Catch unsupported keyword arguments

[bertini97]

Describe the bug 🐞

If I change solver but forget to remove an unsupported keyword argument, the error is obscure.

Expected behavior

It is explained to the user that the solver does not support that keyword argument.

Minimal Reproducible Example 👇

using OptimizationOptimJL: BFGS

solve(.., BFGS(), epochs=10)

Error & Stacktrace ⚠️

MethodError: no method matching Optim.Options(; extended_trace::Bool, epochs::Int64, callback::OptimizationOptimJL.var"#_cb#12"{OptimizationBase.OptimizationCache{OptimizationFunction{true, AutoEnzyme{Nothing, Nothing}, typeof(loss_ridge), OptimizationEnzymeExt.var"#grad#26"{Tuple{Matrix{Float64}, Matrix{Float64}, Float64}, OptimizationFunction{true, AutoEnzyme{Nothing, Nothing}, typeof(loss_ridge), Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, typeof(SciMLBase.DEFAULT_OBSERVED_NO_TIME), Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing}, ReverseMode{false, false, false, FFIABI, false, false}}, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, typeof(SciMLBase.DEFAULT_OBSERVED_NO_TIME), Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing}, OptimizationBase.ReInitCache{Matrix{Float64}, Tuple{Matrix{Float64}, Matrix{Float64}, Float64}}, Nothing, Nothing, Nothing, Nothing, Nothing, BFGS{LineSearches.InitialStatic{Float64}, LineSearches.HagerZhang{Float64, Base.RefValue{Bool}}, Nothing, Nothing, Optim.Flat}, Bool, OptimizationOptimJL.var"#4#6", Nothing}})
This error has been manually thrown, explicitly, so the method may exist but be intentionally marked as unimplemented.

Closest candidates are:
  Optim.Options(; x_tol, f_tol, g_tol, x_abstol, x_reltol, f_abstol, f_reltol, g_abstol, outer_x_tol, outer_f_tol, outer_g_tol, outer_x_abstol, outer_x_reltol, outer_f_abstol, outer_f_reltol, outer_g_abstol, f_calls_limit, g_calls_limit, h_calls_limit, allow_f_increases, allow_outer_f_increases, successive_f_tol, iterations, outer_iterations, store_trace, trace_simplex, show_trace, extended_trace, show_warnings, show_every, callback, time_limit) got unsupported keyword argument "epochs"
   @ Optim ~/.julia/packages/Optim/7krni/src/types.jl:71
  Optim.Options(::T, ::T, ::T, ::T, ::T, ::T, ::T, ::T, ::T, ::T, ::Int64, ::Int64, ::Int64, ::Bool, ::Bool, ::Int64, ::Int64, ::Int64, ::Bool, ::Bool, ::Bool, ::Bool, ::Bool, ::Int64, ::TCallback, ::Float64) where {T, TCallback} got unsupported keyword arguments "extended_trace", "epochs", "callback"
   @ Optim ~/.julia/packages/Optim/7krni/src/types.jl:43

As you can see, in the end it tells you "got unsupported keyword argument 'epochs'", but maybe it's good to catch it before.

[ChrisRackauckas]

@jClugstor is fixing this up.