Merge pull request #477 from SciML/opt

add OptimizationProblem

Author: ChrisRackauckas

Project.toml

@@ -1,7 +1,7 @@
 name = "DiffEqBase"
 uuid = "2b5f629d-d688-5b77-993f-72d75c75574e"
 authors = ["Chris Rackauckas <[email protected]>"]
-version = "6.27.0"
+version = "6.28.0"
 
 [deps]
 ArrayInterface = "4fba245c-0d91-5ea0-9b3e-6abc04ee57a9"

src/DiffEqBase.jl

@@ -65,6 +65,13 @@ abstract type AbstractQuadratureProblem{isinplace} <: DEProblem end
 """
 $(TYPEDEF)
 
+Base for types which define equations for optimization
+"""
+abstract type AbstractOptimizationProblem{isinplace} <: DEProblem end
+
+"""
+$(TYPEDEF)
+
 Base for types which define steady state problems for ODE systems.
 """
 abstract type AbstractSteadyStateProblem{uType,isinplace} <: DEProblem end
@@ -569,7 +576,7 @@ export resize!,deleteat!,addat!,get_tmp_cache,
        set_u!, check_error, change_t_via_interpolation!, addsteps!,
        isdiscrete, reeval_internals_due_to_modification!
 
-export LinearProblem, NonlinearProblem, QuadratureProblem
+export LinearProblem, NonlinearProblem, QuadratureProblem, OptimizationProblem
 
 export DiscreteProblem
 export SteadyStateProblem, SteadyStateSolution

src/problems/basic_problems.jl

@@ -58,3 +58,26 @@ struct QuadratureProblem{isinplace,P,F,L,U,K} <: AbstractQuadratureProblem{isinp
 end
 
 QuadratureProblem(f,lb,ub,args...;kwargs...) = QuadratureProblem{isinplace(f, 3)}(f,lb,ub,args...;kwargs...)
+
+"""
+$(TYPEDEF)
+"""
+struct OptimizationProblem{isinplace,F,uType,BType,P,K} <: AbstractOptimizationProblem{isinplace}
+    f::F
+    u0::uType
+    lb::BType
+    ub::BType
+    p::P
+    kwargs::K
+
+    @add_kwonly function OptimizationProblem{iip}(f,p=NullParameters();
+                                                  u0 = nothing,
+                                                  lb = nothing,
+                                                  ub = nothing,
+                                                  kwargs...) where iip
+        new{iip,typeof(f),typeof(u0),typeof(lb),typeof(p),
+            typeof(kwargs)}(f,u0,lb,ub,p,kwargs)
+    end
+end
+
+OptimizationProblem(f,args...;kwargs...) = OptimizationProblem{false}(f,args...;kwargs...)