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Merged
merged 15 commits into from
Oct 1, 2025
Merged

Improve the OptimizationManopt.jl interface #1009

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a074422
Starts adapting and reworking to Manopt 0.5, Manifolds 0.10, Manifold…
kellertuer Sep 12, 2025
a064672
fix a few tests,
kellertuer Sep 12, 2025
98b43be
Move all tests to the allocating case default.
kellertuer Sep 12, 2025
dbddd25
Collect a few comments on why and where currently tests still fail.
kellertuer Sep 12, 2025
0ac3af5
Fix a few bugs in the existing code.
kellertuer Sep 23, 2025
efc42ea
Fix the tests.
kellertuer Sep 23, 2025
b488dc4
Bump version number
kellertuer Sep 23, 2025
1b4864d
Bump docs versions – also for OptimizationIpOpt since that currently …
kellertuer Sep 23, 2025
18c558a
Merge branch 'master' into kellertuer/properManopt
kellertuer Sep 23, 2025
ec2183b
Merge branch 'master' into kellertuer/properManopt
kellertuer Sep 26, 2025
561d9e2
Merge branch 'master' into kellertuer/properManopt
oscardssmith Oct 1, 2025
213760e
Update lib/OptimizationManopt/src/OptimizationManopt.jl
ChrisRackauckas Oct 1, 2025
0a47945
Update lib/OptimizationManopt/src/OptimizationManopt.jl
ChrisRackauckas Oct 1, 2025
b980305
Update lib/OptimizationManopt/src/OptimizationManopt.jl
ChrisRackauckas Oct 1, 2025
2e46ca1
Update lib/OptimizationManopt/src/OptimizationManopt.jl
ChrisRackauckas Oct 1, 2025
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8 changes: 4 additions & 4 deletions lib/OptimizationManopt/Project.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -14,10 +14,10 @@ Reexport = "189a3867-3050-52da-a836-e630ba90ab69"

[compat]
LinearAlgebra = "1.10"
ManifoldDiff = "0.3.10"
Manifolds = "0.9.18"
ManifoldsBase = "0.15.10"
Manopt = "0.4.63"
ManifoldDiff = "0.4"
Manifolds = "0.10"
ManifoldsBase = "1"
Manopt = "0.5"
Optimization = "4.4"
Reexport = "1.2"
julia = "1.10"
Expand Down
163 changes: 34 additions & 129 deletions lib/OptimizationManopt/src/OptimizationManopt.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -65,20 +65,14 @@ function call_manopt_optimizer(
loss,
gradF,
x0;
stopping_criterion::Union{Manopt.StoppingCriterion, Manopt.StoppingCriterionSet},
evaluation::AbstractEvaluationType = Manopt.AllocatingEvaluation(),
stepsize::Stepsize = ArmijoLinesearch(M),
kwargs...)
opts = gradient_descent(M,
opts = Manopt.gradient_descent(M,
loss,
gradF,
x0;
return_state = true,
evaluation,
stepsize,
stopping_criterion,
kwargs...)
# we unwrap DebugOptions here
return_state = true, # return the (full, decorated) solver state
kwargs...
)
minimizer = Manopt.get_solver_result(opts)
return (; minimizer = minimizer, minimum = loss(M, minimizer), options = opts)
end
Expand All @@ -90,13 +84,8 @@ function call_manopt_optimizer(M::ManifoldsBase.AbstractManifold, opt::NelderMea
loss,
gradF,
x0;
stopping_criterion::Union{Manopt.StoppingCriterion, Manopt.StoppingCriterionSet},
kwargs...)
opts = NelderMead(M,
loss;
return_state = true,
stopping_criterion,
kwargs...)
opts = NelderMead(M, loss; return_state = true, kwargs...)
minimizer = Manopt.get_solver_result(opts)
return (; minimizer = minimizer, minimum = loss(M, minimizer), options = opts)
end
Expand All @@ -109,19 +98,14 @@ function call_manopt_optimizer(M::ManifoldsBase.AbstractManifold,
loss,
gradF,
x0;
stopping_criterion::Union{Manopt.StoppingCriterion, Manopt.StoppingCriterionSet},
evaluation::AbstractEvaluationType = InplaceEvaluation(),
stepsize::Stepsize = ArmijoLinesearch(M),
kwargs...)
opts = conjugate_gradient_descent(M,
opts = Manopt.conjugate_gradient_descent(M,
loss,
gradF,
x0;
return_state = true,
evaluation,
stepsize,
stopping_criterion,
kwargs...)
kwargs...
)
# we unwrap DebugOptions here
minimizer = Manopt.get_solver_result(opts)
return (; minimizer = minimizer, minimum = loss(M, minimizer), options = opts)
Expand All @@ -135,25 +119,10 @@ function call_manopt_optimizer(M::ManifoldsBase.AbstractManifold,
loss,
gradF,
x0;
stopping_criterion::Union{Manopt.StoppingCriterion, Manopt.StoppingCriterionSet},
evaluation::AbstractEvaluationType = InplaceEvaluation(),
population_size::Int = 100,
retraction_method::AbstractRetractionMethod = default_retraction_method(M),
inverse_retraction_method::AbstractInverseRetractionMethod = default_inverse_retraction_method(M),
vector_transport_method::AbstractVectorTransportMethod = default_vector_transport_method(M),
kwargs...)
initial_population = vcat([x0], [rand(M) for _ in 1:(population_size - 1)])
opts = particle_swarm(M,
loss;
x0 = initial_population,
n = population_size,
return_state = true,
retraction_method,
inverse_retraction_method,
vector_transport_method,
stopping_criterion,
kwargs...)
# we unwrap DebugOptions here
swarm = [x0, [rand(M) for _ in 1:(population_size - 1)]...]
opts = particle_swarm(M, loss, swarm; return_state = true, kwargs...)
minimizer = Manopt.get_solver_result(opts)
return (; minimizer = minimizer, minimum = loss(M, minimizer), options = opts)
end
Expand All @@ -167,27 +136,9 @@ function call_manopt_optimizer(M::Manopt.AbstractManifold,
loss,
gradF,
x0;
stopping_criterion::Union{Manopt.StoppingCriterion, Manopt.StoppingCriterionSet},
evaluation::AbstractEvaluationType = InplaceEvaluation(),
retraction_method::AbstractRetractionMethod = default_retraction_method(M),
vector_transport_method::AbstractVectorTransportMethod = default_vector_transport_method(M),
stepsize = WolfePowellLinesearch(M;
retraction_method = retraction_method,
vector_transport_method = vector_transport_method,
linesearch_stopsize = 1e-12),
kwargs...
)
opts = quasi_Newton(M,
loss,
gradF,
x0;
return_state = true,
evaluation,
retraction_method,
vector_transport_method,
stepsize,
stopping_criterion,
kwargs...)
opts = quasi_Newton(M, loss, gradF, x0; return_state = true, kwargs...)
# we unwrap DebugOptions here
minimizer = Manopt.get_solver_result(opts)
return (; minimizer = minimizer, minimum = loss(M, minimizer), options = opts)
Expand All @@ -200,18 +151,8 @@ function call_manopt_optimizer(M::ManifoldsBase.AbstractManifold,
loss,
gradF,
x0;
stopping_criterion::Union{Manopt.StoppingCriterion, Manopt.StoppingCriterionSet},
evaluation::AbstractEvaluationType = InplaceEvaluation(),
retraction_method::AbstractRetractionMethod = default_retraction_method(M),
vector_transport_method::AbstractVectorTransportMethod = default_vector_transport_method(M),
basis = Manopt.DefaultOrthonormalBasis(),
kwargs...)
opt = cma_es(M,
loss,
x0;
return_state = true,
stopping_criterion,
kwargs...)
opt = cma_es(M, loss, x0; return_state = true, kwargs...)
# we unwrap DebugOptions here
minimizer = Manopt.get_solver_result(opt)
return (; minimizer = minimizer, minimum = loss(M, minimizer), options = opt)
Expand All @@ -224,21 +165,8 @@ function call_manopt_optimizer(M::ManifoldsBase.AbstractManifold,
loss,
gradF,
x0;
stopping_criterion::Union{Manopt.StoppingCriterion, Manopt.StoppingCriterionSet},
evaluation::AbstractEvaluationType = InplaceEvaluation(),
retraction_method::AbstractRetractionMethod = default_retraction_method(M),
vector_transport_method::AbstractVectorTransportMethod = default_vector_transport_method(M),
kwargs...)
opt = convex_bundle_method!(M,
loss,
gradF,
x0;
return_state = true,
evaluation,
retraction_method,
vector_transport_method,
stopping_criterion,
kwargs...)
opt = convex_bundle_method(M, loss, gradF, x0; return_state = true, kwargs...)
# we unwrap DebugOptions here
minimizer = Manopt.get_solver_result(opt)
return (; minimizer = minimizer, minimum = loss(M, minimizer), options = opt)
Expand All @@ -252,21 +180,13 @@ function call_manopt_optimizer(M::ManifoldsBase.AbstractManifold,
gradF,
x0;
hessF = nothing,
stopping_criterion::Union{Manopt.StoppingCriterion, Manopt.StoppingCriterionSet},
evaluation::AbstractEvaluationType = InplaceEvaluation(),
retraction_method::AbstractRetractionMethod = default_retraction_method(M),
kwargs...)
opt = adaptive_regularization_with_cubics(M,
loss,
gradF,
hessF,
x0;
return_state = true,
evaluation,
retraction_method,
stopping_criterion,
kwargs...)
# we unwrap DebugOptions here

opt = if isnothing(hessF)
adaptive_regularization_with_cubics(M, loss, gradF, x0; return_state = true, kwargs...)
else
adaptive_regularization_with_cubics(M, loss, gradF, hessF, x0; return_state = true, kwargs...)
end
minimizer = Manopt.get_solver_result(opt)
return (; minimizer = minimizer, minimum = loss(M, minimizer), options = opt)
end
Expand All @@ -279,20 +199,12 @@ function call_manopt_optimizer(M::ManifoldsBase.AbstractManifold,
gradF,
x0;
hessF = nothing,
stopping_criterion::Union{Manopt.StoppingCriterion, Manopt.StoppingCriterionSet},
evaluation::AbstractEvaluationType = InplaceEvaluation(),
retraction_method::AbstractRetractionMethod = default_retraction_method(M),
kwargs...)
opt = trust_regions(M,
loss,
gradF,
hessF,
x0;
return_state = true,
evaluation,
retraction = retraction_method,
stopping_criterion,
kwargs...)
opt = if isnothing(hessF)
trust_regions(M, loss, gradF, x0; return_state = true, kwargs...)
else
trust_regions(M, loss, gradF, hessF, x0; return_state = true, kwargs...)
end
# we unwrap DebugOptions here
minimizer = Manopt.get_solver_result(opt)
return (; minimizer = minimizer, minimum = loss(M, minimizer), options = opt)
Expand All @@ -305,21 +217,8 @@ function call_manopt_optimizer(M::ManifoldsBase.AbstractManifold,
loss,
gradF,
x0;
stopping_criterion::Union{Manopt.StoppingCriterion, Manopt.StoppingCriterionSet},
evaluation::AbstractEvaluationType = InplaceEvaluation(),
retraction_method::AbstractRetractionMethod = default_retraction_method(M),
stepsize::Stepsize = DecreasingStepsize(; length = 2.0, shift = 2),
kwargs...)
opt = Frank_Wolfe_method(M,
loss,
gradF,
x0;
return_state = true,
evaluation,
retraction_method,
stopping_criterion,
stepsize,
kwargs...)
opt = Frank_Wolfe_method(M, loss, gradF, x0; return_state = true, kwargs...)
# we unwrap DebugOptions here
minimizer = Manopt.get_solver_result(opt)
return (; minimizer = minimizer, minimum = loss(M, minimizer), options = opt)
Expand All @@ -332,20 +231,22 @@ function SciMLBase.requiresgradient(opt::Union{
AdaptiveRegularizationCubicOptimizer, TrustRegionsOptimizer})
true
end
# TODO: WHY? they both still accept not passing it
function SciMLBase.requireshessian(opt::Union{
AdaptiveRegularizationCubicOptimizer, TrustRegionsOptimizer})
true
end

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@kellertuer kellertuer Sep 12, 2025

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How is this function defined and what is it for?

The current definition here is not correct, both ARC and TR can perform their own (actually quite good) approximation of the hessian – similar to what QN does.
So they do not need a Hessian, but the exact one of course performs a bit better than the approximate one.

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@ChrisRackauckas ChrisRackauckas Oct 1, 2025

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It's a trait for checking whether a solver requires that the Hessian function is required in order to use the solver. For example, if your solver uses prob.f.hess then this should be true, so that way you can fail if a second order AD method is not given.

if it's not required then this should be false. What this will do is, if true, turn on an error message that says "prob.f.hess is not defined and therefore you cannot use this method" (not exactly, but high level that's pretty much what it's for, for higher level error messages and reporting)

function build_loss(f::OptimizationFunction, prob, cb)
function (::AbstractManifold, θ)
return function (::AbstractManifold, θ)
x = f.f(θ, prob.p)
cb(x, θ)
__x = first(x)
return prob.sense === Optimization.MaxSense ? -__x : __x
end
end

#TODO: What does the “true” mean here?
function build_gradF(f::OptimizationFunction{true})
function g(M::AbstractManifold, G, θ)
f.grad(G, θ)
Expand All @@ -356,6 +257,7 @@ function build_gradF(f::OptimizationFunction{true})
f.grad(G, θ)
return riemannian_gradient(M, θ, G)
end
return g
end

function build_hessF(f::OptimizationFunction{true})
Expand All @@ -373,6 +275,7 @@ function build_hessF(f::OptimizationFunction{true})
f.grad(G, θ)
return riemannian_Hessian(M, θ, G, H, X)
end
return h
end

function SciMLBase.__solve(cache::OptimizationCache{
Expand All @@ -395,8 +298,7 @@ function SciMLBase.__solve(cache::OptimizationCache{
LC,
UC,
S,
O <:
AbstractManoptOptimizer,
O <: AbstractManoptOptimizer,
D,
P,
C
Expand All @@ -418,6 +320,7 @@ function SciMLBase.__solve(cache::OptimizationCache{
u = θ,
p = cache.p,
objective = x[1])
#TODO: What is this callback for?
cb_call = cache.callback(opt_state, x...)
if !(cb_call isa Bool)
error("The callback should return a boolean `halt` for whether to stop the optimization process.")
Expand Down Expand Up @@ -448,10 +351,12 @@ function SciMLBase.__solve(cache::OptimizationCache{
stopping_criterion = Manopt.StopAfterIteration(500)
end

# TODO: With the new keyword warnings we can not just always pass down hessF!
opt_res = call_manopt_optimizer(manifold, cache.opt, _loss, gradF, cache.u0;
solver_kwarg..., stopping_criterion = stopping_criterion, hessF)

asc = get_stopping_criterion(opt_res.options)
# TODO: Switch to `has_converged` once that was released.
opt_ret = Manopt.indicates_convergence(asc) ? ReturnCode.Success : ReturnCode.Failure

return SciMLBase.build_solution(cache,
Expand Down
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