optimization-algorithms

Issue description

When using callbacks like ens::ProgessBar or similar, and the optimization terminates partway through an epoch due to a convergence check, the output can be confusing:

Epo

It would be great to have the Powell algorithm like in scipy optimize: https://docs.scipy.org/doc/scipy/reference/optimize.minimize-powell.html#optimize-minimize-powell

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.