[SciPy-Dev] WIP: Class based Optimizers

[Andrew Nelson]

Scott Sievert and I have put a lot of work into preparing a draft of the
PEP for class based scalar minimizers:

https://github.com/andyfaff/scipy/blob/a52bb4f9029389da3ab072c92c609d71ed6943c6/PEP/1-Optimizer.rst

where we've tried to address comments already made in this thread, and from
the WIP github PR. Scott and I look forward to hearing any
comments/concerns/feedback about the proposal. We can field any questions
and address them in an updated PEP, as well as on here.

Andrew.


p.s. Ralf/Pauli, could we add the PEP to a scipy/PEP, or scipy/scipep,
repo? How should we discuss such this, and any further PEP? Should we have
a scipep process, or shall we keep things simple?
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