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

docs/Project.toml

@@ -64,7 +64,7 @@ OptimizationPolyalgorithms = "0.1, 0.2"
 OptimizationSpeedMapping = "0.1, 0.2"
 OrdinaryDiffEq = "6"
 ReverseDiff = ">= 1.9.0"
-SciMLBase = "2"
+SciMLBase = "2.30.0"
 SciMLSensitivity = "7"
 Tracker = ">= 0.2"
 Zygote = ">= 0.5"

lib/OptimizationBBO/src/OptimizationBBO.jl

@@ -10,6 +10,8 @@ SciMLBase.requiresbounds(::BBO) = true
 SciMLBase.allowsbounds(::BBO) = true
 SciMLBase.supports_opt_cache_interface(opt::BBO) = true
 
+
+
 for j in string.(BlackBoxOptim.SingleObjectiveMethodNames)
     eval(Meta.parse("Base.@kwdef struct BBO_" * j * " <: BBO method=:" * j * " end"))
     eval(Meta.parse("export BBO_" * j))

lib/OptimizationCMAEvolutionStrategy/src/OptimizationCMAEvolutionStrategy.jl

@@ -10,6 +10,10 @@
 
 SciMLBase.allowsbounds(::CMAEvolutionStrategyOpt) = true
 SciMLBase.supports_opt_cache_interface(opt::CMAEvolutionStrategyOpt) = true
+SciMLBase.requiresgradient(::CMAEvolutionStrategyOpt) = false
+SciMLBase.requireshessian(::CMAEvolutionStrategyOpt) = false
+SciMLBase.requiresconsjac(::CMAEvolutionStrategyOpt) = false
+SciMLBase.requiresconshess(::CMAEvolutionStrategyOpt) = false
 
 function __map_optimizer_args(prob::OptimizationCache, opt::CMAEvolutionStrategyOpt;
         callback = nothing,

lib/OptimizationEvolutionary/src/OptimizationEvolutionary.jl

@@ -7,6 +7,10 @@
 SciMLBase.allowsbounds(opt::Evolutionary.AbstractOptimizer) = true
 SciMLBase.allowsconstraints(opt::Evolutionary.AbstractOptimizer) = true
 SciMLBase.supports_opt_cache_interface(opt::Evolutionary.AbstractOptimizer) = true
+SciMLBase.requiresgradient(opt::Evolutionary.AbstractOptimizer) = false
+SciMLBase.requireshessian(opt::Evolutionary.AbstractOptimizer) = false
+SciMLBase.requiresconsjac(opt::Evolutionary.AbstractOptimizer) = false
+SciMLBase.requiresconshess(opt::Evolutionary.AbstractOptimizer) = false
 
 decompose_trace(trace::Evolutionary.OptimizationTrace) = last(trace)
 decompose_trace(trace::Evolutionary.OptimizationTraceRecord) = trace

lib/OptimizationFlux/src/OptimizationFlux.jl

@@ -5,6 +5,10 @@
 using Optimization.SciMLBase
 
 SciMLBase.supports_opt_cache_interface(opt::Flux.Optimise.AbstractOptimiser) = true
+SciMLBase.requiresgradient(opt::Flux.Optimise.AbstractOptimiser) = true
+SciMLBase.requireshessian(opt::Flux.Optimise.AbstractOptimiser) = false
+SciMLBase.requiresconsjac(opt::Flux.Optimise.AbstractOptimiser) = false
+SciMLBase.requiresconshess(opt::Flux.Optimise.AbstractOptimiser) = false
 
 function SciMLBase.__init(prob::SciMLBase.OptimizationProblem,
         opt::Flux.Optimise.AbstractOptimiser,

lib/OptimizationGCMAES/src/OptimizationGCMAES.jl

@@ -12,9 +12,14 @@
 SciMLBase.allowsbounds(::GCMAESOpt) = true
 SciMLBase.allowscallback(::GCMAESOpt) = false
 SciMLBase.supports_opt_cache_interface(opt::GCMAESOpt) = true
+SciMLBase.requiresgradient(::GCMAESOpt) = true
+SciMLBase.requireshessian(::GCMAESOpt) = false
+SciMLBase.requiresconsjac(::GCMAESOpt) = false
+SciMLBase.requiresconshess(::GCMAESOpt) = false
+
 
 function __map_optimizer_args(cache::OptimizationCache, opt::GCMAESOpt;
         callback = nothing,
         maxiters::Union{Number, Nothing} = nothing,
         maxtime::Union{Number, Nothing} = nothing,
         abstol::Union{Number, Nothing} = nothing,

lib/OptimizationMOI/src/OptimizationMOI.jl

@@ -16,6 +16,11 @@ const MOI = MathOptInterface
 
 const DenseOrSparse{T} = Union{Matrix{T}, SparseMatrixCSC{T}}
 
+SciMLBase.requiresgradient(opt::Union{MOI.AbstractOptimizer,MOI.OptimizerWithAttributes}) = true
+SciMLBase.requireshessian(opt::Union{MOI.AbstractOptimizer,MOI.OptimizerWithAttributes}) = true
+SciMLBase.requiresconsjac(opt::Union{MOI.AbstractOptimizer,MOI.OptimizerWithAttributes}) = true
+SciMLBase.requiresconshess(opt::Union{MOI.AbstractOptimizer,MOI.OptimizerWithAttributes}) = true
+
 function SciMLBase.allowsbounds(opt::Union{MOI.AbstractOptimizer,
         MOI.OptimizerWithAttributes})
     true

lib/OptimizationNLopt/src/OptimizationNLopt.jl

@@ -9,6 +9,43 @@
 SciMLBase.allowsbounds(opt::Union{NLopt.Algorithm, NLopt.Opt}) = true
 SciMLBase.supports_opt_cache_interface(opt::Union{NLopt.Algorithm, NLopt.Opt}) = true
 
+function SciMLBase.requiresgradient(opt::NLopt.Algorithm) #https://github.com/JuliaOpt/NLopt.jl/blob/master/src/NLopt.jl#L18C7-L18C16
+    str_opt = string(opt)
+    if str_opt[2] == "D"
+         return true
+    else
+         return false
+    end
+end
+
+function SciMLBase.requireshessian(opt::NLopt.Algorithm) #https://github.com/JuliaOpt/NLopt.jl/blob/master/src/NLopt.jl#L18C7-L18C16
+    str_opt = string(opt)
+    if (str_opt[2] == "D" && str_opt[4] == "N")
+         return true
+    else
+         return false
+    end
+end
+
+function SciMLBase.requireshessian(opt::NLopt.Algorithm) #https://github.com/JuliaOpt/NLopt.jl/blob/master/src/NLopt.jl#L18C7-L18C16
+    str_opt = string(opt)
+    if str_opt[2] == "D" && str_opt[4] == "N"
+         return true
+    else
+         return false
+    end
+end
+function SciMLBase.requiresconsjac(opt::NLopt.Algorithm) #https://github.com/JuliaOpt/NLopt.jl/blob/master/src/NLopt.jl#L18C7-L18C16
+    str_opt = string(opt)
+    if str_opt[3] == "O" || str_opt[3] == "I" || str_opt[5] == "G"
+         return true
+    else
+         return false
+    end
+end
+
+
+
 function __map_optimizer_args!(cache::OptimizationCache, opt::NLopt.Opt;
         callback = nothing,
         maxiters::Union{Number, Nothing} = nothing,

lib/OptimizationOptimJL/src/OptimizationOptimJL.jl

@@ -14,6 +14,13 @@
 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.requiresgradient(opt::Optim.AbstractOptimizer) = !(opt isa Optim.ZerothOrderOptimizer)
+SciMLBase.requiresgradient(::IPNewton) = true
+SciMLBase.requireshessian(::IPNewton) = true
+SciMLBase.requiresconsjac(::IPNewton) = true
+SciMLBase.requireshessian(opt::Optim.NewtonTrustRegion) = true
+SciMLBase.requireshessian(opt::Optim.Newton) = true
+SciMLBase.requiresgradient(opt::Optim.Fminbox) = true
 
 function __map_optimizer_args(cache::OptimizationCache,
         opt::Union{Optim.AbstractOptimizer, Optim.Fminbox,
@@ -128,7 +135,6 @@
     local x, cur, state
 
     cur, state = iterate(cache.data)
-
     !(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")
 

lib/OptimizationOptimisers/src/OptimizationOptimisers.jl

@@ -5,7 +5,8 @@
 using Optimization.SciMLBase
 
 SciMLBase.supports_opt_cache_interface(opt::AbstractRule) = true
+SciMLBase.requiresgradient(opt::AbstractRule) = true
 include("sophia.jl")
 
 function SciMLBase.__init(prob::SciMLBase.OptimizationProblem, opt::AbstractRule,
         data = Optimization.DEFAULT_DATA; save_best = true,

lib/OptimizationPRIMA/src/OptimizationPRIMA.jl

@@ -15,6 +15,9 @@ SciMLBase.supports_opt_cache_interface(::PRIMASolvers) = true
 SciMLBase.allowsconstraints(::Union{LINCOA, COBYLA}) = true
 SciMLBase.allowsbounds(opt::Union{BOBYQA, LINCOA, COBYLA}) = true
 SciMLBase.requiresconstraints(opt::COBYLA) = true
+SciMLBase.requiresgradient(opt::Union{BOBYQA, LINCOA, COBYLA}) = true
+SciMLBase.requiresconsjac(opt::Union{LINCOA, COBYLA}) = true
+
 
 function Optimization.OptimizationCache(prob::SciMLBase.OptimizationProblem,
         opt::PRIMASolvers, data;

lib/OptimizationPolyalgorithms/src/OptimizationPolyalgorithms.jl

@@ -6,6 +6,8 @@ using Optimization.SciMLBase, OptimizationOptimJL, OptimizationOptimisers
 
 struct PolyOpt end
 
+SciMLBase.requiresgradient(opt::PolyOpt) = true
+
 function SciMLBase.__solve(prob::OptimizationProblem,
         opt::PolyOpt,
         args...;

lib/OptimizationSpeedMapping/src/OptimizationSpeedMapping.jl

@@ -11,6 +11,7 @@
 SciMLBase.allowsbounds(::SpeedMappingOpt) = true
 SciMLBase.allowscallback(::SpeedMappingOpt) = false
 SciMLBase.supports_opt_cache_interface(opt::SpeedMappingOpt) = true
+SciMLBase.requiresgradient(opt::SpeedMappingOpt) = true
 
 function __map_optimizer_args(cache::OptimizationCache, opt::SpeedMappingOpt;
         callback = nothing,