Scipy Optimizer trust-constr does not work

[LeonardSchmiester]

Optimization with trust-constr from scipy does not work currently because the default options we set for scipy are not known to trust-constr. Therefore optimization stops with:

start 0 failed: _minimize_trustregion_constr() got an unexpected keyword argument 'max_nfev'

@yannikschaelte pointed out, that also for some other optimizer there are warnings regarding not supported options (see https://github.com/ICB-DCM/pyPESTO/runs/2225587545?check_suite_focus=true#step:6:1169)

[yannikschaelte]

I think we'll want a more intelligent method-specific setting of hyperparameters.

[yannikschaelte]

@LoosC , you here?

[FFroehlich]

This is probably the result of scipy better harmonizing the optimization interfaces. Simply removing the specific mapping of maxiter to max_nfev for trust_constr should fix the issue.

[FFroehlich]

maxiter/max_nfev appears to be fixed in #283 (about a year before this issue was posted?). I think the actual issue is ftol, which shouldn't be set with a default for trust-constr.

[yannikschaelte]

@PaulJonasJost this should be related to #778

[PaulJonasJost]

@PaulJonasJost this should be related to #778

@yannikschaelte, @LeonardSchmiester could this perhaps have been fixed by #803?