Merge pull request #764 from SciML/fgfghoptf

Add `fg` and `fgh` fields to `OptimizationFunction`

Project.toml

@@ -1,7 +1,7 @@
 name = "SciMLBase"
 uuid = "0bca4576-84f4-4d90-8ffe-ffa030f20462"
 authors = ["Chris Rackauckas <[email protected]> and contributors"]
-version = "2.48.1"
+version = "2.49.0"
 
 [deps]
 ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"

src/interpolation.jl

@@ -616,6 +616,6 @@ Returns a copy of the interpolation stripped of its function, to accommodate ser
 If the interpolation object has no function, returns the interpolation object as is.
 """
 strip_interpolation(id::AbstractDiffEqInterpolation) = id
-strip_interpolation(id::HermiteInterpolation) = id 
+strip_interpolation(id::HermiteInterpolation) = id
 strip_interpolation(id::LinearInterpolation) = id
 strip_interpolation(id::ConstantInterpolation) = id

src/problems/optimization_problems.jl

@@ -103,7 +103,9 @@ struct OptimizationProblem{iip, F, uType, P, LB, UB, I, LC, UC, S, K} <:
     ucons::UC
     sense::S
     kwargs::K
-    @add_kwonly function OptimizationProblem{iip}(f::Union{OptimizationFunction{iip}, MultiObjectiveOptimizationFunction{iip}}, u0,
+    @add_kwonly function OptimizationProblem{iip}(
+            f::Union{OptimizationFunction{iip}, MultiObjectiveOptimizationFunction{iip}},
+            u0,
             p = NullParameters();
             lb = nothing, ub = nothing, int = nothing,
             lcons = nothing, ucons = nothing,
@@ -119,7 +121,9 @@ struct OptimizationProblem{iip, F, uType, P, LB, UB, I, LC, UC, S, K} <:
     end
 end
 
-function OptimizationProblem(f::Union{OptimizationFunction, MultiObjectiveOptimizationFunction}, args...; kwargs...)
+function OptimizationProblem(
+        f::Union{OptimizationFunction, MultiObjectiveOptimizationFunction},
+        args...; kwargs...)
     OptimizationProblem{isinplace(f)}(f, args...; kwargs...)
 end
 function OptimizationProblem(f, args...; kwargs...)

src/scimlfunctions.jl

@@ -1897,13 +1897,16 @@ For more details on this argument, see the ODEFunction documentation.
 
 The fields of the OptimizationFunction type directly match the names of the inputs.
 """
-struct OptimizationFunction{iip, AD, F, G, H, HV, C, CJ, CJV, CVJ, CH, HP, CJP, CHP, O,
+struct OptimizationFunction{
+    iip, AD, F, G, FG, H, FGH, HV, C, CJ, CJV, CVJ, CH, HP, CJP, CHP, O,
     EX, CEX, SYS, LH, LHP, HCV, CJCV, CHCV, LHCV} <:
        AbstractOptimizationFunction{iip}
     f::F
     adtype::AD
     grad::G
+    fg::FG
     hess::H
+    fgh::FGH
     hv::HV
     cons::C
     cons_j::CJ
@@ -1929,13 +1932,14 @@ end
 $(TYPEDEF)
 """
 
-struct MultiObjectiveOptimizationFunction{iip, AD, F, J, H, HV, C, CJ, CJV, CVJ, CH, HP, CJP, CHP, O,
+struct MultiObjectiveOptimizationFunction{
+    iip, AD, F, J, H, HV, C, CJ, CJV, CVJ, CH, HP, CJP, CHP, O,
     EX, CEX, SYS, LH, LHP, HCV, CJCV, CHCV, LHCV} <:
        AbstractOptimizationFunction{iip}
     f::F
     adtype::AD
-    jac::J                # Replacing grad with jac for the Jacobian
-    hess::Vector{H}       # Hess will be a vector of type H
+    jac::J
+    hess::H
     hv::HV
     cons::C
     cons_j::CJ
@@ -3809,7 +3813,7 @@ struct NoAD <: AbstractADType end
 OptimizationFunction(args...; kwargs...) = OptimizationFunction{true}(args...; kwargs...)
 
 function OptimizationFunction{iip}(f, adtype::AbstractADType = NoAD();
-        grad = nothing, hess = nothing, hv = nothing,
+        grad = nothing, fg = nothing, hess = nothing, hv = nothing, fgh = nothing,
         cons = nothing, cons_j = nothing, cons_jvp = nothing,
         cons_vjp = nothing, cons_h = nothing,
         hess_prototype = nothing,
@@ -3831,8 +3835,9 @@ function OptimizationFunction{iip}(f, adtype::AbstractADType = NoAD();
         lag_hess_colorvec = nothing) where {iip}
     isinplace(f, 2; has_two_dispatches = false, isoptimization = true)
     sys = sys_or_symbolcache(sys, syms, paramsyms)
-    OptimizationFunction{iip, typeof(adtype), typeof(f), typeof(grad), typeof(hess),
-        typeof(hv),
+    OptimizationFunction{
+        iip, typeof(adtype), typeof(f), typeof(grad), typeof(fg), typeof(hess),
+        typeof(fgh), typeof(hv),
         typeof(cons), typeof(cons_j), typeof(cons_jvp),
         typeof(cons_vjp), typeof(cons_h),
         typeof(hess_prototype),
@@ -3842,7 +3847,7 @@ function OptimizationFunction{iip}(f, adtype::AbstractADType = NoAD();
         typeof(lag_hess_prototype), typeof(hess_colorvec),
         typeof(cons_jac_colorvec), typeof(cons_hess_colorvec),
         typeof(lag_hess_colorvec)
-    }(f, adtype, grad, hess,
+    }(f, adtype, grad, fg, hess, fgh,
         hv, cons, cons_j, cons_jvp,
         cons_vjp, cons_h,
         hess_prototype, cons_jac_prototype,
@@ -3855,7 +3860,9 @@ end
 (f::MultiObjectiveOptimizationFunction)(args...) = f.f(args...)
 
 # Convenience constructor
-MultiObjectiveOptimizationFunction(args...; kwargs...) = MultiObjectiveOptimizationFunction{true}(args...; kwargs...)
+function MultiObjectiveOptimizationFunction(args...; kwargs...)
+    MultiObjectiveOptimizationFunction{true}(args...; kwargs...)
+end
 
 # Constructor with keyword arguments
 function MultiObjectiveOptimizationFunction{iip}(f, adtype::AbstractADType = NoAD();
@@ -3881,7 +3888,8 @@ function MultiObjectiveOptimizationFunction{iip}(f, adtype::AbstractADType = NoA
         lag_hess_colorvec = nothing) where {iip}
     isinplace(f, 2; has_two_dispatches = false, isoptimization = true)
     sys = sys_or_symbolcache(sys, syms, paramsyms)
-    MultiObjectiveOptimizationFunction{iip, typeof(adtype), typeof(f), typeof(jac), typeof(hess),
+    MultiObjectiveOptimizationFunction{
+        iip, typeof(adtype), typeof(f), typeof(jac), typeof(hess),
         typeof(hv),
         typeof(cons), typeof(cons_j), typeof(cons_jvp),
         typeof(cons_vjp), typeof(cons_h),

src/utils.jl

@@ -537,4 +537,3 @@ the arity of a function is computed with `numargs`
 See also: `prepare_initial_state`.
 """
 prepare_function(f) = f
-