Merge pull request #474 from ValentinKaisermayer/vk-nl-op-retcode

Adds nlopt retcode handling

Author: ChrisRackauckas

lib/OptimizationEvolutionary/src/OptimizationEvolutionary.jl

@@ -23,7 +23,7 @@ function __map_optimizer_args(prob::OptimizationProblem,
                               abstol::Union{Number, Nothing} = nothing,
                               reltol::Union{Number, Nothing} = nothing,
                               kwargs...)
-    mapped_args = (;kwargs...)
+    mapped_args = (; kwargs...)
 
     if !isnothing(callback)
         mapped_args = (; mapped_args..., callback = callback)

lib/OptimizationEvolutionary/test/runtests.jl

@@ -28,7 +28,8 @@ Random.seed!(1234)
     @test res[1]≈0.0625 atol=1e-5
     @test sol.objective < l1
 
-    prob = OptimizationProblem(optprob, x0, _p, lcons = [-Inf], ucons = [5.0], lb = [0.0, 1.0], ub = [Inf, Inf])
+    prob = OptimizationProblem(optprob, x0, _p, lcons = [-Inf], ucons = [5.0],
+                               lb = [0.0, 1.0], ub = [Inf, Inf])
     sol = solve(prob, CMAES(μ = 40, λ = 100))
     res = zeros(1)
     cons_circ(res, sol.u, nothing)

lib/OptimizationNLopt/src/OptimizationNLopt.jl

@@ -77,6 +77,31 @@ function __map_optimizer_args!(prob::OptimizationProblem, opt::NLopt.Opt;
     return nothing
 end
 
+function __nlopt_status_to_ReturnCode(status::Symbol)
+    if status in Symbol.([
+        NLopt.SUCCESS,
+        NLopt.STOPVAL_REACHED,
+        NLopt.FTOL_REACHED,
+        NLopt.XTOL_REACHED,
+    ])
+        return ReturnCode.Success
+    elseif status == Symbol(NLopt.MAXEVAL_REACHED)
+        return ReturnCode.MaxIters
+    elseif status == Symbol(NLopt.MAXTIME_REACHED)
+        return ReturnCode.MaxTime
+    elseif status in Symbol.([
+        NLopt.OUT_OF_MEMORY,
+        NLopt.INVALID_ARGS,
+        NLopt.FAILURE,
+        NLopt.ROUNDOFF_LIMITED,
+        NLopt.FORCED_STOP,
+    ])
+        return ReturnCode.Failure
+    else
+        return ReturnCode.Default
+    end
+end
+
 function SciMLBase.__solve(prob::OptimizationProblem,
                            opt::Union{NLopt.Algorithm, NLopt.Opt};
                            maxiters::Union{Number, Nothing} = nothing,
@@ -134,8 +159,9 @@ function SciMLBase.__solve(prob::OptimizationProblem,
     (minf, minx, ret) = NLopt.optimize(opt_setup, prob.u0)
     t1 = time()
 
+    retcode = __nlopt_status_to_ReturnCode(ret)
     SciMLBase.build_solution(SciMLBase.DefaultOptimizationCache(prob.f, prob.p), opt, minx,
-                             minf; original = opt_setup, retcode = ret,
+                             minf; original = opt_setup, retcode = retcode,
                              solve_time = t1 - t0)
 end