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Introduce STOPPING_MAXITER_GLOBAL for Global Optimizers #634

@spline2hg

Description

@spline2hg

Description

Currently, the default value of STOPPING_MAXITER is set to 1,000,000, which is impractical for global optimizers like Bayesian Optimization.

Proposed Solution (after discussion with Tim)

  • Introduce a new parameter STOPPING_MAXITER_GLOBAL with a default value of 1,000 for global optimizers.
  • Make an exception for Bayesian Optimization to use its package default of 25 iterations for n_iter, or even 100 iterations (closer to STOPPING_MAXITER_GLOBAL).
    (Open to suggestions on how best to handle this.)

Context

  • Bayesian Optimization with n_iter=1000 takes ~1 hour for a simple sphere problem.

Related Issue

#630

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