Added OptimizationAuglag tests

Author: ParamThakkar123

lib/OptimizationAuglag/Project.toml

@@ -2,3 +2,17 @@ name = "OptimizationAuglag"
 uuid = "2ea93f80-9333-43a1-a68d-1f53b957a421"
 authors = ["paramthakkar123 <[email protected]>"]
 version = "0.1.0"
+
+[deps]
+ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
+MLUtils = "f1d291b0-491e-4a28-83b9-f70985020b54"
+Optimization = "7f7a1694-90dd-40f0-9382-eb1efda571ba"
+OptimizationOptimisers = "42dfb2eb-d2b4-4451-abcd-913932933ac1"
+Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
+
+[compat]
+ForwardDiff = "1.0.1"
+MLUtils = "0.4.8"
+Optimization = "4.4.0"
+OptimizationOptimisers = "0.3.8"
+Test = "1.11.0"

lib/OptimizationAuglag/src/OptimizationAuglag.jl

@@ -1,5 +1,7 @@
 module OptimizationAuglag
 
+using Optimization.SciMLBase, Optimization
+
 @kwdef struct AugLag
     inner::Any
     τ = 0.5

lib/OptimizationAuglag/test/runtests.jl

@@ -0,0 +1,31 @@
+using MLUtils, OptimizationOptimisers
+using ForwardDiff
+using Test
+
+@testset "OptimizationAuglag.jl" begin
+    x0 = (-pi):0.001:pi
+    y0 = sin.(x0)
+    data = MLUtils.DataLoader((x0, y0), batchsize = 126)
+
+    function loss(coeffs, data)
+        ypred = [evalpoly(data[1][i], coeffs) for i in eachindex(data[1])]
+        return sum(abs2, ypred .- data[2])
+    end
+
+    function cons1(res, coeffs, p = nothing)
+        res[1] = coeffs[1] * coeffs[5] - 1
+        return nothing
+    end
+
+    optf = OptimizationFunction(loss, AutoSparseForwardDiff(), cons = cons1)
+    callback = (st, l) -> (@show l; return false)
+
+    initpars = rand(5)
+    l0 = optf(initpars, (x0, y0))
+
+    prob = OptimizationProblem(optf, initpars, data, lcons = [-Inf], ucons = [1],
+        lb = [-10.0, -10.0, -10.0, -10.0, -10.0], ub = [10.0, 10.0, 10.0, 10.0, 10.0])
+    opt = solve(
+        prob, Optimization.AugLag(; inner = Adam()), maxiters = 10000, callback = callback)
+    @test opt.objective < l0
+end