Merge pull request #3243 from AayushSabharwal/as/optsys-discover-variables

feat: add automatic variable discovery for `OptimizationSystem`

Author: ChrisRackauckas

src/systems/optimization/optimizationsystem.jl

@@ -144,6 +144,33 @@ function OptimizationSystem(op, unknowns, ps;
         checks = checks)
 end
 
+function OptimizationSystem(objective; constraints = [], kwargs...)
+    allunknowns = OrderedSet()
+    ps = OrderedSet()
+    collect_vars!(allunknowns, ps, objective, nothing)
+    for cons in constraints
+        collect_vars!(allunknowns, ps, cons, nothing)
+    end
+    for ssys in get(kwargs, :systems, OptimizationSystem[])
+        collect_scoped_vars!(allunknowns, ps, ssys, nothing)
+    end
+    new_ps = OrderedSet()
+    for p in ps
+        if iscall(p) && operation(p) === getindex
+            par = arguments(p)[begin]
+            if Symbolics.shape(Symbolics.unwrap(par)) !== Symbolics.Unknown() &&
+               all(par[i] in ps for i in eachindex(par))
+                push!(new_ps, par)
+            else
+                push!(new_ps, p)
+            end
+        else
+            push!(new_ps, p)
+        end
+    end
+    return OptimizationSystem(objective, collect(allunknowns), collect(new_ps); constraints, kwargs...)
+end
+
 function flatten(sys::OptimizationSystem)
     systems = get_systems(sys)
     isempty(systems) && return sys

src/utils.jl

@@ -516,6 +516,15 @@ function collect_scoped_vars!(unknowns, parameters, sys, iv; depth = 1, op = Dif
             end
         end
     end
+    if has_constraints(sys)
+        for eq in get_constraints(sys)
+            eqtype_supports_collect_vars(eq) || continue
+            collect_vars!(unknowns, parameters, eq, iv; depth, op)
+        end
+    end
+    if has_op(sys)
+        collect_vars!(unknowns, parameters, get_op(sys), iv; depth, op)
+    end
     newdepth = depth == -1 ? depth : depth + 1
     for ssys in get_systems(sys)
         collect_scoped_vars!(unknowns, parameters, ssys, iv; depth = newdepth, op)
@@ -544,9 +553,10 @@ Can be dispatched by higher-level libraries to indicate support.
 """
 eqtype_supports_collect_vars(eq) = false
 eqtype_supports_collect_vars(eq::Equation) = true
+eqtype_supports_collect_vars(eq::Inequality) = true
 eqtype_supports_collect_vars(eq::Pair) = true
 
-function collect_vars!(unknowns, parameters, eq::Equation, iv;
+function collect_vars!(unknowns, parameters, eq::Union{Equation, Inequality}, iv;
         depth = 0, op = Differential)
     collect_vars!(unknowns, parameters, eq.lhs, iv; depth, op)
     collect_vars!(unknowns, parameters, eq.rhs, iv; depth, op)
@@ -559,6 +569,7 @@ function collect_vars!(unknowns, parameters, p::Pair, iv; depth = 0, op = Differ
     return nothing
 end
 
+
 function collect_var!(unknowns, parameters, var, iv; depth = 0)
     isequal(var, iv) && return nothing
     check_scope_depth(getmetadata(var, SymScope, LocalScope()), depth) || return nothing

test/optimizationsystem.jl

@@ -377,3 +377,14 @@ end
     prob = OptimizationProblem(sys, [x => 1.0], [p => 1.0, f => (x -> 2x)])
     @test abs(prob.f.cons(prob.u0, prob.p)[1]) ≈ 1.0
 end
+
+@testset "Variable discovery" begin
+    @variables x1 x2
+    @parameters p1 p2
+    @named sys1 = OptimizationSystem(x1^2; constraints = [p1 * x1 ≲ 2.0])
+    @named sys2 = OptimizationSystem(x2^2; constraints = [p2 * x2 ≲ 2.0], systems = [sys1])
+    @test isequal(only(unknowns(sys1)), x1)
+    @test isequal(only(parameters(sys1)), p1)
+    @test all(y -> any(x -> isequal(x, y), unknowns(sys2)), [x2, sys1.x1])
+    @test all(y -> any(x -> isequal(x, y), parameters(sys2)), [p2, sys1.p1])
+end