fix: do not drop zeros when constructing prototype buffers

Author: AayushSabharwal

lib/OptimizationBase/ext/OptimizationMTKExt.jl

@@ -31,7 +31,7 @@ function OptimizationBase.instantiate_function(
     hess = (H, θ, args...) -> f.hess(H, θ, mtkprob.p, args...)
 
     hv = function (H, θ, v, args...)
-        res = (eltype(θ)).(f.hess_prototype)
+        res = similar(f.hess_prototype, eltype(θ))
         hess(res, θ, args...)
         H .= res * v
     end
@@ -83,7 +83,7 @@ function OptimizationBase.instantiate_function(
     hess = (H, θ, args...) -> f.hess(H, θ, mtkprob.p, args...)
 
     hv = function (H, θ, v, args...)
-        res = (eltype(θ)).(f.hess_prototype)
+        res = similar(f.hess_prototype, eltype(θ))
         hess(res, θ, args...)
         H .= res * v
     end

lib/OptimizationMOI/src/nlp.jl

@@ -123,17 +123,17 @@ function MOIOptimizationNLPCache(prob::OptimizationProblem,
     end
     T = eltype(prob.u0)
     n = length(prob.u0)
-
     J = if isnothing(f.cons_jac_prototype)
         zeros(T, num_cons, n)
     else
-        convert.(T, f.cons_jac_prototype)
+        similar(f.cons_jac_prototype, T)
     end
     lagh = !isnothing(f.lag_hess_prototype)
+
     H = if lagh # lag hessian takes precedence
-        convert.(T, f.lag_hess_prototype)
+        similar(f.lag_hess_prototype, T)
     elseif !isnothing(f.hess_prototype)
-        convert.(T, f.hess_prototype)
+        similar(f.hess_prototype, T)
     else
         zeros(T, n, n)
     end
@@ -142,7 +142,7 @@ function MOIOptimizationNLPCache(prob::OptimizationProblem,
     elseif isnothing(f.cons_hess_prototype)
         Matrix{T}[zeros(T, n, n) for i in 1:num_cons]
     else
-        [convert.(T, f.cons_hess_prototype[i]) for i in 1:num_cons]
+        [similar(f.cons_hess_prototype[i], T) for i in 1:num_cons]
     end
     lcons = prob.lcons === nothing ? fill(T(-Inf), num_cons) : prob.lcons
     ucons = prob.ucons === nothing ? fill(T(Inf), num_cons) : prob.ucons