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SebastianM-CSebastianM-C
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reorder fields in OptimizationCache for cleaner dispatches
Since we always dispatch on the optimizer, it makes much more sense to have this as the first argument (and first type parameter).
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19 files changed

+167
-597
lines changed

19 files changed

+167
-597
lines changed

‎lib/OptimizationAuglag/src/OptimizationAuglag.jl‎

Lines changed: 3 additions & 27 deletions
Original file line numberDiff line numberDiff line change
@@ -59,32 +59,7 @@ function __map_optimizer_args(cache::OptimizationBase.OptimizationCache, opt::Au
5959
return mapped_args
6060
end
6161

62-
function SciMLBase.__solve(cache::OptimizationCache{
63-
F,
64-
RC,
65-
LB,
66-
UB,
67-
LC,
68-
UC,
69-
S,
70-
O,
71-
D,
72-
P,
73-
C
74-
}) where {
75-
F,
76-
RC,
77-
LB,
78-
UB,
79-
LC,
80-
UC,
81-
S,
82-
O <:
83-
AugLag,
84-
D,
85-
P,
86-
C
87-
}
62+
function SciMLBase.__solve(cache::OptimizationCache{O <: AugLag}) where {O}
8863
maxiters = OptimizationBase._check_and_convert_maxiters(cache.solver_args.maxiters)
8964

9065
local x
@@ -121,7 +96,8 @@ function SciMLBase.__solve(cache::OptimizationCache{
12196
if cache.callback(opt_state, x...)
12297
error("Optimization halted by callback.")
12398
end
124-
return x[1] + sum(@. λ * cons_tmp[eq_inds] + ρ / 2 * (cons_tmp[eq_inds] .^ 2)) + 1 / (2 * ρ) * sum((max.(Ref(0.0), μ .+ (ρ .* cons_tmp[ineq_inds]))) .^ 2)
99+
return x[1] + sum(@. λ * cons_tmp[eq_inds] + ρ / 2 * (cons_tmp[eq_inds] .^ 2)) +
100+
1 / (2 * ρ) * sum((max.(Ref(0.0), μ .+ (ρ .* cons_tmp[ineq_inds]))) .^ 2)
125101
end
126102

127103
prev_eqcons = zero(λ)

‎lib/OptimizationBBO/src/OptimizationBBO.jl‎

Lines changed: 7 additions & 33 deletions
Original file line numberDiff line numberDiff line change
@@ -1,10 +1,9 @@
11
module OptimizationBBO
22

33
using Reexport
4-
import OptimizationBase
5-
import OptimizationBase: SciMLBase
6-
import BlackBoxOptim
7-
import SciMLBase: MultiObjectiveOptimizationFunction
4+
using OptimizationBase
5+
using SciMLBase
6+
using BlackBoxOptim: BlackBoxOptim
87

98
abstract type BBO end
109

@@ -36,19 +35,19 @@ function decompose_trace(opt::BlackBoxOptim.OptRunController, progress)
3635
if iszero(max_time)
3736
# we stop at either convergence or max_steps
3837
n_steps = BlackBoxOptim.num_steps(opt)
39-
Base.@logmsg(Base.LogLevel(-1), msg, progress=n_steps/maxiters,
38+
Base.@logmsg(Base.LogLevel(-1), msg, progress=n_steps / maxiters,
4039
_id=:OptimizationBBO)
4140
else
4241
# we stop at either convergence or max_time
4342
elapsed = BlackBoxOptim.elapsed_time(opt)
44-
Base.@logmsg(Base.LogLevel(-1), msg, progress=elapsed/max_time,
43+
Base.@logmsg(Base.LogLevel(-1), msg, progress=elapsed / max_time,
4544
_id=:OptimizationBBO)
4645
end
4746
end
4847
return BlackBoxOptim.best_candidate(opt)
4948
end
5049

51-
function __map_optimizer_args(prob::OptimizationBase.OptimizationCache, opt::BBO;
50+
function __map_optimizer_args(prob::OptimizationCache, opt::BBO;
5251
callback = nothing,
5352
maxiters::Union{Number, Nothing} = nothing,
5453
maxtime::Union{Number, Nothing} = nothing,
@@ -96,32 +95,7 @@ function map_objective(obj::BlackBoxOptim.IndexedTupleFitness)
9695
obj.orig
9796
end
9897

99-
function SciMLBase.__solve(cache::OptimizationBase.OptimizationCache{
100-
F,
101-
RC,
102-
LB,
103-
UB,
104-
LC,
105-
UC,
106-
S,
107-
O,
108-
D,
109-
P,
110-
C
111-
}) where {
112-
F,
113-
RC,
114-
LB,
115-
UB,
116-
LC,
117-
UC,
118-
S,
119-
O <:
120-
BBO,
121-
D,
122-
P,
123-
C
124-
}
98+
function SciMLBase.__solve(cache::OptimizationCache{O <: BBO}) where {O}
12599
function _cb(trace)
126100
if cache.callback === OptimizationBase.DEFAULT_CALLBACK
127101
cb_call = false

‎lib/OptimizationBase/src/cache.jl‎

Lines changed: 7 additions & 7 deletions
Original file line numberDiff line numberDiff line change
@@ -5,16 +5,16 @@ struct AnalysisResults{O, C}
55
constraints::C
66
end
77

8-
struct OptimizationCache{F, RC, LB, UB, LC, UC, S, O, P, C, M} <:
8+
struct OptimizationCache{O, F, RC, LB, UB, LC, UC, S, P, C, M} <:
99
SciMLBase.AbstractOptimizationCache
10+
opt::O
1011
f::F
1112
reinit_cache::RC
1213
lb::LB
1314
ub::UB
1415
lcons::LC
1516
ucons::UC
1617
sense::S
17-
opt::O
1818
progress::P
1919
callback::C
2020
manifold::M
@@ -46,13 +46,13 @@ function OptimizationCache(prob::SciMLBase.OptimizationProblem, opt;
4646
prob.f.adtype isa AutoZygote) &&
4747
(SciMLBase.requireshessian(opt) || SciMLBase.requiresconshess(opt) ||
4848
SciMLBase.requireslagh(opt))
49-
@warn "The selected optimization algorithm requires second order derivatives, but `SecondOrder` ADtype was not provided.
50-
So a `SecondOrder` with $(prob.f.adtype) for both inner and outer will be created, this can be suboptimal and not work in some cases so
49+
@warn "The selected optimization algorithm requires second order derivatives, but `SecondOrder` ADtype was not provided.
50+
So a `SecondOrder` with $(prob.f.adtype) for both inner and outer will be created, this can be suboptimal and not work in some cases so
5151
an explicit `SecondOrder` ADtype is recommended."
5252
elseif prob.f.adtype isa AutoZygote &&
5353
(SciMLBase.requiresconshess(opt) || SciMLBase.requireslagh(opt) ||
5454
SciMLBase.requireshessian(opt))
55-
@warn "The selected optimization algorithm requires second order derivatives, but `AutoZygote` ADtype was provided.
55+
@warn "The selected optimization algorithm requires second order derivatives, but `AutoZygote` ADtype was provided.
5656
So a `SecondOrder` with `AutoZygote` for inner and `AutoForwardDiff` for outer will be created, for choosing another pair
5757
an explicit `SecondOrder` ADtype is recommended."
5858
end
@@ -71,9 +71,9 @@ function OptimizationCache(prob::SciMLBase.OptimizationProblem, opt;
7171
cons_res = nothing
7272
end
7373

74-
return OptimizationCache(f, reinit_cache_passedon, prob.lb, prob.ub, prob.lcons,
74+
return OptimizationCache(opt, f, reinit_cache_passedon, prob.lb, prob.ub, prob.lcons,
7575
prob.ucons, prob.sense,
76-
opt, progress, callback, manifold, AnalysisResults(obj_res, cons_res),
76+
progress, callback, manifold, AnalysisResults(obj_res, cons_res),
7777
merge((; maxiters, maxtime, abstol, reltol),
7878
NamedTuple(kwargs)))
7979
end

‎lib/OptimizationCMAEvolutionStrategy/src/OptimizationCMAEvolutionStrategy.jl‎

Lines changed: 3 additions & 27 deletions
Original file line numberDiff line numberDiff line change
@@ -21,7 +21,8 @@ SciMLBase.requireshessian(::CMAEvolutionStrategyOpt) = false
2121
SciMLBase.requiresconsjac(::CMAEvolutionStrategyOpt) = false
2222
SciMLBase.requiresconshess(::CMAEvolutionStrategyOpt) = false
2323

24-
function __map_optimizer_args(prob::OptimizationBase.OptimizationCache, opt::CMAEvolutionStrategyOpt;
24+
function __map_optimizer_args(
25+
prob::OptimizationBase.OptimizationCache, opt::CMAEvolutionStrategyOpt;
2526
callback = nothing,
2627
maxiters::Union{Number, Nothing} = nothing,
2728
maxtime::Union{Number, Nothing} = nothing,
@@ -53,32 +54,7 @@ function __map_optimizer_args(prob::OptimizationBase.OptimizationCache, opt::CMA
5354
return mapped_args
5455
end
5556

56-
function SciMLBase.__solve(cache::OptimizationBase.OptimizationCache{
57-
F,
58-
RC,
59-
LB,
60-
UB,
61-
LC,
62-
UC,
63-
S,
64-
O,
65-
D,
66-
P,
67-
C
68-
}) where {
69-
F,
70-
RC,
71-
LB,
72-
UB,
73-
LC,
74-
UC,
75-
S,
76-
O <:
77-
CMAEvolutionStrategyOpt,
78-
D,
79-
P,
80-
C
81-
}
57+
function SciMLBase.__solve(cache::OptimizationCache{O <: CMAEvolutionStrategyOpt}) where {O}
8258
local x, cur, state
8359

8460
function _cb(opt, y, fvals, perm)

‎lib/OptimizationEvolutionary/src/OptimizationEvolutionary.jl‎

Lines changed: 5 additions & 27 deletions
Original file line numberDiff line numberDiff line change
@@ -10,7 +10,9 @@ SciMLBase.allowsconstraints(opt::Evolutionary.AbstractOptimizer) = true
1010
SciMLBase.supports_opt_cache_interface(opt::Evolutionary.AbstractOptimizer) = true
1111
end
1212
@static if isdefined(OptimizationBase, :supports_opt_cache_interface)
13-
OptimizationBase.supports_opt_cache_interface(opt::Evolutionary.AbstractOptimizer) = true
13+
function OptimizationBase.supports_opt_cache_interface(opt::Evolutionary.AbstractOptimizer)
14+
true
15+
end
1416
end
1517
SciMLBase.requiresgradient(opt::Evolutionary.AbstractOptimizer) = false
1618
SciMLBase.requiresgradient(opt::Evolutionary.NSGA2) = false
@@ -76,32 +78,8 @@ function __map_optimizer_args(cache::OptimizationBase.OptimizationCache,
7678
return Evolutionary.Options(; mapped_args...)
7779
end
7880

79-
function SciMLBase.__solve(cache::OptimizationBase.OptimizationCache{
80-
F,
81-
RC,
82-
LB,
83-
UB,
84-
LC,
85-
UC,
86-
S,
87-
O,
88-
D,
89-
P,
90-
C
91-
}) where {
92-
F,
93-
RC,
94-
LB,
95-
UB,
96-
LC,
97-
UC,
98-
S,
99-
O <:
100-
Evolutionary.AbstractOptimizer,
101-
D,
102-
P,
103-
C
104-
}
81+
function SciMLBase.__solve(cache::OptimizationCache{O <:
82+
Evolutionary.AbstractOptimizer}) where {O}
10583
local x, cur, state
10684

10785
function _cb(trace)

‎lib/OptimizationGCMAES/src/OptimizationGCMAES.jl‎

Lines changed: 1 addition & 26 deletions
Original file line numberDiff line numberDiff line change
@@ -61,32 +61,7 @@ function SciMLBase.__init(prob::SciMLBase.OptimizationProblem,
6161
kwargs...)
6262
end
6363

64-
function SciMLBase.__solve(cache::OptimizationBase.OptimizationCache{
65-
F,
66-
RC,
67-
LB,
68-
UB,
69-
LC,
70-
UC,
71-
S,
72-
O,
73-
D,
74-
P,
75-
C
76-
}) where {
77-
F,
78-
RC,
79-
LB,
80-
UB,
81-
LC,
82-
UC,
83-
S,
84-
O <:
85-
GCMAESOpt,
86-
D,
87-
P,
88-
C
89-
}
64+
function SciMLBase.__solve(cache::OptimizationCache{O <: GCMAESOpt}) where {O}
9065
local x
9166
local G = similar(cache.u0)
9267

‎lib/OptimizationLBFGSB/src/OptimizationLBFGSB.jl‎

Lines changed: 3 additions & 27 deletions
Original file line numberDiff line numberDiff line change
@@ -78,32 +78,7 @@ function __map_optimizer_args(cache::OptimizationBase.OptimizationCache, opt::LB
7878
return mapped_args
7979
end
8080

81-
function SciMLBase.__solve(cache::OptimizationBase.OptimizationCache{
82-
F,
83-
RC,
84-
LB,
85-
UB,
86-
LC,
87-
UC,
88-
S,
89-
O,
90-
D,
91-
P,
92-
C
93-
}) where {
94-
F,
95-
RC,
96-
LB,
97-
UB,
98-
LC,
99-
UC,
100-
S,
101-
O <:
102-
LBFGSB,
103-
D,
104-
P,
105-
C
106-
}
81+
function SciMLBase.__solve(cache::OptimizationCache{O <: LBFGSB}) where {O}
10782
maxiters = OptimizationBase._check_and_convert_maxiters(cache.solver_args.maxiters)
10883

10984
local x
@@ -142,7 +117,8 @@ function SciMLBase.__solve(cache::OptimizationBase.OptimizationCache{
142117
if cache.callback(opt_state, x...)
143118
error("Optimization halted by callback.")
144119
end
145-
return x[1] + sum(@. λ * cons_tmp[eq_inds] + ρ / 2 * (cons_tmp[eq_inds] .^ 2)) + 1 / (2 * ρ) * sum((max.(Ref(0.0), μ .+ (ρ .* cons_tmp[ineq_inds]))) .^ 2)
120+
return x[1] + sum(@. λ * cons_tmp[eq_inds] + ρ / 2 * (cons_tmp[eq_inds] .^ 2)) +
121+
1 / (2 * ρ) * sum((max.(Ref(0.0), μ .+ (ρ .* cons_tmp[ineq_inds]))) .^ 2)
146122
end
147123

148124
prev_eqcons = zero(λ)

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