Fix the use of fgh! for optimize with lower order methods. (#127)

* Fix the use of fgh! for optimize with lower order methods.

* Update incomplete.jl

* Update incomplete.jl

Author: pkofod

src/objective_types/incomplete.jl

@@ -14,7 +14,7 @@ struct InplaceObjective{DF, FDF, FGH, Hv, FGHv}
     fghv::FGHv
 end
 InplaceObjective(;df=nothing, fdf=nothing, fgh=nothing, hv=nothing, fghv=nothing) = InplaceObjective(df, fdf, fgh, hv, fghv)
-
+const InPlaceObjectiveFGH = InplaceObjective{<:Nothing, <:Nothing, <:Any, <:Any, <:Any}
 struct NotInplaceObjective{DF, FDF, FGH}
     df::DF
     fdf::FDF
@@ -41,8 +41,14 @@ fdf(t::Union{InplaceObjective, NotInplaceObjective}) = t.fdf
 # Mutating version
 make_f(t::InplaceObjective, x, F::Real) = x -> fdf(t)(F, nothing, x)
 make_f(t::InplaceObjective, x, F) =  (F, x) -> fdf(t)(F, nothing, x)
+make_f(t::InPlaceObjectiveFGH, x, F::Real) = x -> t.fgh(F, nothing, nothing, x)
+
+
 make_df(t::InplaceObjective, x, F) = (DF, x) -> fdf(t)(nothing, DF, x)
+make_df(t::InPlaceObjectiveFGH, x, F) = (DF, x) -> t.fgh(nothing, DF, nothing, x)
+
 make_fdf(t::InplaceObjective, x, F::Real) = (G, x) -> fdf(t)(F, G, x)
+make_fdf(t::InPlaceObjectiveFGH, x, F::Real) = (G, x) -> t.fgh(F, G, nothing, x)
 make_fdf(t::InplaceObjective, x, F) = fdf(t)
 
 # Non-mutating version

test/incomplete.jl

@@ -182,3 +182,41 @@ end
     end
 
 end
+
+@testset "https://github.com/JuliaNLSolvers/Optim.jl/issues/718" begin
+    f(x) = (1.0 - x[1])^2 + 100.0 * (x[2] - x[1]^2)^2
+    function g!(G, x)
+      G[1] = -2.0 * (1.0 - x[1]) - 400.0 * (x[2] - x[1]^2) * x[1]
+      G[2] = 200.0 * (x[2] - x[1]^2)
+    end
+    function h!(H, x)
+      H[1, 1] = 2.0 - 400.0 * x[2] + 1200.0 * x[1]^2
+      H[1, 2] = -400.0 * x[1]
+      H[2, 1] = -400.0 * x[1]
+      H[2, 2] = 200.0
+    end
+
+    function fg!(F,G,x)
+      G == nothing || g!(G,x)
+      F == nothing || return f(x)
+      nothing
+    end
+    function fgh!(F,G,H,x)
+      G == nothing || g!(G,x)
+      H == nothing || h!(H,x)
+      F == nothing || return f(x)
+      nothing
+    end
+    
+    gx = [0.0,0.0]
+    x=[0.0,0.0]
+
+    @test NLSolversBase.make_f(only_fgh!(fgh!),[0.0,0.0],0.0)(x) == 1.0
+    @test NLSolversBase.make_df(only_fgh!(fgh!),[0.0,0.0],0.0)(gx, x) == nothing
+    @test gx == [-2.0, 0.0]
+
+    gx = [0.0,0.0]
+    @test NLSolversBase.make_fdf(only_fgh!(fgh!),[0.0,0.0],0.0)(gx, x) == 1.0
+    @test gx == [-2.0, 0.0]
+
+end