdevin - Please hold off on tagging v3.0 until we figure out how we're going to handle this.

[jtgrasb]

According to cyipopt's documentation, the following differences when compared to scipy.optimize.minimize(): "Differences compared to scipy.optimize.minimize() include:

• A different default method: when method is not provided, Ipopt is used to solve the problem.
• Support for parameter kwargs: additional keyword arguments to be passed to the objective function, constraints, and their derivatives.
• Lack of support for callback and hessp with the default method."

When testing the tutorials side-by-side with scipy and cyipopt as currently implemented, there are no observable differences. The first difference stated above is not applied because we are still specifying 'SLSQP' as the solver method. If we leave the method section empty, we can leverage the interior point method, so this is worth exploring here.

Further differences may come with a shift to cyipopt's Problem Interface. The problem interface will require a restructuring of how the optimization problem is defined.