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map maxiters to outer_iterations #544

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merged 5 commits into from
Sep 27, 2023
Merged

map maxiters to outer_iterations #544

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719f2a7
map `maxiters` to `outer_iterations`
SebastianM-C Jun 2, 2023
60608f7
Merge branch 'master' into bfgs
SebastianM-C Sep 27, 2023
4766051
map `outer_iterations` to `maxiters` for Fminbox
SebastianM-C Sep 27, 2023
eb3d4ec
fix formating for `mapped_args`
SebastianM-C Sep 27, 2023
073f507
add tests for Optim maxiters handling
SebastianM-C Sep 27, 2023
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18 changes: 17 additions & 1 deletion lib/OptimizationOptimJL/src/OptimizationOptimJL.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -21,6 +21,7 @@
Optim.SAMIN, Optim.ConstrainedOptimizer};
callback = nothing,
maxiters::Union{Number, Nothing} = nothing,
local_maxiters::Union{Number, Nothing} = nothing,
maxtime::Union{Number, Nothing} = nothing,
abstol::Union{Number, Nothing} = nothing,
reltol::Union{Number, Nothing} = nothing,
Expand All @@ -36,7 +37,22 @@
end

if !isnothing(maxiters)
mapped_args = (; mapped_args..., iterations = maxiters)
if opt isa Optim.Fminbox
if !isnothing(local_maxiters)
mapped_args = (;

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mapped_args...,
outer_iterations = maxiters,
iterations = local_maxiters)
else
mapped_args = (; mapped_args..., outer_iterations = maxiters)

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end
else
mapped_args = (; mapped_args..., iterations = maxiters)

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end
end

if !isnothing(local_maxiters) && opt isa Optim.Fminbox
mapped_args = (; mapped_args..., iterations = local_maxiters)

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end

if !isnothing(maxtime)
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9 changes: 9 additions & 0 deletions lib/OptimizationOptimJL/test/runtests.jl
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Expand Up @@ -37,6 +37,15 @@ using Test
sol = solve(prob, Optim.KrylovTrustRegion())
@test 10 * sol.objective < l1

sol = solve(prob, Optim.BFGS(), maxiters = 1)
@test sol.original.iterations == 1

sol = solve(prob, Optim.BFGS(), maxiters = 1, local_maxiters = 2)
@test sol.original.iterations == 1

sol = solve(prob, Optim.BFGS(), local_maxiters = 2)
@test sol.original.iterations > 2

cons = (res, x, p) -> res .= [x[1]^2 + x[2]^2]
optprob = OptimizationFunction(rosenbrock, Optimization.AutoModelingToolkit();
cons = cons)
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