Add Ipopt factory for use with SacessOptimizer

... to forward the overall wall time limit to Ipopt.

pypesto/optimize/ess/__init__.py

@@ -9,6 +9,7 @@
 from .refset import RefSet
 from .sacess import (
     SacessFidesFactory,
+    SacessIpoptFactory,
     SacessOptimizer,
     SacessOptions,
     get_default_ess_options,

pypesto/optimize/ess/sacess.py

@@ -1248,6 +1248,52 @@ def __repr__(self):
         return f"{self.__class__.__name__}(fides_options={self._fides_options}, fides_kwargs={self._fides_kwargs})"
 
 
+class SacessIpoptFactory:
+    """Factory for :class:`IpoptOptimizer` instances for use with :class:`SacessOptimizer`.
+
+    :meth:`__call__` will forward the walltime limit and function evaluation
+    limit imposed on :class:`SacessOptimizer` to :class:`IpoptOptimizer`.
+    Besides that, default options are used.
+
+
+    Parameters
+    ----------
+    ipopt_options:
+        Options for the :class:`IpoptOptimizer`.
+        See https://coin-or.github.io/Ipopt/OPTIONS.html.
+    """
+
+    def __init__(
+        self,
+        ipopt_options: dict[str, Any] | None = None,
+    ):
+        if ipopt_options is None:
+            ipopt_options = {}
+
+        self._ipopt_options = ipopt_options
+
+    def __call__(
+        self, max_walltime_s: int, max_eval: int
+    ) -> pypesto.optimize.IpoptOptimizer:
+        """Create a :class:`IpoptOptimizer` instance."""
+
+        options = self._ipopt_options.copy()
+        if np.isfinite(max_eval):
+            options["max_wall_time"] = max_walltime_s
+
+        # only accepts int
+        if np.isfinite(max_eval):
+            raise NotImplementedError(
+                "Ipopt does not support function evaluation limits."
+            )
+        return pypesto.optimize.IpoptOptimizer(options=options)
+
+    def __repr__(self):
+        return (
+            f"{self.__class__.__name__}(ipopt_options={self._ipopt_options})"
+        )
+
+
 @dataclass
 class SacessWorkerResult:
     """Container for :class:`SacessWorker` results.

test/optimize/test_optimize.py

@@ -25,6 +25,7 @@
     FunctionEvaluatorMP,
     RefSet,
     SacessFidesFactory,
+    SacessIpoptFactory,
     SacessOptimizer,
     SacessOptions,
     get_default_ess_options,
@@ -462,7 +463,12 @@ def test_history_beats_optimizer():
 @pytest.mark.parametrize("ess_type", ["ess", "sacess"])
 @pytest.mark.parametrize(
     "local_optimizer",
-    [None, optimize.FidesOptimizer(), SacessFidesFactory()],
+    [
+        None,
+        optimize.FidesOptimizer(),
+        SacessFidesFactory(),
+        SacessIpoptFactory(),
+    ],
 )
 @pytest.mark.flaky(reruns=3)
 def test_ess(problem, local_optimizer, ess_type, request):