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

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.