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Incorrect return value classification of FTOL_REACHED from NLopt #862

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m-sturm opened this issue Dec 6, 2024 · 0 comments
Open

Incorrect return value classification of FTOL_REACHED from NLopt #862

m-sturm opened this issue Dec 6, 2024 · 0 comments

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@m-sturm
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m-sturm commented Dec 6, 2024

Starting from version 4.0.0, Optimization.jl classifies the return value “FTOL_REACHED” from NLopt as failure. This produces a warning.

Minimal Reproducible Example 👇

using Optimization, OptimizationNLopt

function exec_mwe()
    f(x, p) = sum(0.1 * (x .+ p) .^ 2)
    f_opt = OptimizationFunction(f)
    u0 = [0.5]

    prob = Optimization.OptimizationProblem(f_opt, u0, [1.0], lb=[-10.0], ub=[10.0])
    sol = solve(prob, NLopt.LN_BOBYQA(), abstol=1e-8)
    println(sol)
end

exec_mwe()

Error & Stacktrace ⚠️

┌ Warning: NLopt failed to converge: FTOL_REACHED
└ @ OptimizationNLopt C:\Users\np\.julia\packages\OptimizationNLopt\YE3fr\src\OptimizationNLopt.jl:299
retcode: Failure
u: [-1.0]
Final objective value:     0.0

Not Working Environment (please complete the following information):

  • Output of using Pkg; Pkg.status()
Status `C:\Users\np\.julia\environments\v1.11\Project.toml`
  [7f7a1694] Optimization v4.0.5
  [4e6fcdb7] OptimizationNLopt v0.3.2
  • Output of using Pkg; Pkg.status(; mode = PKGMODE_MANIFEST)
Status `C:\Users\np\.julia\environments\v1.11\Manifest.toml`
  [47edcb42] ADTypes v1.11.0
  [1520ce14] AbstractTrees v0.4.5
  [7d9f7c33] Accessors v0.1.39
  [79e6a3ab] Adapt v4.1.1
  [4fba245c] ArrayInterface v7.17.1
  [fa961155] CEnum v0.5.0
  [38540f10] CommonSolve v0.2.4
  [34da2185] Compat v4.16.0
  [a33af91c] CompositionsBase v0.1.2
  [88cd18e8] ConsoleProgressMonitor v0.1.2
  [187b0558] ConstructionBase v1.5.8
  [9a962f9c] DataAPI v1.16.0
  [864edb3b] DataStructures v0.18.20
  [e2d170a0] DataValueInterfaces v1.0.0
  [a0c0ee7d] DifferentiationInterface v0.6.26
  [ffbed154] DocStringExtensions v0.9.3
  [4e289a0a] EnumX v1.0.4
  [e2ba6199] ExprTools v0.1.10
⌅ [6b7a57c9] Expronicon v0.8.5
  [9aa1b823] FastClosures v0.3.2
  [1a297f60] FillArrays v1.13.0
  [069b7b12] FunctionWrappers v1.1.3
  [77dc65aa] FunctionWrappersWrappers v0.1.3
  [46192b85] GPUArraysCore v0.2.0
  [3587e190] InverseFunctions v0.1.17
  [82899510] IteratorInterfaceExtensions v1.0.0
  [692b3bcd] JLLWrappers v1.6.1
  [5be7bae1] LBFGSB v0.4.1
  [1d6d02ad] LeftChildRightSiblingTrees v0.2.0
  [e6f89c97] LoggingExtras v1.1.0
  [d8e11817] MLStyle v0.4.17
  [1914dd2f] MacroTools v0.5.13
  [76087f3c] NLopt v1.1.1
  [7f7a1694] Optimization v4.0.5
  [bca83a33] OptimizationBase v2.4.0
  [4e6fcdb7] OptimizationNLopt v0.3.2
  [bac558e1] OrderedCollections v1.7.0
  [90014a1f] PDMats v0.11.31
  [aea7be01] PrecompileTools v1.2.1
  [21216c6a] Preferences v1.4.3
  [33c8b6b6] ProgressLogging v0.1.4
  [92933f4c] ProgressMeter v1.10.2
  [3cdcf5f2] RecipesBase v1.3.4
  [731186ca] RecursiveArrayTools v3.27.4
  [189a3867] Reexport v1.2.2
  [ae029012] Requires v1.3.0
  [7e49a35a] RuntimeGeneratedFunctions v0.5.13
  [0bca4576] SciMLBase v2.66.0
  [c0aeaf25] SciMLOperators v0.3.12
  [53ae85a6] SciMLStructures v1.6.1
  [9f842d2f] SparseConnectivityTracer v0.6.9
  [0a514795] SparseMatrixColorings v0.4.10
  [1e83bf80] StaticArraysCore v1.4.3
  [10745b16] Statistics v1.11.1
  [2efcf032] SymbolicIndexingInterface v0.3.36
  [3783bdb8] TableTraits v1.0.1
  [bd369af6] Tables v1.12.0
  [5d786b92] TerminalLoggers v0.1.7
  [81d17ec3] L_BFGS_B_jll v3.0.1+0
  [079eb43e] NLopt_jll v2.8.0+0
  [0dad84c5] ArgTools v1.1.2
  [56f22d72] Artifacts v1.11.0
  [2a0f44e3] Base64 v1.11.0
  [ade2ca70] Dates v1.11.0
  [8ba89e20] Distributed v1.11.0
  [f43a241f] Downloads v1.6.0
  [7b1f6079] FileWatching v1.11.0
  [b77e0a4c] InteractiveUtils v1.11.0
  [b27032c2] LibCURL v0.6.4
  [76f85450] LibGit2 v1.11.0
  [8f399da3] Libdl v1.11.0
  [37e2e46d] LinearAlgebra v1.11.0
  [56ddb016] Logging v1.11.0
  [d6f4376e] Markdown v1.11.0
  [ca575930] NetworkOptions v1.2.0
  [44cfe95a] Pkg v1.11.0
  [de0858da] Printf v1.11.0
  [9a3f8284] Random v1.11.0
  [ea8e919c] SHA v0.7.0
  [9e88b42a] Serialization v1.11.0
  [6462fe0b] Sockets v1.11.0
  [2f01184e] SparseArrays v1.11.0
  [4607b0f0] SuiteSparse
  [fa267f1f] TOML v1.0.3
  [a4e569a6] Tar v1.10.0
  [cf7118a7] UUIDs v1.11.0
  [4ec0a83e] Unicode v1.11.0
  [e66e0078] CompilerSupportLibraries_jll v1.1.1+0
  [deac9b47] LibCURL_jll v8.6.0+0
  [e37daf67] LibGit2_jll v1.7.2+0
  [29816b5a] LibSSH2_jll v1.11.0+1
  [c8ffd9c3] MbedTLS_jll v2.28.6+0
  [14a3606d] MozillaCACerts_jll v2023.12.12
  [4536629a] OpenBLAS_jll v0.3.27+1
  [bea87d4a] SuiteSparse_jll v7.7.0+0
  [83775a58] Zlib_jll v1.2.13+1
  [8e850b90] libblastrampoline_jll v5.11.0+0
  [8e850ede] nghttp2_jll v1.59.0+0
  [3f19e933] p7zip_jll v17.4.0+2
  • Output of versioninfo()
Julia Version 1.11.2
Commit 5e9a32e7af (2024-12-01 20:02 UTC)
Build Info:
  Official https://julialang.org/ release
Platform Info:
  OS: Windows (x86_64-w64-mingw32)
  CPU: 32 × AMD Ryzen 9 7950X 16-Core Processor
  WORD_SIZE: 64
  LLVM: libLLVM-16.0.6 (ORCJIT, znver4)
Threads: 16 default, 0 interactive, 8 GC (on 32 virtual cores)
Environment:
  JULIA_EDITOR = code
  JULIA_NUM_THREADS = 16

Working Environment (please complete the following information):

  • Output of using Pkg; Pkg.status()
Status `C:\Users\np\.julia\environments\v1.11\Project.toml`
⌅ [7f7a1694] Optimization v3.28.0
⌃ [4e6fcdb7] OptimizationNLopt v0.2.2
  • Output of using Pkg; Pkg.status(; mode = PKGMODE_MANIFEST)
Status `C:\Users\np\.julia\environments\v1.11\Manifest.toml`
  [47edcb42] ADTypes v1.11.0
  [621f4979] AbstractFFTs v1.5.0
  [1520ce14] AbstractTrees v0.4.5
  [7d9f7c33] Accessors v0.1.38
  [79e6a3ab] Adapt v4.1.1
  [66dad0bd] AliasTables v1.1.3
  [ec485272] ArnoldiMethod v0.4.0
  [4fba245c] ArrayInterface v7.17.1
  [e2ed5e7c] Bijections v0.1.9
  [fa961155] CEnum v0.5.0
  [d360d2e6] ChainRulesCore v1.25.0
  [861a8166] Combinatorics v1.0.2
  [38540f10] CommonSolve v0.2.4
  [f70d9fcc] CommonWorldInvalidations v1.0.0
  [34da2185] Compat v4.16.0
  [b152e2b5] CompositeTypes v0.1.4
  [a33af91c] CompositionsBase v0.1.2
  [88cd18e8] ConsoleProgressMonitor v0.1.2
  [187b0558] ConstructionBase v1.5.8
  [717857b8] DSP v0.7.10
  [9a962f9c] DataAPI v1.16.0
  [864edb3b] DataStructures v0.18.20
  [e2d170a0] DataValueInterfaces v1.0.0
  [85a47980] Dictionaries v0.4.3
  [b552c78f] DiffRules v1.15.1
  [31c24e10] Distributions v0.25.113
  [ffbed154] DocStringExtensions v0.9.3
  [5b8099bc] DomainSets v0.7.14
  [7c1d4256] DynamicPolynomials v0.6.1
  [b7d42ee7] Einsum v0.4.1
  [4e289a0a] EnumX v1.0.4
  [e2ba6199] ExprTools v0.1.10
⌅ [6b7a57c9] Expronicon v0.8.5
  [7a1cc6ca] FFTW v1.8.0
  [1a297f60] FillArrays v1.13.0
  [1fa38f19] Format v1.3.7
  [069b7b12] FunctionWrappers v1.1.3
  [77dc65aa] FunctionWrappersWrappers v0.1.3
  [46192b85] GPUArraysCore v0.2.0
  [86223c79] Graphs v1.12.0
  [1baab800] HybridArrays v0.4.16
  [34004b35] HypergeometricFunctions v0.3.25
  [615f187c] IfElse v0.1.1
  [313cdc1a] Indexing v1.1.1
  [d25df0c9] Inflate v0.1.5
  [18e54dd8] IntegerMathUtils v0.1.2
  [8197267c] IntervalSets v0.7.10
  [3587e190] InverseFunctions v0.1.17
  [92d709cd] IrrationalConstants v0.2.2
  [c8e1da08] IterTools v1.10.0
  [82899510] IteratorInterfaceExtensions v1.0.0
  [692b3bcd] JLLWrappers v1.6.1
  [2c470bb0] Kronecker v0.5.5
  [5be7bae1] LBFGSB v0.4.1
  [b964fa9f] LaTeXStrings v1.4.0
  [23fbe1c1] Latexify v0.16.5
  [1d6d02ad] LeftChildRightSiblingTrees v0.2.0
  [7a12625a] LinearMaps v3.11.3
  [2ab3a3ac] LogExpFunctions v0.3.28
  [e6f89c97] LoggingExtras v1.1.0
  [d8e11817] MLStyle v0.4.17
  [1914dd2f] MacroTools v0.5.13
⌅ [af67fdf4] ManifoldDiff v0.3.13
⌅ [1cead3c2] Manifolds v0.9.20
  [3362f125] ManifoldsBase v0.15.22
  [99c1a7ee] MatrixEquations v2.4.2
  [e1d29d7a] Missings v1.2.0
  [102ac46a] MultivariatePolynomials v0.5.7
  [d8a4904e] MutableArithmetics v1.6.0
  [76087f3c] NLopt v1.1.1
  [77ba4419] NaNMath v1.0.2
  [356022a1] NamedDims v1.2.2
⌅ [7f7a1694] Optimization v3.28.0
⌅ [bca83a33] OptimizationBase v1.5.0
⌃ [4e6fcdb7] OptimizationNLopt v0.2.2
  [bac558e1] OrderedCollections v1.7.0
  [90014a1f] PDMats v0.11.31
  [f27b6e38] Polynomials v4.0.12
  [aea7be01] PrecompileTools v1.2.1
  [21216c6a] Preferences v1.4.3
  [27ebfcd6] Primes v0.5.6
  [33c8b6b6] ProgressLogging v0.1.4
  [92933f4c] ProgressMeter v1.10.2
  [43287f4e] PtrArrays v1.2.1
  [1fd47b50] QuadGK v2.11.1
  [94ee1d12] Quaternions v0.7.6
  [c1ae055f] RealDot v0.1.0
  [3cdcf5f2] RecipesBase v1.3.4
  [731186ca] RecursiveArrayTools v3.27.4
  [189a3867] Reexport v1.2.2
  [ae029012] Requires v1.3.0
  [79098fc4] Rmath v0.8.0
  [7e49a35a] RuntimeGeneratedFunctions v0.5.13
  [0bca4576] SciMLBase v2.65.1
  [c0aeaf25] SciMLOperators v0.3.12
  [53ae85a6] SciMLStructures v1.6.1
  [efcf1570] Setfield v1.1.1
  [699a6c99] SimpleTraits v0.9.4
  [47aef6b3] SimpleWeightedGraphs v1.4.0
  [a2af1166] SortingAlgorithms v1.2.1
  [276daf66] SpecialFunctions v2.4.0
  [90137ffa] StaticArrays v1.9.8
  [1e83bf80] StaticArraysCore v1.4.3
  [10745b16] Statistics v1.11.1
  [82ae8749] StatsAPI v1.7.0
  [2913bbd2] StatsBase v0.34.3
  [4c63d2b9] StatsFuns v1.3.2
  [4297ee4d] SymbolicAnalysis v0.3.0
  [2efcf032] SymbolicIndexingInterface v0.3.35
  [19f23fe9] SymbolicLimits v0.2.2
  [d1185830] SymbolicUtils v3.7.2
  [0c5d862f] Symbolics v6.22.0
  [3783bdb8] TableTraits v1.0.1
  [bd369af6] Tables v1.12.0
  [8ea1fca8] TermInterface v2.0.0
  [5d786b92] TerminalLoggers v0.1.7
  [a759f4b9] TimerOutputs v0.5.25
  [a7c27f48] Unityper v0.1.6
  [f5851436] FFTW_jll v3.3.10+1
  [1d5cc7b8] IntelOpenMP_jll v2024.2.1+0
  [81d17ec3] L_BFGS_B_jll v3.0.1+0
  [856f044c] MKL_jll v2024.2.0+0
  [079eb43e] NLopt_jll v2.8.0+0
  [efe28fd5] OpenSpecFun_jll v0.5.5+0
  [f50d1b31] Rmath_jll v0.5.1+0
  [1317d2d5] oneTBB_jll v2021.12.0+0
  [0dad84c5] ArgTools v1.1.2
  [56f22d72] Artifacts v1.11.0
  [2a0f44e3] Base64 v1.11.0
  [ade2ca70] Dates v1.11.0
  [8ba89e20] Distributed v1.11.0
  [f43a241f] Downloads v1.6.0
  [7b1f6079] FileWatching v1.11.0
  [9fa8497b] Future v1.11.0
  [b77e0a4c] InteractiveUtils v1.11.0
  [4af54fe1] LazyArtifacts v1.11.0
  [b27032c2] LibCURL v0.6.4
  [76f85450] LibGit2 v1.11.0
  [8f399da3] Libdl v1.11.0
  [37e2e46d] LinearAlgebra v1.11.0
  [56ddb016] Logging v1.11.0
  [d6f4376e] Markdown v1.11.0
  [a63ad114] Mmap v1.11.0
  [ca575930] NetworkOptions v1.2.0
  [44cfe95a] Pkg v1.11.0
  [de0858da] Printf v1.11.0
  [9a3f8284] Random v1.11.0
  [ea8e919c] SHA v0.7.0
  [9e88b42a] Serialization v1.11.0
  [1a1011a3] SharedArrays v1.11.0
  [6462fe0b] Sockets v1.11.0
  [2f01184e] SparseArrays v1.11.0
  [4607b0f0] SuiteSparse
  [fa267f1f] TOML v1.0.3
  [a4e569a6] Tar v1.10.0
  [8dfed614] Test v1.11.0
  [cf7118a7] UUIDs v1.11.0
  [4ec0a83e] Unicode v1.11.0
  [e66e0078] CompilerSupportLibraries_jll v1.1.1+0
  [deac9b47] LibCURL_jll v8.6.0+0
  [e37daf67] LibGit2_jll v1.7.2+0
  [29816b5a] LibSSH2_jll v1.11.0+1
  [c8ffd9c3] MbedTLS_jll v2.28.6+0
  [14a3606d] MozillaCACerts_jll v2023.12.12
  [4536629a] OpenBLAS_jll v0.3.27+1
  [05823500] OpenLibm_jll v0.8.1+2
  [bea87d4a] SuiteSparse_jll v7.7.0+0
  [83775a58] Zlib_jll v1.2.13+1
  [8e850b90] libblastrampoline_jll v5.11.0+0
  [8e850ede] nghttp2_jll v1.59.0+0
  [3f19e933] p7zip_jll v17.4.0+2
  • Output of versioninfo()
Julia Version 1.11.2
Commit 5e9a32e7af (2024-12-01 20:02 UTC)
Build Info:
  Official https://julialang.org/ release
Platform Info:
  OS: Windows (x86_64-w64-mingw32)
  CPU: 32 × AMD Ryzen 9 7950X 16-Core Processor
  WORD_SIZE: 64
  LLVM: libLLVM-16.0.6 (ORCJIT, znver4)
Threads: 1 default, 0 interactive, 1 GC (on 32 virtual cores)
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