Merge pull request #2323 from SciML/optsysfix

Keep symbolic expressions as is and minor bugfixes optimization system

src/systems/optimization/modelingtoolkitize.jl

@@ -26,7 +26,7 @@ function modelingtoolkitize(prob::DiffEqBase.OptimizationProblem; kwargs...)
         if !isnothing(prob.lcons)
             for i in 1:num_cons
                 if !isinf(prob.lcons[i])
-                    if prob.lcons[i] != prob.ucons[i] &&
+                    if prob.lcons[i] != prob.ucons[i]
                        push!(cons, prob.lcons[i] ≲ lhs[i])
                     else
                         push!(cons, lhs[i] ~ prob.ucons[i])

src/systems/optimization/optimizationsystem.jl

@@ -196,13 +196,6 @@ end
 
 hessian_sparsity(sys::OptimizationSystem) = hessian_sparsity(get_op(sys), states(sys))
 
-function rep_pars_vals!(e::Expr, p)
-    rep_pars_vals!.(e.args, Ref(p))
-    replace!(e.args, p...)
-end
-
-function rep_pars_vals!(e, p) end
-
 """
 ```julia
 DiffEqBase.OptimizationProblem{iip}(sys::OptimizationSystem, u0map,
@@ -275,14 +268,8 @@ function DiffEqBase.OptimizationProblem{iip}(sys::OptimizationSystem, u0map,
     f = generate_function(sys, checkbounds = checkbounds, linenumbers = linenumbers,
         expression = Val{false})
 
-    obj_expr = toexpr(subs_constants(objective(sys)))
-    pairs_arr = if p isa SciMLBase.NullParameters
-        [Symbol(_s) => Expr(:ref, :x, i) for (i, _s) in enumerate(dvs)]
-    else
-        vcat([Symbol(_s) => Expr(:ref, :x, i) for (i, _s) in enumerate(dvs)],
-            [Symbol(_p) => p[i] for (i, _p) in enumerate(ps)])
-    end
-    rep_pars_vals!(obj_expr, pairs_arr)
+    obj_expr = subs_constants(objective(sys))
+
     if grad
         grad_oop, grad_iip = generate_gradient(sys, checkbounds = checkbounds,
             linenumbers = linenumbers,
@@ -342,14 +329,13 @@ function DiffEqBase.OptimizationProblem{iip}(sys::OptimizationSystem, u0map,
         else
             _cons_h = nothing
         end
-        cons_expr = toexpr.(subs_constants(constraints(cons_sys)))
-        rep_pars_vals!.(cons_expr, Ref(pairs_arr))
+        cons_expr = subs_constants(constraints(cons_sys))
 
         if !haskey(kwargs, :lcons) && !haskey(kwargs, :ucons) # use the symbolically specified bounds
             lcons = lcons_
             ucons = ucons_
         else # use the user supplied constraints bounds
-            haskey(kwargs, :lcons) && haskey(kwargs, :ucons) &&
+            (haskey(kwargs, :lcons) ⊻ haskey(kwargs, :ucons)) &&
                 throw(ArgumentError("Expected both `ucons` and `lcons` to be supplied"))
             haskey(kwargs, :lcons) && length(kwargs[:lcons]) != length(cstr) &&
                 throw(ArgumentError("Expected `lcons` to be of the same length as the vector of constraints"))
@@ -527,7 +513,7 @@ function OptimizationProblemExpr{iip}(sys::OptimizationSystem, u0map,
             lcons = lcons_
             ucons = ucons_
         else # use the user supplied constraints bounds
-            !haskey(kwargs, :lcons) && !haskey(kwargs, :ucons) &&
+            (haskey(kwargs, :lcons) ⊻ haskey(kwargs, :ucons)) &&
                 throw(ArgumentError("Expected both `ucons` and `lcons` to be supplied"))
             haskey(kwargs, :lcons) && length(kwargs[:lcons]) != length(cstr) &&
                 throw(ArgumentError("Expected `lcons` to be of the same length as the vector of constraints"))

test/optimizationsystem.jl

@@ -283,3 +283,16 @@ end
 
     @test sol1.u ≈ sol2.u
 end
+
+@testset "#2323 keep symbolic expressions and xor condition on constraint bounds" begin
+    @variables x y
+    @parameters a b
+    loss = (a - x)^2 + b * (y - x^2)^2
+    @named sys = OptimizationSystem(loss, [x, y], [a, b], constraints = [x^2 + y^2 ≲ 0.0])
+    @test_throws ArgumentError OptimizationProblem(sys, [x => 0.0, y => 0.0], [a => 1.0, b => 100.0], lcons = [0.0])
+    @test_throws ArgumentError OptimizationProblem(sys, [x => 0.0, y => 0.0], [a => 1.0, b => 100.0], ucons = [0.0])
+
+    prob = OptimizationProblem(sys, [x => 0.0, y => 0.0], [a => 1.0, b => 100.0])
+    @test prob.f.expr isa Symbolics.Symbolic
+    @test all(prob.f.cons_expr[i].lhs isa Symbolics.Symbolic for i in 1:length(prob.f.cons_expr)) 
+end