Update Egor wrapper to egobox 0.38

docs/src/performant_algs/egor.md

@@ -16,7 +16,7 @@ Egor in modOpt currently requires finite lower and upper bounds on every design
 Problems with unbounded variables are rejected.
 ```
 
-Before using `Egor`, install `egobox`:
+Before using `Egor`, install `egobox` (version 0.38 or later):
 
 ```sh
 pip install egobox
@@ -43,7 +43,9 @@ optimizer = Egor(prob, solver_options={"max_iters": 50, "n_doe": 10, "seed": 42}
 modOpt forwards Egor options through two paths:
 
 - constructor options are passed to `egobox.Egor(...)`
-- runtime options are passed to `Egor.minimize(...)`
+- runtime options (`max_iters`, `seed`, `outdir`, `warm_start`, `hot_start`,
+  `run_info`, `timeout`, `verbose`, `stop_on_error`, `fcstrs`, `fcstr_specs`)
+  are passed to `Egor.minimize(...)`
 
 ```{note}
 For constrained problems, do not pass `solver_options['cstr_specs']` directly.
@@ -62,31 +64,46 @@ The modOpt wrapper builds `cstr_specs` automatically from `cl` and `cu`.
   - Maximum number of Egor iterations. Passed to \
     `minimize()`.
 * - `gp_config`
-  - *egobox.GpConfig*
+  - *egobox.GpConfig*, *dict*, or `None` (`None`)
   - GP configuration used by the optimizer, see \
-    GpConfig for details.
-* - `n_start`
-  - *int* (`20`)
+    GpConfig for details. When `None`, the egobox \
+    default is used.
+* - `infill_n_start`
+  - *int* or `None` (`None`)
   - Number of runs of infill strategy optimizations; \
-    the best result is taken.
+    the best result is taken. When `None`, the \
+    egobox default is used. Replaces the deprecated \
+    `n_start` option.
 * - `n_doe`
   - *int* (`0`)
   - Number of samples of initial LHS sampling, used \
     when DOE is not provided by the user. When 0, \
     the number of points is computed automatically \
     regarding the number of input variables of the \
     function under optimization.
-* - `doe`
+* - `x_doe`
+  - *None*, *list*, *tuple*, or *ndarray* (`None`)
+  - Initial DOE inputs, shape `(ns, nx)`. When \
+    `y_doe` is not given, the `ns` points are \
+    evaluated first. Replaces the deprecated `doe` \
+    option (`doe[:, :nx]`).
+* - `y_doe`
   - *None*, *list*, *tuple*, or *ndarray* (`None`)
-  - Initial DOE containing `ns` samples. Either \
-    `nt = nx` then only `x` is specified and `ns` \
-    evaluations are done to get `y_doe` values, or \
-    `nt = nx + ny` then `x = doe[:, :nx]` and \
-    `y = doe[:, nx:]` are provided.
+  - Outputs at `x_doe`, shape `(ns, 1 + n_cstr)`: \
+    the objective, then the raw values of the \
+    modOpt constraints with at least one finite \
+    bound, in order. Requires `x_doe`.
 * - `infill_strategy`
   - *egobox.InfillStrategy* (`LOG_EI`)
   - Infill criterion used to decide the next \
     promising point.
+* - `feasible_infill_strategy`
+  - *egobox.FeasibleInfillStrategy* (`NONE`)
+  - Strategy to take feasibility into account in the \
+    infill criterion (Expected Feasible Improvement): \
+    `NONE`, `EFI_P`, or `EFI_FE`. `EFI_P` and \
+    `EFI_FE` require `infill_strategy` to be `EI`, \
+    `WB2`, or `WB2S`.
 * - `cstr_infill`
   - *bool* (`False`)
   - Activates the constrained infill criterion, \
@@ -97,7 +114,7 @@ The modOpt wrapper builds `cstr_specs` automatically from `cl` and `cu`.
   - Constraint management strategy for infill; use \
     the mean value or the upper trusted bound.
 * - `qei_config`
-  - *egobox.QEiConfig*
+  - *egobox.QEiConfig*, *dict*, or `None` (`None`)
   - Configuration for parallel qEI, also known as \
     batch or multipoint evaluation. `q` points are \
     selected at each iteration of the EGO algorithm.
@@ -114,11 +131,14 @@ The modOpt wrapper builds `cstr_specs` automatically from `cl` and `cu`.
   - Number of cooperative component groups used by \
     the CoEGO algorithm.
 * - `target`
-  - *float* (`-max_float`)
-  - Known optimum used as a stopping criterion.
+  - *float* or `None` (`None`)
+  - Known optimum used as a stopping criterion. \
+    When `None`, no target is used.
 * - `failsafe_strategy`
   - *egobox.FailsafeStrategy* (`REJECTION`)
-  - Strategy to handle objective computation failure.
+  - Strategy to handle objective computation failure \
+    (NaN values or errors): `REJECTION`, \
+    `IMPUTATION`, or `VIABILITY`.
 * - `seed`
   - *int* or `None` (`None`)
   - Random generator seed to allow computation \
@@ -131,7 +151,7 @@ The modOpt wrapper builds `cstr_specs` automatically from `cl` and `cu`.
   - *bool* (`False`)
   - Start by loading initial DOE from `outdir`.
 * - `hot_start`
-  - *int* or `None` (`None`)
+  - *bool*, *int*, or `None` (`None`)
   - When `True`, `hot_start` behaves like \
     `hot_start = 0` with no iteration extension. \
     When `hot_start >= 0`, the optimizer state is \
@@ -147,15 +167,29 @@ The modOpt wrapper builds `cstr_specs` automatically from `cl` and `cu`.
     stops when the elapsed time exceeds this \
     duration.
 * - `verbose`
-  - *int*, *egobox.Verbosity*, or `None` (`None`)
+  - *int*, *egobox.Verbose*, or `None` (`None`)
   - Logging verbosity level. Default is `None`, \
     which means `Verbose.ERROR` and possible \
     control by the `EGOBOX_LOG` environment \
     variable.
-* - `cstr_tol`
-  - *None*, *list*, *tuple*, or *ndarray* (`None`)
-  - List of tolerances for constraints to be \
-    satisfied (`cstr < tol`).
+* - `stop_on_error`
+  - *bool* (`False`)
+  - If `True`, terminate the optimization when the \
+    objective function raises an error. Otherwise, \
+    the error is handled according to \
+    `failsafe_strategy`.
+* - `cstr_tols`
+  - *None*, *float*, *list*, *tuple*, or *ndarray* \
+    (`None`)
+  - Constraint violation tolerances: a scalar, or one \
+    value per modOpt constraint with at least one \
+    finite bound. Each one is set as the tolerance \
+    of the corresponding `CstrSpec`. Use `CstrSpec` \
+    tolerances in `fcstr_specs` for function \
+    constraints. For equality and double-sided \
+    constraints, the single value applies to both \
+    internal `c(x) <= 0` constraints. Replaces the \
+    deprecated `cstr_tol` option.
 * - `cstr_specs`
   - *None*, *list*, or *tuple* (`None`)
   - Optional list of `CstrSpec` objects describing \
@@ -170,10 +204,20 @@ The modOpt wrapper builds `cstr_specs` automatically from `cl` and `cu`.
     function constraint.
 ```
 
+```{note}
+`n_start`, `doe` and `cstr_tol` are deprecated, use `infill_n_start`, `x_doe`/`y_doe`
+and `cstr_tols` instead.
+They still work but emit a `DeprecationWarning`.
+```
+
+In the results, `y_doe` holds the objective followed by the raw values of the
+modOpt constraints with at least one finite bound, as for the `y_doe` option.
+
 ```{note}
 Detailed information on `egobox` objects can be retrieved using the python interpreter. See example below. 
 ```
 ```bash
 > python
+>>> import egobox
 >>> help(egobox.GpConfig) 
 ```

modopt/__init__.py

@@ -1,4 +1,4 @@
-__version__ = '0.3.1'
+__version__ = '0.4.0'
 
 # import modopt base classes
 from modopt.core.optimizer import Optimizer