Update callback behavior in solvers to return false on user exit request

.gitignore

@@ -0,0 +1 @@
+Manifest.toml

src/LMTR_alg.jl

@@ -188,7 +188,7 @@ function SolverCore.solve!(
   solver::LMTRSolver{T, G, V},
   reg_nls::AbstractRegularizedNLPModel{T, V},
   stats::GenericExecutionStats{T, V};
-  callback = (args...) -> nothing,
+  callback = (args...) -> false,
   x::V = reg_nls.model.meta.x0,
   atol::T = √eps(T),
   sub_atol::T = atol,
@@ -310,12 +310,15 @@ function SolverCore.solve!(
   atol += rtol * sqrt_ξ1_νInv # make stopping test absolute and relative
   sub_atol += rtol * sqrt_ξ1_νInv
 
+  user_requested_exit = callback(nls, solver, stats) :: Bool
+
   set_status!(
     stats,
     get_status(
       reg_nls,
       elapsed_time = stats.elapsed_time,
       iter = stats.iter,
+      user_requested_exit = user_requested_exit,
       optimal = solved,
       improper = improper,
       max_eval = max_eval,
@@ -324,8 +327,6 @@ function SolverCore.solve!(
     ),
   )
 
-  callback(nls, solver, stats)
-
   done = stats.status != :unknown
 
   while !done
@@ -459,12 +460,15 @@ function SolverCore.solve!(
     (ξ1 < 0 && sqrt_ξ1_νInv > neg_tol) &&
       error("LM: prox-gradient step should produce a decrease but ξ1 = $(ξ1)")
 
+    user_requested_exit = callback(nls, solver, stats) :: Bool
+
     set_status!(
       stats,
       get_status(
         reg_nls,
         elapsed_time = stats.elapsed_time,
         iter = stats.iter,
+        user_requested_exit = user_requested_exit,
         optimal = solved,
         improper = improper,
         max_eval = max_eval,
@@ -473,8 +477,6 @@ function SolverCore.solve!(
       ),
     )
 
-    callback(nls, solver, stats)
-
     done = stats.status != :unknown
   end
 

src/LM_alg.jl

@@ -187,7 +187,7 @@ function SolverCore.solve!(
   solver::LMSolver{T, G, V},
   reg_nls::AbstractRegularizedNLPModel{T, V},
   stats::GenericExecutionStats{T, V};
-  callback = (args...) -> nothing,
+  callback = (args...) -> false,
   x::V = reg_nls.model.meta.x0,
   nonlinear::Bool = true,
   atol::T = √eps(T),
@@ -313,12 +313,15 @@ function SolverCore.solve!(
     error("LM: prox-gradient step should produce a decrease but ξ1 = $(ξ1)")
   atol += rtol * sqrt_ξ1_νInv # make stopping test absolute and relative
 
+  user_requested_exit = callback(nls, solver, stats) :: Bool
+
   set_status!(
     stats,
     get_status(
       reg_nls,
       elapsed_time = stats.elapsed_time,
       iter = stats.iter,
+      user_requested_exit = user_requested_exit,
       optimal = solved,
       improper = improper,
       max_eval = max_eval,
@@ -327,8 +330,6 @@ function SolverCore.solve!(
     ),
   )
 
-  callback(nls, solver, stats)
-
   done = stats.status != :unknown
 
   while !done
@@ -449,22 +450,22 @@ function SolverCore.solve!(
     (ξ1 < 0 && sqrt_ξ1_νInv > neg_tol) &&
       error("LM: prox-gradient step should produce a decrease but ξ1 = $(ξ1)")
 
+    user_requested_exit = callback(nls, solver, stats) :: Bool
+
     set_status!(
       stats,
       get_status(
         reg_nls,
         elapsed_time = stats.elapsed_time,
         iter = stats.iter,
+        user_requested_exit = user_requested_exit,
         optimal = solved,
         improper = improper,
         max_eval = max_eval,
         max_time = max_time,
         max_iter = max_iter,
       ),
     )
-
-    callback(nls, solver, stats)
-
     done = stats.status != :unknown
   end
 

src/R2DH.jl

@@ -213,7 +213,7 @@ function SolverCore.solve!(
   solver::R2DHSolver{T},
   reg_nlp::AbstractRegularizedNLPModel{T, V},
   stats::GenericExecutionStats{T, V};
-  callback = (args...) -> nothing,
+  callback = (args...) -> false,
   x::V = reg_nlp.model.meta.x0,
   atol::T = √eps(T),
   rtol::T = √eps(T),
@@ -338,12 +338,15 @@ function SolverCore.solve!(
     error("R2DH: prox-gradient step should produce a decrease but ξ = $(ξ)")
   atol += rtol * sqrt_ξ_νInv # make stopping test absolute and relative
 
+  user_requested_exit = callback(nlp, solver, stats) :: Bool
+
   set_status!(
     stats,
     get_status(
       reg_nlp,
       elapsed_time = stats.elapsed_time,
       iter = stats.iter,
+      user_requested_exit = user_requested_exit,
       optimal = solved,
       improper = improper,
       max_eval = max_eval,
@@ -352,8 +355,6 @@ function SolverCore.solve!(
     ),
   )
 
-  callback(nlp, solver, stats)
-
   done = stats.status != :unknown
 
   while !done
@@ -433,12 +434,15 @@ function SolverCore.solve!(
     (ξ < 0 && sqrt_ξ_νInv > neg_tol) &&
       error("R2DH: prox-gradient step should produce a decrease but ξ = $(ξ)")
 
+    user_requested_exit = callback(nlp, solver, stats) :: Bool
+
     set_status!(
       stats,
       get_status(
         reg_nlp,
         elapsed_time = stats.elapsed_time,
         iter = stats.iter,
+        user_requested_exit = user_requested_exit,
         optimal = solved,
         improper = improper,
         max_eval = max_eval,
@@ -447,8 +451,6 @@ function SolverCore.solve!(
       ),
     )
 
-    callback(nlp, solver, stats)
-
     done = stats.status != :unknown
   end
 

src/R2N.jl

@@ -199,7 +199,7 @@ function SolverCore.solve!(
   solver::R2NSolver{T, G, V},
   reg_nlp::AbstractRegularizedNLPModel{T, V},
   stats::GenericExecutionStats{T, V};
-  callback = (args...) -> nothing,
+  callback = (args...) -> false,
   qn_update_y!::Function = _qn_grad_update_y!,
   qn_copy!::Function = _qn_grad_copy!,
   x::V = reg_nlp.model.meta.x0,
@@ -340,12 +340,15 @@ function SolverCore.solve!(
     error("R2N: prox-gradient step should produce a decrease but ξ1 = $(ξ1)")
   atol += rtol * sqrt_ξ1_νInv # make stopping test absolute and relative
 
+  user_requested_exit = callback(nlp, solver, stats) :: Bool
+
   set_status!(
     stats,
     get_status(
       reg_nlp,
       elapsed_time = stats.elapsed_time,
       iter = stats.iter,
+      user_requested_exit = user_requested_exit,
       optimal = solved,
       improper = improper,
       max_eval = max_eval,
@@ -354,8 +357,6 @@ function SolverCore.solve!(
     ),
   )
 
-  callback(nlp, solver, stats)
-
   done = stats.status != :unknown
 
   while !done
@@ -486,12 +487,15 @@ function SolverCore.solve!(
 
     (ξ1 < 0 && sqrt_ξ1_νInv > neg_tol) &&
       error("R2N: prox-gradient step should produce a decrease but ξ1 = $(ξ1)")
+    user_requested_exit = callback(nlp, solver, stats) :: Bool
+
     set_status!(
       stats,
       get_status(
         reg_nlp,
         elapsed_time = stats.elapsed_time,
         iter = stats.iter,
+        user_requested_exit = user_requested_exit,
         optimal = solved,
         improper = improper,
         max_eval = max_eval,
@@ -500,8 +504,6 @@ function SolverCore.solve!(
       ),
     )
 
-    callback(nlp, solver, stats)
-
     done = stats.status != :unknown
   end
 

src/R2_alg.jl

@@ -296,6 +296,7 @@ function R2(reg_nlp::AbstractRegularizedNLPModel; kwargs...)
       solver.Fobj_hist[stats.iter + 1] = stats.solver_specific[:smooth_obj]
       solver.Hobj_hist[stats.iter + 1] = stats.solver_specific[:nonsmooth_obj]
       solver.Complex_hist[stats.iter + 1] += 1
+      return false
     end,
   )
   solve!(solver, reg_nlp, stats; callback = cb, max_iter = max_iter, kwargs...)
@@ -309,7 +310,7 @@ function SolverCore.solve!(
   solver::R2Solver{T},
   reg_nlp::AbstractRegularizedNLPModel{T, V},
   stats::GenericExecutionStats{T, V};
-  callback = (args...) -> nothing,
+  callback = (args...) -> false,
   x::V = reg_nlp.model.meta.x0,
   atol::T = √eps(T),
   rtol::T = √eps(T),
@@ -413,12 +414,15 @@ function SolverCore.solve!(
   (ξ < 0 && sqrt_ξ_νInv > neg_tol) &&
     error("R2: prox-gradient step should produce a decrease but ξ = $(ξ)")
 
+  user_requested_exit = callback(nlp, solver, stats) :: Bool
+
   set_status!(
     stats,
     get_status(
       reg_nlp,
       elapsed_time = stats.elapsed_time,
       iter = stats.iter,
+      user_requested_exit = user_requested_exit,
       optimal = solved,
       improper = improper,
       max_eval = max_eval,
@@ -427,8 +431,6 @@ function SolverCore.solve!(
     ),
   )
 
-  callback(nlp, solver, stats)
-
   done = stats.status != :unknown
 
   while !done
@@ -497,12 +499,15 @@ function SolverCore.solve!(
     (ξ < 0 && sqrt_ξ_νInv > neg_tol) &&
       error("R2: prox-gradient step should produce a decrease but ξ = $(ξ)")
 
+    user_requested_exit = callback(nlp, solver, stats) :: Bool
+
     set_status!(
       stats,
       get_status(
         reg_nlp,
         elapsed_time = stats.elapsed_time,
         iter = stats.iter,
+        user_requested_exit = user_requested_exit,
         optimal = solved,
         improper = improper,
         max_eval = max_eval,
@@ -511,8 +516,6 @@ function SolverCore.solve!(
       ),
     )
 
-    callback(nlp, solver, stats)
-
     done = stats.status != :unknown
   end
 

src/TRDH_alg.jl

@@ -227,7 +227,7 @@ function SolverCore.solve!(
   solver::TRDHSolver{T, G, V},
   reg_nlp::AbstractRegularizedNLPModel{T, V},
   stats::GenericExecutionStats{T, V};
-  callback = (args...) -> nothing,
+  callback = (args...) -> false,
   x::V = reg_nlp.model.meta.x0,
   atol::T = √eps(T),
   rtol::T = √eps(T),
@@ -390,12 +390,15 @@ function SolverCore.solve!(
     atol += rtol * sqrt_ξ_νInv # make stopping test absolute and relative #TODO : this is redundant code with the other case of the test.
   end
 
+  user_requested_exit = callback(nlp, solver, stats) :: Bool
+
   set_status!(
     stats,
     get_status(
       reg_nlp,
       elapsed_time = stats.elapsed_time,
       iter = stats.iter,
+      user_requested_exit = user_requested_exit,
       optimal = solved,
       improper = improper,
       max_eval = max_eval,
@@ -404,8 +407,6 @@ function SolverCore.solve!(
     ),
   )
 
-  callback(nlp, solver, stats)
-
   done = stats.status != :unknown
 
   while !done
@@ -496,12 +497,15 @@ function SolverCore.solve!(
         error("TRDH: prox-gradient step should produce a decrease but ξ = $(ξ)")
     end
 
+    user_requested_exit = callback(nlp, solver, stats) :: Bool
+
     set_status!(
       stats,
       get_status(
         reg_nlp,
         elapsed_time = stats.elapsed_time,
         iter = stats.iter,
+        user_requested_exit = user_requested_exit,
         optimal = solved,
         improper = improper,
         max_eval = max_eval,
@@ -510,8 +514,6 @@ function SolverCore.solve!(
       ),
     )
 
-    callback(nlp, solver, stats)
-
     done = stats.status != :unknown
   end