Skip to content
Merged
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension


Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
13 changes: 7 additions & 6 deletions .github/workflows/CI.yml
Original file line number Diff line number Diff line change
Expand Up @@ -19,6 +19,7 @@ jobs:
matrix:
group:
- Core
- OptimizationBase
- OptimizationAuglag
- OptimizationBBO
- OptimizationCMAEvolutionStrategy
Expand All @@ -45,7 +46,7 @@ jobs:
- OptimizationPolyalgorithms
- OptimizationNLPModels
version:
- '1'
- '1.11'
- 'lts'
steps:
- uses: actions/checkout@v4
Expand All @@ -57,10 +58,10 @@ jobs:
cache-name: cache-artifacts
with:
path: ~/.julia/artifacts
key: ${{ runner.os }}-test-${{ env.cache-name }}-${{ hashFiles('**/Project.toml') }}
key: ${{ runner.os }}-test-${{ matrix.version }}-${{ env.cache-name }}-${{ hashFiles('**/Project.toml') }}
restore-keys: |
${{ runner.os }}-test-${{ env.cache-name }}-
${{ runner.os }}-test-
${{ runner.os }}-test-${{ matrix.version }}-${{ env.cache-name }}-
${{ runner.os }}-test-${{ matrix.version }}-
${{ runner.os }}-
- uses: julia-actions/julia-buildpkg@v1
- if: ${{ matrix.group == 'OptimizationQuadDIRECT' }}
Expand All @@ -70,7 +71,7 @@ jobs:
GROUP: ${{ matrix.group }}
- uses: julia-actions/julia-processcoverage@v1
with:
directories: src,lib/OptimizationBBO/src,lib/OptimizationCMAEvolutionStrategy/src,lib/OptimizationEvolutionary/src,lib/OptimizationGCMAES/src,lib/OptimizationIpopt/src,lib/OptimizationMadNLP/src,lib/OptimizationManopt/src,lib/OptimizationMOI/src,lib/OptimizationMetaheuristics/src,lib/OptimizationMultistartOptimization/src,lib/OptimizationNLopt/src,lib/OptimizationNOMAD/src,lib/OptimizationOptimJL/src,lib/OptimizationOptimisers/src,lib/OptimizationPolyalgorithms/src,lib/OptimizationQuadDIRECT/src,lib/OptimizationSpeedMapping/src
directories: src,lib/OptimizationBase/src,lib/OptimizationBBO/src,lib/OptimizationCMAEvolutionStrategy/src,lib/OptimizationEvolutionary/src,lib/OptimizationGCMAES/src,lib/OptimizationIpopt/src,lib/OptimizationMadNLP/src,lib/OptimizationManopt/src,lib/OptimizationMOI/src,lib/OptimizationMetaheuristics/src,lib/OptimizationMultistartOptimization/src,lib/OptimizationNLopt/src,lib/OptimizationNOMAD/src,lib/OptimizationOptimJL/src,lib/OptimizationOptimisers/src,lib/OptimizationPolyalgorithms/src,lib/OptimizationQuadDIRECT/src,lib/OptimizationSpeedMapping/src
- uses: codecov/codecov-action@v5
with:
file: lcov.info
files: lcov.info
2 changes: 1 addition & 1 deletion Project.toml
Original file line number Diff line number Diff line change
Expand Up @@ -49,7 +49,7 @@ ModelingToolkit = "10.23"
Mooncake = "0.4.138"
Optim = ">= 1.4.1"
Optimisers = ">= 0.2.5"
OptimizationBase = "3"
OptimizationBase = "4"
OptimizationLBFGSB = "1"
OptimizationMOI = "0.5"
OptimizationOptimJL = "0.4"
Expand Down
4 changes: 2 additions & 2 deletions lib/OptimizationBase/Project.toml
Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
name = "OptimizationBase"
uuid = "bca83a33-5cc9-4baa-983d-23429ab6bcbb"
authors = ["Vaibhav Dixit <[email protected]> and contributors"]
version = "3.3.1"
version = "4.0.0"

[deps]
ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"
Expand Down Expand Up @@ -55,7 +55,7 @@ ModelingToolkit = "10.23"
PDMats = "0.11"
Reexport = "1.2"
ReverseDiff = "1.14"
SciMLBase = "2.104"
SciMLBase = "2.122"
SparseConnectivityTracer = "0.6, 1"
SparseMatrixColorings = "0.4"
SymbolicAnalysis = "0.3"
Expand Down
8 changes: 2 additions & 6 deletions lib/OptimizationBase/src/OptimizationBase.jl
Original file line number Diff line number Diff line change
Expand Up @@ -15,15 +15,10 @@ import SciMLBase: solve, init, solve!, __init, __solve,
requireshessian, requiresconsjac,
requiresconshess

supports_opt_cache_interface(alg) = false
@static if !hasmethod(SciMLBase.__solve, Tuple{OptimizationProblem, SciMLBase.AbstractOptimizationAlgorithm})
include("solve.jl")
end

export ObjSense, MaxSense, MinSense
export allowsbounds, requiresbounds, allowsconstraints, requiresconstraints,
allowscallback, requiresgradient, requireshessian,
requiresconsjac, requiresconshess, supports_opt_cache_interface
requiresconsjac, requiresconshess

using FastClosures

Expand All @@ -36,6 +31,7 @@ const DEFAULT_DATA = Iterators.cycle((NullData(),))
Base.iterate(::NullData, i = 1) = nothing
Base.length(::NullData) = 0

include("solve.jl")
include("adtypes.jl")
include("symify.jl")
include("cache.jl")
Expand Down
21 changes: 12 additions & 9 deletions lib/OptimizationBase/src/cache.jl
Original file line number Diff line number Diff line change
Expand Up @@ -5,16 +5,18 @@ struct AnalysisResults{O, C}
constraints::C
end

struct OptimizationCache{F, RC, LB, UB, LC, UC, S, O, P, C, M} <:
struct OptimizationCache{
O, IIP, F <: SciMLBase.AbstractOptimizationFunction{IIP},
RC, LB, UB, LC, UC, S, P, C, M} <:
SciMLBase.AbstractOptimizationCache
opt::O
f::F
reinit_cache::RC
lb::LB
ub::UB
lcons::LC
ucons::UC
sense::S
opt::O
progress::P
callback::C
manifold::M
Expand Down Expand Up @@ -46,13 +48,13 @@ function OptimizationCache(prob::SciMLBase.OptimizationProblem, opt;
prob.f.adtype isa AutoZygote) &&
(SciMLBase.requireshessian(opt) || SciMLBase.requiresconshess(opt) ||
SciMLBase.requireslagh(opt))
@warn "The selected optimization algorithm requires second order derivatives, but `SecondOrder` ADtype was not provided.
So a `SecondOrder` with $(prob.f.adtype) for both inner and outer will be created, this can be suboptimal and not work in some cases so
@warn "The selected optimization algorithm requires second order derivatives, but `SecondOrder` ADtype was not provided.
So a `SecondOrder` with $(prob.f.adtype) for both inner and outer will be created, this can be suboptimal and not work in some cases so
an explicit `SecondOrder` ADtype is recommended."
elseif prob.f.adtype isa AutoZygote &&
(SciMLBase.requiresconshess(opt) || SciMLBase.requireslagh(opt) ||
SciMLBase.requireshessian(opt))
@warn "The selected optimization algorithm requires second order derivatives, but `AutoZygote` ADtype was provided.
@warn "The selected optimization algorithm requires second order derivatives, but `AutoZygote` ADtype was provided.
So a `SecondOrder` with `AutoZygote` for inner and `AutoForwardDiff` for outer will be created, for choosing another pair
an explicit `SecondOrder` ADtype is recommended."
end
Expand All @@ -71,11 +73,10 @@ function OptimizationCache(prob::SciMLBase.OptimizationProblem, opt;
cons_res = nothing
end

return OptimizationCache(f, reinit_cache_passedon, prob.lb, prob.ub, prob.lcons,
return OptimizationCache(opt, f, reinit_cache_passedon, prob.lb, prob.ub, prob.lcons,
prob.ucons, prob.sense,
opt, progress, callback, manifold, AnalysisResults(obj_res, cons_res),
merge((; maxiters, maxtime, abstol, reltol),
NamedTuple(kwargs)))
progress, callback, manifold, AnalysisResults(obj_res, cons_res),
merge((; maxiters, maxtime, abstol, reltol), NamedTuple(kwargs)))
end

function SciMLBase.__init(prob::SciMLBase.OptimizationProblem, opt;
Expand All @@ -91,6 +92,8 @@ function SciMLBase.__init(prob::SciMLBase.OptimizationProblem, opt;
kwargs...)
end

SciMLBase.isinplace(::OptimizationCache{o, iip}) where {o, iip} = iip

# Wrapper for fields that may change in `reinit!(cache)` of a cache.
mutable struct ReInitCache{uType, P}
u0::uType
Expand Down
2 changes: 1 addition & 1 deletion lib/OptimizationBase/src/solve.jl
Original file line number Diff line number Diff line change
Expand Up @@ -92,7 +92,7 @@ from NLopt for an example. The common local optimizer arguments are:
"""
function solve(prob::SciMLBase.OptimizationProblem, alg, args...;
kwargs...)::SciMLBase.AbstractOptimizationSolution
if SciMLBase.supports_opt_cache_interface(alg)
if SciMLBase.has_init(alg)
solve!(init(prob, alg, args...; kwargs...))
else
if prob.u0 !== nothing && !isconcretetype(eltype(prob.u0))
Expand Down
4 changes: 2 additions & 2 deletions lib/OptimizationManopt/test/runtests.jl
Original file line number Diff line number Diff line change
Expand Up @@ -166,7 +166,7 @@ R2 = Euclidean(2)

opt = OptimizationManopt.TrustRegionsOptimizer()

#TODO: This autodiff currently provides a Hessian that seem to not procide a Hessian
#TODO: This autodiff currently provides a Hessian that seem to not provide a Hessian
# TR Fails but also AD before that warns. So it passes _some_ hessian but a wrong one, even in format
optprob = OptimizationFunction(rosenbrock, AutoForwardDiff())
prob = OptimizationProblem(optprob, x0, p; manifold = R2)
Expand All @@ -187,4 +187,4 @@ R2 = Euclidean(2)
#TODO: What is this?
@test_throws SciMLBase.IncompatibleOptimizerError OptimizationBase.solve(prob_cons, opt)
end
end
end
23 changes: 13 additions & 10 deletions test/runtests.jl
Original file line number Diff line number Diff line change
Expand Up @@ -14,16 +14,19 @@ function activate_subpkg_env(subpkg)
Pkg.instantiate()
end

if GROUP == "All" || GROUP == "Core"
dev_subpkg("OptimizationOptimJL")
dev_subpkg("OptimizationOptimisers")
dev_subpkg("OptimizationMOI")
elseif GROUP == "GPU" || GROUP == "OptimizationPolyalgorithms"
dev_subpkg("OptimizationOptimJL")
dev_subpkg("OptimizationOptimisers")
elseif GROUP == "OptimizationNLPModels"
dev_subpkg("OptimizationOptimJL")
dev_subpkg("OptimizationMOI")
if VERSION < v"1.11"
if GROUP == "All" || GROUP == "Core"
dev_subpkg("OptimizationBase")
dev_subpkg("OptimizationOptimJL")
dev_subpkg("OptimizationOptimisers")
dev_subpkg("OptimizationMOI")
elseif GROUP == "GPU" || GROUP == "OptimizationPolyalgorithms"
dev_subpkg("OptimizationOptimJL")
dev_subpkg("OptimizationOptimisers")
elseif GROUP == "OptimizationNLPModels"
dev_subpkg("OptimizationOptimJL")
dev_subpkg("OptimizationMOI")
end
end

@time begin
Expand Down
Loading