Update #711 checking if OptimizationFunction is used for derivative based optimizers #711

lib/OptimizationOptimJL/src/OptimizationOptimJL.jl

@@ -14,6 +14,7 @@
 SciMLBase.supports_opt_cache_interface(opt::Optim.AbstractOptimizer) = true
 SciMLBase.supports_opt_cache_interface(opt::Union{Optim.Fminbox, Optim.SAMIN}) = true
 SciMLBase.supports_opt_cache_interface(opt::Optim.ConstrainedOptimizer) = true
+SciMLBase.requiresderivative(Optim.AbstractOptimizer) = !(opt isa Optim.ZerothOrderOptimizer)
 
 function __map_optimizer_args(cache::OptimizationCache,
         opt::Union{Optim.AbstractOptimizer, Optim.Fminbox,
@@ -128,7 +129,8 @@
     local x, cur, state
 
     cur, state = iterate(cache.data)
-
+    (requiresderivative(Optim.AbstractOptimizer))
+        error("Use OptimizationFunction to pass the derivatives or automatically generate them with one of the autodiff backends")
     !(cache.opt isa Optim.ZerothOrderOptimizer) && cache.f.grad === nothing &&
         error("Use OptimizationFunction to pass the derivatives or automatically generate them with one of the autodiff backends")