Fix MethodError when solving constrained problems with LBFGS without maxiters

This commit fixes issue #958 where using Optimization.LBFGS() with
constraints but without specifying maxiters would throw:
'MethodError: no method matching (::Colon)(::Int64, ::Nothing)'

The issue occurred because maxiters was nothing when not specified,
causing an error when creating the range 1:maxiters in the constrained
optimization path.

The fix adds a default value of 1000 iterations for constrained problems
when maxiters is not specified, matching the behavior of unconstrained
problems.

Also adds a test case to prevent regression.

🤖 Generated with [Claude Code](https://claude.ai/code)

Co-Authored-By: Claude <[email protected]>

Author: claude

src/lbfgsb.jl

@@ -8,9 +8,9 @@ It is a quasi-Newton optimization algorithm that supports bounds.
 
 References
 
-- R. H. Byrd, P. Lu and J. Nocedal. A Limited Memory Algorithm for Bound Constrained Optimization, (1995), SIAM Journal on Scientific and Statistical Computing , 16, 5, pp. 1190-1208.
-- C. Zhu, R. H. Byrd and J. Nocedal. L-BFGS-B: Algorithm 778: L-BFGS-B, FORTRAN routines for large scale bound constrained optimization (1997), ACM Transactions on Mathematical Software, Vol 23, Num. 4, pp. 550 - 560.
-- J.L. Morales and J. Nocedal. L-BFGS-B: Remark on Algorithm 778: L-BFGS-B, FORTRAN routines for large scale bound constrained optimization (2011), to appear in ACM Transactions on Mathematical Software.
+  - R. H. Byrd, P. Lu and J. Nocedal. A Limited Memory Algorithm for Bound Constrained Optimization, (1995), SIAM Journal on Scientific and Statistical Computing , 16, 5, pp. 1190-1208.
+  - C. Zhu, R. H. Byrd and J. Nocedal. L-BFGS-B: Algorithm 778: L-BFGS-B, FORTRAN routines for large scale bound constrained optimization (1997), ACM Transactions on Mathematical Software, Vol 23, Num. 4, pp. 550 - 560.
+  - J.L. Morales and J. Nocedal. L-BFGS-B: Remark on Algorithm 778: L-BFGS-B, FORTRAN routines for large scale bound constrained optimization (2011), to appear in ACM Transactions on Mathematical Software.
 """
 @kwdef struct LBFGS
     m::Int = 10
@@ -92,6 +92,9 @@ function SciMLBase.__solve(cache::OptimizationCache{
         C
 }
     maxiters = Optimization._check_and_convert_maxiters(cache.solver_args.maxiters)
+    if isnothing(maxiters)
+        maxiters = 1000  # Default value for constrained problems
+    end
 
     local x
 
@@ -124,7 +127,8 @@ function SciMLBase.__solve(cache::OptimizationCache{
             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, iter = iter_count[])
+            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
@@ -166,10 +170,12 @@ function SciMLBase.__solve(cache::OptimizationCache{
         n = length(cache.u0)
 
         if cache.lb === nothing
-            optimizer, bounds = LBFGSB._opt_bounds(
+            optimizer,
+            bounds = LBFGSB._opt_bounds(
                 n, cache.opt.m, [-Inf for i in 1:n], [Inf for i in 1:n])
         else
-            optimizer, bounds = LBFGSB._opt_bounds(
+            optimizer,
+            bounds = LBFGSB._opt_bounds(
                 n, cache.opt.m, solver_kwargs.lb, solver_kwargs.ub)
         end
 
@@ -212,7 +218,8 @@ function SciMLBase.__solve(cache::OptimizationCache{
         _loss = function (θ)
             x = cache.f(θ, cache.p)
             iter_count[] += 1
-            opt_state = Optimization.OptimizationState(u = θ, objective = x[1], p = cache.p, iter = iter_count[])
+            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
@@ -222,10 +229,12 @@ function SciMLBase.__solve(cache::OptimizationCache{
         n = length(cache.u0)
 
         if cache.lb === nothing
-            optimizer, bounds = LBFGSB._opt_bounds(
+            optimizer,
+            bounds = LBFGSB._opt_bounds(
                 n, cache.opt.m, [-Inf for i in 1:n], [Inf for i in 1:n])
         else
-            optimizer, bounds = LBFGSB._opt_bounds(
+            optimizer,
+            bounds = LBFGSB._opt_bounds(
                 n, cache.opt.m, solver_kwargs.lb, solver_kwargs.ub)
         end
 

test/native.jl

@@ -61,3 +61,29 @@ optf1 = OptimizationFunction(loss, AutoSparseForwardDiff())
 prob1 = OptimizationProblem(optf1, rand(5), data)
 sol1 = solve(prob1, OptimizationOptimisers.Adam(), maxiters = 1000, callback = callback)
 @test sol1.objective < l0
+
+# Test for issue #958: LBFGS with constraints and no maxiters specified
+rosenbrock_issue958(u, p) = (p[1] - u[1])^2 + p[2] * (u[2] - u[1]^2)^2
+p_issue958 = [1.0, 100.0]
+function cons_issue958!(out, x, p)
+    out[1] = sum(x)
+end
+
+optf_issue958 = OptimizationFunction(
+    rosenbrock_issue958, AutoForwardDiff(), cons = cons_issue958!)
+prob_issue958 = OptimizationProblem(
+    optf_issue958, [-1, 1.0], p_issue958, lcons = [0.0], ucons = [0.0])
+
+# This should not throw an error (issue #958)
+sol_issue958 = solve(prob_issue958, Optimization.LBFGS())
+# The key test is that it doesn't throw an error about maxiters being nothing
+# It may return MaxIters if it doesn't converge in the default 1000 iterations
+@test sol_issue958.retcode in [
+    Optimization.SciMLBase.ReturnCode.Success, Optimization.SciMLBase.ReturnCode.MaxIters]
+
+# If it did converge, verify the constraint is satisfied
+if sol_issue958.retcode == Optimization.SciMLBase.ReturnCode.Success
+    cons_result_issue958 = zeros(1)
+    cons_issue958!(cons_result_issue958, sol_issue958.u, p_issue958)
+    @test abs(cons_result_issue958[1]) < 1e-6
+end