Merge pull request #948 from SciML/fix-lbfgs-iteration-count

Fix LBFGS iteration counter always showing 0

Author: ChrisRackauckas

src/lbfgsb.jl

@@ -116,13 +116,15 @@ function SciMLBase.__solve(cache::OptimizationCache{
         cache.f.cons(cons_tmp, cache.u0)
         ρ = max(1e-6, min(10, 2 * (abs(cache.f(cache.u0, cache.p))) / norm(cons_tmp)))
 
+        iter_count = Ref(0)
         _loss = function (θ)
             x = cache.f(θ, cache.p)
+            iter_count[] += 1
             cons_tmp .= zero(eltype(θ))
             cache.f.cons(cons_tmp, θ)
             cons_tmp[eq_inds] .= cons_tmp[eq_inds] - cache.lcons[eq_inds]
             cons_tmp[ineq_inds] .= cons_tmp[ineq_inds] .- cache.ucons[ineq_inds]
-            opt_state = Optimization.OptimizationState(u = θ, objective = x[1], p = cache.p)
+            opt_state = Optimization.OptimizationState(u = θ, objective = x[1], p = cache.p, iter = iter_count[])
             if cache.callback(opt_state, x...)
                 error("Optimization halted by callback.")
             end
@@ -206,10 +208,11 @@ function SciMLBase.__solve(cache::OptimizationCache{
             cache, cache.opt, res[2], cache.f(res[2], cache.p)[1],
             stats = stats, retcode = opt_ret)
     else
+        iter_count = Ref(0)
         _loss = function (θ)
             x = cache.f(θ, cache.p)
-
-            opt_state = Optimization.OptimizationState(u = θ, objective = x[1], p = cache.p)
+            iter_count[] += 1
+            opt_state = Optimization.OptimizationState(u = θ, objective = x[1], p = cache.p, iter = iter_count[])
             if cache.callback(opt_state, x...)
                 error("Optimization halted by callback.")
             end