Remove simopt optimizers.

OpenSourceEconomics · Jul 10, 2024 · 2191fd4 · 2191fd4
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diff --git a/.envs/testenv-linux.yml b/.envs/testenv-linux.yml
@@ -28,7 +28,6 @@ dependencies:
       - Py-BOBYQA  # dev, tests
       - fides==0.7.4  # dev, tests
       - kaleido  # dev, tests
-      - simoptlib==1.0.1  # dev, tests
       - pandas-stubs  # dev, tests
       - types-cffi  # dev, tests
       - types-openpyxl  # dev, tests

diff --git a/.envs/testenv-others.yml b/.envs/testenv-others.yml
@@ -27,7 +27,6 @@ dependencies:
       - Py-BOBYQA  # dev, tests
       - fides==0.7.4  # dev, tests
       - kaleido  # dev, tests
-      - simoptlib==1.0.1  # dev, tests
       - pandas-stubs  # dev, tests
       - types-cffi  # dev, tests
       - types-openpyxl  # dev, tests

diff --git a/.envs/testenv-pandas.yml b/.envs/testenv-pandas.yml
@@ -26,7 +26,6 @@ dependencies:
       - Py-BOBYQA  # dev, tests
       - fides==0.7.4  # dev, tests
       - kaleido  # dev, tests
-      - simoptlib==1.0.1  # dev, tests
       - types-cffi  # dev, tests
       - types-openpyxl  # dev, tests
       - -e ../
diff --git a/CHANGES.md b/CHANGES.md
@@ -5,7 +5,23 @@ chronological order. We follow [semantic versioning](https://semver.org/) and al
 releases are available on [Anaconda.org](https://anaconda.org/OpenSourceEconomics/estimagic).
 
 Following the [scientific python guidelines](https://scientific-python.org/specs/spec-0000/)
-we drop the official support for Python 3.8.
+we drop the official support for Python 3.9.
+
+
+## 0.5.0
+
+This is a major release with several breaking changes and deprecations. On a high level,
+the major changes are:
+
+- Implement EP-02: Static typing
+- Implement EP-03: Alignment with SciPy
+- Rename the package from `estimagic` to `optimagic` (while keeping the `estimagic`
+  namespace for the estimation capabilities).
+
+### Breaking changes
+
+- {gh}`500` removes the dashboard, the support for simopt optimizers and the
+  `derivative_plot` ({ghuser}`janosg`)
 
 
 ## 0.4.6

diff --git a/docs/source/algorithms.md b/docs/source/algorithms.md
@@ -3894,134 +3894,6 @@ addition to estimagic when using an NLOPT algorithm. To install nlopt run
       10 * (number of parameters + 1).
 ```
 
-## The SimOpt Optimizers (simopt)
-
-estimagic supports the following [SimOpt](https://github.com/simopt-admin/simopt)
-algorithms. Please add the
-[appropriate citations](https://github.com/simopt-admin/simopt) in addition to estimagic
-when using a SimOpt algorithm. To install simopt run `pip install simoptlib==1.0.1`.
-
-```{eval-rst}
-.. dropdown:: simopt_adam
-
-    .. code-block::
-
-        "simopt_adam"
-
-    Minimize a scalar function using the ADAM algorithm from SimOpt.
-
-    - **stopping_max_iterations** (int): If the maximum number of iterations is reached,
-      the optimization stops, but we do not count this as convergence.
-    - **crn_across_solns** (bool): Use CRN across solutions? Default True.
-    - **r** (int): Number of replications taken at each solution. Default 1.
-    - **beta_1** (float): Exponential decay of the rate for the first moment estimates.
-      Default 0.9.
-    - **beta_2** (float): Exponential decay rate for the second-moment estimates.
-      Default 0.999.
-    - **alpha** (float): Step size. Default 1.0.
-    - **epsilon** (float): A small value to prevent zero-division. Default 10e-8.
-    - **sensitivity** (float): Shrinking scale for variable bounds. Default 10e-7.
-```
-
-```{eval-rst}
-.. dropdown:: simopt_astrodf
-
-    .. code-block::
-
-        "simopt_astrodf"
-
-    Minimize a scalar function using the ASTRODF algorithm from SimOpt.
-
-    - **stopping_max_iterations** (int): If the maximum number of iterations is reached,
-      the optimization stops, but we do not count this as convergence.
-    - **bounds_padding** (float): Subtract (add) this value of the bounds which will be
-      used by ASTRODF internally. Default 1e-8.
-    - **crn_across_solns** (bool): Use CRN across solutions? Default True.
-    - **delta_max** (float): Maximum value of the trust-region radius. Default 50.0
-    - **eta_1** (float): Threshhold for a successful iteration. Default 0.1.
-    - **eta_2** (float): Threshhold for a very successful iteration. Default 0.5.
-    - **gamma_1** (float): Very successful step trust-region radius increase. Default
-      2.0.
-    - **gamma_2** (float): Unsuccessful step trust-region radius decrease. Default 0.5.
-    - **w** (float): Trust-region radius rate of shrinkage in contracation loop. Default
-      0.85.
-    - **mu** (int): Trust-region radius ratio upper bound in contraction loop. Default
-      1000.
-    - **beta** (int): Trust-region radius ratio lower bound in contraction loop. Default
-      10.
-    - **lambda_min** (int): Minimum sample size value. Default 8.
-    - **simple_solve** (bool): Solve subproblem with Cauchy point (rough approximate)?
-      Default False.
-    - **criticality_select** (bool): Skip contraction loop if not near critical
-      region? Default True.
-    - **criticality_threshold** (float): Threshold on gradient norm indicating
-      near-critical region. Default 0.1.
-
-    .. note::
-        To get more accurate results in the case of bounds we revert the subtraction of
-        a large value from the bounds that is done internally in simopt.
-        Since the algorithm is numerically instable in the case of binding bounds
-        without this substraction, we subtract a (small) value defined by
-        ``bounds_padding``. See the ASTRODF `source code
-        <https://tinyurl.com/5fxcvw2k>`_ for details.
-
-```
-
-```{eval-rst}
-.. dropdown:: simopt_spsa
-
-    .. code-block::
-
-        "simopt_spsa"
-
-    Minimize a scalar function using the SPSA algorithm from SimOpt.
-
-    - **stopping_max_iterations** (int): If the maximum number of iterations is reached,
-      the optimization stops, but we do not count this as convergence.
-    - **crn_across_solns** (bool): Use CRN across solutions? Default True.
-    - **alpha** (float): Non-negative coefficient in the SPSA gain sequecence ak.
-      Default 0.602.
-    - **gamma** (float): Non-negative coefficient in the SPSA gain sequence ck. Default
-      0.101.
-    - **step** (float): Initial desired magnitude of change in the theta elements.
-      Default 0.5.
-    - **gavg** (int): Averaged SP gradients used per iteration. Default 1.
-    - **n_reps** (int): Number of replications takes at each solution. Default 2.
-    - **n_loss** (int): Number of loss function evaluations used in this gain
-      calculation. Default 2.
-    - **eval_pct** (float): Percentage of the expected number of loss evaluations per
-      run. Default 2/3.
-    - **iter_pct** (float): Percentage of the maximum expected number of iterations.
-      Default 0.1.
-```
-
-```{eval-rst}
-.. dropdown:: simopt_strong
-
-    .. code-block::
-
-        "simopt_strong"
-
-    Minimize a scalar function using the STRONG algorithm from SimOpt.
-
-    - **stopping_max_iterations** (int): If the maximum number of iterations is reached,
-      the optimization stops, but we do not count this as convergence.
-    - **crn_across_solns** (bool): Use CRN across solutions? Default True.
-    - **n0** (int): Initial sample size Default 10.
-    - **n_r** (int): Number of replications taken at each solution. Default 1.
-    - **sensitivity** (float): Shrinking scale for VarBds. Default 10e-7.
-    - **delta_threshold** (float): Maximum value of the radius. Default 1.2.
-    - **delta_T** (float): Initial size of trust region. Default 2.0.
-    - **eta_0** (float): Constant for accepting. Default 0.01.
-    - **eta_1** (float): Constant for more confident accepting. Default 0.3.
-    - **gamma_1** (float): Constant for shrinking the trust region. Default 0.9.
-    - **gamma_2** (float): Constant for expanding the trust region. Default 1.11.
-    - **lambda** (int): Magnifying factor for n_r inside the finite difference function.
-      Default 2.
-    - **lambda_2** (float): Magnifying factor for n_r in stage I and stage II. Default
-      1.01.
-```
-
 ## References
 
 ```{eval-rst}

diff --git a/environment.yml b/environment.yml
@@ -45,7 +45,6 @@ dependencies:
       - gif[matplotlib]  # dev
       - kaleido  # dev, tests
       - pre-commit  # dev
-      - simoptlib==1.0.1  # dev, tests
       - -e .  # dev
       # type stubs
       - pandas-stubs  # dev, tests

diff --git a/pyproject.toml b/pyproject.toml
@@ -194,7 +194,6 @@ module = [
     "estimagic.optimization.process_results",
     "estimagic.optimization.pygmo_optimizers",
     "estimagic.optimization.scipy_optimizers",
-    "estimagic.optimization.simopt_optimizers",
     "estimagic.optimization.tao_optimizers",
     "estimagic.optimization.tiktak",
     "estimagic.optimization.tranquilo",
@@ -280,9 +279,6 @@ module = [
     "bokeh.command",
     "bokeh.command.util",
     "fides",
-    "simopt",
-    "simopt.base",
-    "simopt.experiment_base",
     "petsc4py",
     "tranquilo",
     "tranquilo.tranquilo",

diff --git a/src/estimagic/algorithms.py b/src/estimagic/algorithms.py
@@ -10,7 +10,6 @@
     pounders,
     pygmo_optimizers,
     scipy_optimizers,
-    simopt_optimizers,
     tao_optimizers,
     tranquilo,
 )
@@ -22,7 +21,6 @@
     nlopt_optimizers,
     pygmo_optimizers,
     scipy_optimizers,
-    simopt_optimizers,
     tao_optimizers,
     bhhh,
     neldermead,

diff --git a/src/estimagic/config.py b/src/estimagic/config.py
@@ -81,13 +81,6 @@
 else:
     IS_JAX_INSTALLED = True
 
-try:
-    import simopt  # noqa: F401
-except ImportError:
-    IS_SIMOPT_INSTALLED = False
-else:
-    IS_SIMOPT_INSTALLED = True
-
 
 try:
     import tranquilo  # noqa: F401