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Simplify calls to Optim.jl #910

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Merged
merged 3 commits into from
May 6, 2025
Merged

Simplify calls to Optim.jl #910

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7c778ae
Simplify calls to Optim.jl
ChrisRackauckas May 4, 2025
7643ccf
Update lib/OptimizationOptimJL/src/OptimizationOptimJL.jl
ChrisRackauckas May 6, 2025
2f3366e
Update lib/OptimizationOptimJL/src/OptimizationOptimJL.jl
ChrisRackauckas May 6, 2025
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55 changes: 39 additions & 16 deletions lib/OptimizationOptimJL/src/OptimizationOptimJL.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -393,14 +393,22 @@ function SciMLBase.__solve(cache::OptimizationCache{
end
end
u0_type = eltype(cache.u0)
optim_f = Optim.TwiceDifferentiable(_loss, gg, fg!, hh, cache.u0,
real(zero(u0_type)),
Optim.NLSolversBase.alloc_DF(cache.u0,
real(zero(u0_type))),
isnothing(cache.f.hess_prototype) ?
Optim.NLSolversBase.alloc_H(cache.u0,
real(zero(u0_type))) :
convert.(u0_type, cache.f.hess_prototype))

optim_f = if SciMLBase.requireshessian(cache.opt)
Optim.TwiceDifferentiable(_loss, gg, fg!, hh, cache.u0,
real(zero(u0_type)),
Optim.NLSolversBase.alloc_DF(cache.u0,
real(zero(u0_type))),
isnothing(cache.f.hess_prototype) ?
Optim.NLSolversBase.alloc_H(cache.u0,
real(zero(u0_type))) :
convert.(u0_type, cache.f.hess_prototype))
else
Optim.OnceDifferentiable(_loss, gg, fg!, cache.u0,
real(zero(u0_type)),
Optim.NLSolversBase.alloc_DF(cache.u0,
real(zero(u0_type))))
end

cons_hl! = function (h, θ, λ)
res = [similar(h) for i in 1:length(λ)]
Expand All @@ -412,15 +420,26 @@ function SciMLBase.__solve(cache::OptimizationCache{

lb = cache.lb === nothing ? [] : cache.lb
ub = cache.ub === nothing ? [] : cache.ub
if cache.f.cons !== nothing
optim_fc = Optim.TwiceDifferentiableConstraints(cache.f.cons, cache.f.cons_j,
cons_hl!,
lb, ub,
cache.lcons, cache.ucons)

optim_fc = if SciMLBase.requireshessian(cache.opt)
if cache.f.cons !== nothing
Optim.TwiceDifferentiableConstraints(cache.f.cons, cache.f.cons_j,
cons_hl!,
lb, ub,
cache.lcons, cache.ucons)
else
Optim.TwiceDifferentiableConstraints(lb, ub)
end
else
optim_fc = Optim.TwiceDifferentiableConstraints(lb, ub)
if cache.f.cons !== nothing
Optim.OnceDifferentiableConstraints(cache.f.cons, cache.f.cons_j,
lb, ub,
cache.lcons, cache.ucons)
else
Optim.OnceDifferentiableConstraints(lb, ub)
end
end

opt_args = __map_optimizer_args(cache, cache.opt, callback = _cb,
maxiters = cache.solver_args.maxiters,
maxtime = cache.solver_args.maxtime,
Expand All @@ -429,7 +448,11 @@ function SciMLBase.__solve(cache::OptimizationCache{
cache.solver_args...)

t0 = time()
opt_res = Optim.optimize(optim_f, optim_fc, cache.u0, cache.opt, opt_args)
if lb === nothing && ub === nothing && cache.f.cons === nothing
opt_res = Optim.optimize(optim_f, cache.u0, cache.opt, opt_args)
else
opt_res = Optim.optimize(optim_f, optim_fc, cache.u0, cache.opt, opt_args)
end
t1 = time()
opt_ret = Symbol(Optim.converged(opt_res))
stats = Optimization.OptimizationStats(; iterations = opt_res.iterations,
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