optimization-algorithms

PR #149 implements the NSGA2 optimizer, this issue is a prompt to add other multi-objective optimizers like:

• Directed Search Domain
• Successive Pareto Optimization
• PGEN
  etc.

More information on the various methods o

Currently checkpoints can only be written to disk. It would be better if users could write their own checkpointing mechanisms. In order to do so, a checkpointing trait should be defined. This could be implemented similar to [observers](https://github.com/argmin-rs/argmin/blob/master/s

Some problems/algorithms seem to have an inconsistent python exposition in terms of types.

For instance, in ../src/problems/dtlz.cpp we have:

dtlz::dtlz(unsigned prob_id, vector_double::size_type dim, vector_double::size_type fdim, unsigned alpha)

But in the ../pygmo/expose_problems_0.cpp it is exposed as:

dtlz_p.def(bp::init<unsigned, unsigned, unsigned, unsigned>

I

Implementing jSO algorithm to existing library.