Merge pull request #1026 from ChrisRackauckas-Claude/fix-nlopt-auglag-error

Add error message when NLopt AUGLAG algorithms are used without local_method

Author: ChrisRackauckas

lib/OptimizationNLopt/src/OptimizationNLopt.jl

@@ -68,6 +68,14 @@ function __map_optimizer_args!(cache::OptimizationCache, opt::NLopt.Opt;
         local_maxtime::Union{Number, Nothing} = nothing,
         local_options::Union{NamedTuple, Nothing} = nothing,
         kwargs...)
+
+    # Check if AUGLAG algorithm requires local_method
+    if opt.algorithm ∈ (NLopt.LN_AUGLAG, NLopt.LD_AUGLAG, NLopt.AUGLAG) && local_method === nothing
+        error("NLopt.$(opt.algorithm) requires a local optimization method. " *
+              "Please specify a local_method, e.g., solve(prob, NLopt.$(opt.algorithm)(); " *
+              "local_method = NLopt.LN_NELDERMEAD())")
+    end
+
     if local_method !== nothing
         if isa(local_method, NLopt.Opt)
             if ndims(local_method) != length(cache.u0)

lib/OptimizationNLopt/test/runtests.jl

@@ -149,6 +149,10 @@ using Test, Random
         # @test sol.retcode == ReturnCode.Success
         @test 10 * sol.objective < l1
 
+        # Test that AUGLAG without local_method throws an error
+        @test_throws ErrorException solve(prob, NLopt.LN_AUGLAG())
+        @test_throws ErrorException solve(prob, NLopt.LD_AUGLAG())
+
         function con2_c(res, x, p)
             res .= [x[1]^2 + x[2]^2 - 1.0, x[2] * sin(x[1]) - x[1] - 2.0]
         end