Merge pull request #681 from SciML/stateonly

Moved optstats to SciMLBase

Project.toml

@@ -1,6 +1,6 @@
 name = "Optimization"
 uuid = "7f7a1694-90dd-40f0-9382-eb1efda571ba"
-version = "3.21.1"
+version = "3.21.2"
 
 [deps]
 ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"
@@ -57,7 +57,7 @@ Printf = "1.10"
 ProgressLogging = "0.1"
 Reexport = "1.2"
 ReverseDiff = "1.14"
-SciMLBase = "2.16.3"
+SciMLBase = "2.20.0"
 SparseArrays = "1.10"
 SparseDiffTools = "2.14"
 SymbolicIndexingInterface = "0.3.2"

docs/src/optimization_packages/mathoptinterface.md

@@ -13,6 +13,7 @@ Pkg.add("OptimizationMOI");
 ```
 
 ## Details
+
 As of now, the `Optimization` interface to `MathOptInterface` implements only
 the `maxtime` common keyword argument.
 

src/Optimization.jl

@@ -16,15 +16,16 @@ using ArrayInterface, Base.Iterators, SparseArrays, LinearAlgebra
 using SymbolicIndexingInterface
 using Pkg
 
-import SciMLBase: OptimizationProblem, OptimizationFunction, ObjSense,
-    MaxSense, MinSense
+import SciMLBase: OptimizationProblem,
+    OptimizationFunction, ObjSense,
+    MaxSense, MinSense, OptimizationStats
 export ObjSense, MaxSense, MinSense
 
 include("utils.jl")
 include("function.jl")
 include("adtypes.jl")
 include("cache.jl")
-include("stats_state.jl")
+include("state.jl")
 
 export solve, OptimizationCache
 

src/state.jl

@@ -0,0 +1,27 @@
+"""
+$(TYPEDEF)
+
+Stores the optimization run's state at the current iteration 
+and is passed to the callback function as the first argument.
+
+## Fields
+- `iter`: current iteration
+- `u`: current solution
+- `objective`: current objective value
+- `gradient`: current gradient
+- `hessian`: current hessian
+- `original`: if the solver has its own state object then it is stored here
+"""
+struct OptimizationState{X, O, G, H, S}
+    iter::Int
+    u::X
+    objective::O
+    grad::G
+    hess::H
+    original::S
+end
+
+function OptimizationState(; iter = 0, u = nothing, objective = nothing,
+        grad = nothing, hess = nothing, original = nothing)
+    OptimizationState(iter, u, objective, grad, hess, original)
+end