[workspace] Add libcmaes as a testonly dependency

[jwnimmer-tri]

In the future, we might use this in production, but for getting started we only need it in the sample test.

Closes #16433.

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This change is 

[jwnimmer-tri]

Tested on macOS locally; no build errors.

+@hongkai-dai to begin feature review, please. Check over the parts you care about (is the demo working correctly; are there any important upstream optimization flags missing). You can leave the detailed BUILD review for someone else to cover.

[hongkai-dai]

Reviewed 4 of 6 files at r1.
Reviewable status: 1 unresolved discussion, LGTM missing from assignee hongkai-dai, needs platform reviewer assigned, needs at least two assigned reviewers (waiting on @hongkai-dai and @jwnimmer-tri)

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tools/workspace/libcmaes/dev/sample_code.cc, line 48 at r1 (raw file):

  CMAParameters<> cmaparams(x0,sigma);
  //cmaparams._algo = BIPOP_CMAES;
  CMASolutions cmasols = cmaes<>(fsphere,cmaparams);

Thanks Jeremy. I am not sure how to check whether this code runs on multi-thread (the black-box optimizer would benefit from multithreading). libcmaes suggest to put this line to activate multi-threading

cmaparams.set_mt_feval(true); // activates the parallel evaluation

according to https://github.com/CMA-ES/libcmaes/wiki/Multithreading

They also suggest to wrap the objective function fsphere with a mutex.

I am OK to not check the multi-threading in this PR (sorry I never use multi-threading before).

[jwnimmer-tri]

Reviewable status: 1 unresolved discussion, LGTM missing from assignee hongkai-dai, needs platform reviewer assigned, needs at least two assigned reviewers (waiting on @hongkai-dai)

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tools/workspace/libcmaes/dev/sample_code.cc, line 48 at r1 (raw file):

Previously, hongkai-dai (Hongkai Dai) wrote…

Thanks Jeremy. I am not sure how to check whether this code runs on multi-thread (the black-box optimizer would benefit from multithreading). libcmaes suggest to put this line to activate multi-threading

cmaparams.set_mt_feval(true); // activates the parallel evaluation

according to https://github.com/CMA-ES/libcmaes/wiki/Multithreading

They also suggest to wrap the objective function fsphere with a mutex.

I am OK to not check the multi-threading in this PR (sorry I never use multi-threading before).

Looking at the libcmaes code, set_mt_feval only has any effect when OpenMP is enabled at compile-time. Therefore, it is a no-op in our Drake builds (because we do not enable OpenMP yet), so I think it's OK to merge this as-is. We can work on adjusting the settings in future commits, if we need to.

[hongkai-dai]

+@EricCousineau-TRI for Thursday's platform review, thanks!

Reviewed 2 of 6 files at r1.
Reviewable status: LGTM missing from assignee EricCousineau-TRI(platform) (waiting on @EricCousineau-TRI)

[EricCousineau-TRI]

platform - and super informative comments- thanks!

Reviewed 6 of 6 files at r1, all commit messages.
Reviewable status: complete! all discussions resolved, LGTM from assignees EricCousineau-TRI(platform),hongkai-dai (waiting on @jwnimmer-tri)