Merge pull request #1012 from ChrisRackauckas-Claude/add-missing-solve-interface

Add missing solve interface to OptimizationBase from SciMLBase.jl

Author: ChrisRackauckas

lib/OptimizationBase/src/OptimizationBase.jl

@@ -27,7 +27,10 @@ include("cache.jl")
 include("OptimizationDIExt.jl")
 include("OptimizationDISparseExt.jl")
 include("function.jl")
+include("solve.jl")
 
-export solve, OptimizationCache, DEFAULT_CALLBACK, DEFAULT_DATA
+export solve, OptimizationCache, DEFAULT_CALLBACK, DEFAULT_DATA,
+       IncompatibleOptimizerError, OptimizerMissingError, _check_opt_alg,
+       supports_opt_cache_interface
 
 end

lib/OptimizationBase/src/solve.jl

@@ -0,0 +1,78 @@
+# This file contains the top level solve interface functionality moved from SciMLBase.jl
+# These functions provide the core optimization solving interface
+
+struct IncompatibleOptimizerError <: Exception
+    err::String
+end
+
+function Base.showerror(io::IO, e::IncompatibleOptimizerError)
+    print(io, e.err)
+end
+
+const OPTIMIZER_MISSING_ERROR_MESSAGE = """
+                                        Optimization algorithm not found. Either the chosen algorithm is not a valid solver
+                                        choice for the `OptimizationProblem`, or the Optimization solver library is not loaded.
+                                        Make sure that you have loaded an appropriate Optimization.jl solver library, for example,
+                                        `solve(prob,Optim.BFGS())` requires `using OptimizationOptimJL` and
+                                        `solve(prob,Adam())` requires `using OptimizationOptimisers`.
+
+                                        For more information, see the Optimization.jl documentation: <https://docs.sciml.ai/Optimization/stable/>.
+                                        """
+
+struct OptimizerMissingError <: Exception
+    alg::Any
+end
+
+function Base.showerror(io::IO, e::OptimizerMissingError)
+    println(io, OPTIMIZER_MISSING_ERROR_MESSAGE)
+    print(io, "Chosen Optimizer: ")
+    print(e.alg)
+end
+
+# Algorithm compatibility checking function
+function _check_opt_alg(prob::SciMLBase.OptimizationProblem, alg; kwargs...)
+    !SciMLBase.allowsbounds(alg) && (!isnothing(prob.lb) || !isnothing(prob.ub)) &&
+        throw(IncompatibleOptimizerError("The algorithm $(typeof(alg)) does not support box constraints. Either remove the `lb` or `ub` bounds passed to `OptimizationProblem` or use a different algorithm."))
+    SciMLBase.requiresbounds(alg) && isnothing(prob.lb) &&
+        throw(IncompatibleOptimizerError("The algorithm $(typeof(alg)) requires box constraints. Either pass `lb` and `ub` bounds to `OptimizationProblem` or use a different algorithm."))
+    !SciMLBase.allowsconstraints(alg) && !isnothing(prob.f.cons) &&
+        throw(IncompatibleOptimizerError("The algorithm $(typeof(alg)) does not support constraints. Either remove the `cons` function passed to `OptimizationFunction` or use a different algorithm."))
+    SciMLBase.requiresconstraints(alg) && isnothing(prob.f.cons) &&
+        throw(IncompatibleOptimizerError("The algorithm $(typeof(alg)) requires constraints, pass them with the `cons` kwarg in `OptimizationFunction`."))
+    # Check that if constraints are present and the algorithm supports constraints, both lcons and ucons are provided
+    SciMLBase.allowsconstraints(alg) && !isnothing(prob.f.cons) &&
+        (isnothing(prob.lcons) || isnothing(prob.ucons)) &&
+        throw(ArgumentError("Constrained optimization problem requires both `lcons` and `ucons` to be provided to OptimizationProblem. " *
+                            "Example: OptimizationProblem(optf, u0, p; lcons=[-Inf], ucons=[0.0])"))
+    !SciMLBase.allowscallback(alg) && haskey(kwargs, :callback) &&
+        throw(IncompatibleOptimizerError("The algorithm $(typeof(alg)) does not support callbacks, remove the `callback` keyword argument from the `solve` call."))
+    SciMLBase.requiresgradient(alg) &&
+        !(prob.f isa SciMLBase.AbstractOptimizationFunction) &&
+        throw(IncompatibleOptimizerError("The algorithm $(typeof(alg)) requires gradients, hence use `OptimizationFunction` to generate them with an automatic differentiation backend e.g. `OptimizationFunction(f, AutoForwardDiff())` or pass it in with `grad` kwarg."))
+    SciMLBase.requireshessian(alg) &&
+        !(prob.f isa SciMLBase.AbstractOptimizationFunction) &&
+        throw(IncompatibleOptimizerError("The algorithm $(typeof(alg)) requires hessians, hence use `OptimizationFunction` to generate them with an automatic differentiation backend e.g. `OptimizationFunction(f, AutoFiniteDiff(); kwargs...)` or pass them in with `hess` kwarg."))
+    SciMLBase.requiresconsjac(alg) &&
+        !(prob.f isa SciMLBase.AbstractOptimizationFunction) &&
+        throw(IncompatibleOptimizerError("The algorithm $(typeof(alg)) requires constraint jacobians, hence use `OptimizationFunction` to generate them with an automatic differentiation backend e.g. `OptimizationFunction(f, AutoFiniteDiff(); kwargs...)` or pass them in with `cons` kwarg."))
+    SciMLBase.requiresconshess(alg) &&
+        !(prob.f isa SciMLBase.AbstractOptimizationFunction) &&
+        throw(IncompatibleOptimizerError("The algorithm $(typeof(alg)) requires constraint hessians, hence use `OptimizationFunction` to generate them with an automatic differentiation backend e.g. `OptimizationFunction(f, AutoFiniteDiff(), AutoFiniteDiff(hess=true); kwargs...)` or pass them in with `cons` kwarg."))
+    return
+end
+
+# Base solver dispatch functions (these will be extended by specific solver packages)
+supports_opt_cache_interface(alg) = false
+
+function __solve(cache::SciMLBase.AbstractOptimizationCache)::SciMLBase.AbstractOptimizationSolution
+    throw(OptimizerMissingError(cache.opt))
+end
+
+function __init(prob::SciMLBase.OptimizationProblem, alg, args...;
+        kwargs...)::SciMLBase.AbstractOptimizationCache
+    throw(OptimizerMissingError(alg))
+end
+
+function __solve(prob::SciMLBase.OptimizationProblem, alg, args...; kwargs...)
+    throw(OptimizerMissingError(alg))
+end