Add OptimizationSciPy wrapper package #917
Description
Add a wrapper that calls https://docs.scipy.org/doc/scipy/reference/optimize.html under the hood as a sublibrary. OptimizationNLopt is probably the best example of such a wrapper library code to start from https://github.com/SciML/Optimization.jl/blob/v4.3.0/lib/OptimizationNLopt/src/OptimizationNLopt.jl. The pieces that are likely the most useful are the global optimizers, but it would be good to expose all of the solvers as new algorithms.
This old piece of code from BlackBoxOptimizationBenchmarking.jl is decent starter code, though this should be setup to use the more modern https://github.com/JuliaPy/PythonCall.jl as the way to wrap the Python calls.