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[OptApp] Adding support for PyROL Library #12727

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@Igarizza Igarizza commented Oct 4, 2024

📝 Description
PR adds Python wrapper
This pull request introduces significant enhancements to the OptimizationApplication by integrating the PyRol library and improving existing algorithms. The most important changes include adding new PyRol algorithms, updating existing algorithms, and introducing standardized objective and constraint classes for PyRol.

  • The current version only tests unconstrained problems. I don't have a proper setup for algorithms to test constraint problems + one I got from Facundo requires Hessian computation =(

Integration of PyRol Library:

Enhancements to Existing Algorithms:

Standardized Objective and Constraint Classes for PyRol:

Additional Changes:

Please mark the PR with the appropriate tags:

  • Api Breaker, Mpi, etc...

🆕 Changelog
Please summarize the changes in one list to generate the changelog:
E.g.

  • Added feature X to Y
  • Added Foo Application
  • Fixed X (#XXXX Reference to issue if apply)
  • etc...

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