[lmoneta]

This is an updated PR of #507 that is an update of #40.

As a reminder, this PR integrates a new minimizer in ROOT, CMA-ES see https://github.com/beniz/libcmaes/ .

It rebases the new commits from @beniz to the current master and fixes the Eigen configuration issue.

[phsft-bot]

Starting build on ROOT-debian10-i386/cxx14, ROOT-performance-centos8-multicore/default, ROOT-fedora30/cxx14, ROOT-fedora31/noimt, ROOT-ubuntu16/nortcxxmod, mac1014/python3, mac11.0/cxx17, windows10/cxx14
How to customize builds

[phsft-bot]

Build failed on mac11.0/cxx17.
Running on macphsft20.dyndns.cern.ch:/Users/sftnight/build/workspace/root-pullrequests-build
See console output.

Failing tests:

• projectroot.runtutorials.tutorial_fit_cmaes_fit2a
• projectroot.runtutorials.tutorial_fit_cmaesFullBench

[beniz]

@lmoneta Hi, happy to see this moving forward! FYI libcmaes recently went under the same umbrella as the other CMA-ES reference implementations, https://github.com/CMA-ES/libcmaes. Don't hesitate to file issues if we can help with integration from the libcmaes side.

[phsft-bot]

Build failed on ROOT-performance-centos8-multicore/default.
Running on null:/data/sftnight/workspace/root-pullrequests-build
See console output.

Failing tests:

• projectroot.runtutorials.tutorial_fit_cmaes_fit2a
• projectroot.runtutorials.tutorial_fit_cmaesFullBench

[omazapa]

this is awesome @lmoneta and @beniz
I am so happy to see this code and glad to be a reviewer.

Let's see my comments in the files :D

[omazapa]

I leave some comments about some small details in the code.

I am still running some tests and tutorials, which is taking some time.

[lmoneta]

@beniz, sorry for starting this after a long time, but I think it is good to have this library integrated in ROOT.
I see now cameos can early build with cmake and this will make it easier to also download and install the library automatically.
I will try to fix issues from the ROOT side myself, but feel free to comment and correct me

[guitargeek]

Dear @beniz, dear @lmoneta,

I am closing this PR, and with it the CMA-ES integration effort that started with #40 in 2014 and continued in #507. First of all, thank you, @beniz, for the work and for the patience: you rebased and answered every request for years, and this PR never got the technical review it deserved. That is on us, not on the contribution.

The reason for closing is a change of direction rather than a problem with the code. ROOT no longer wants to integrate external minimizer libraries as plugins, each with its own build option, bundled dependencies and tutorials to maintain. We made the same decision for the SciPy minimizer in #12997 (comment). I want to rather go in the opposite direction: ROOT exposes its functions, likelihoods and gradients through plain callable interfaces, and users bring whichever optimizer library fits their problem. For this PR I observe:

• A libcmaes build option with a builtin_cmaes path that downloads and compiles Eigen3 and libcmaes is a dependency we would carry forever, in CI and in every packaged distribution.
• The changes to Factory.cxx and MinimizerOptions.cxx special-case the new minimizer inside mathcore, so it would not be an optional plugin in practice.
• Seven new tutorials and four test executables would run in CI for a feature that, over twelve years, no user asked for on our tracker.

But I don't think this ROOT integration is needed. libcmaes already minimizes any std::function, and a ROOT::Math::IMultiGenFunction or a RooFit likelihood can be handed to it in a few lines. I would be glad to link to libcmaes itself (https://github.com/CMA-ES/libcmaes) from the ROOT and RooFit documentation, if it turns out to be useful for the users who also use ROOT.

Thanks again to both of you!