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Explicit warning when AD backend not specified correctly for automatic box-constraint handling with Optim #741

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merged 3 commits into from
May 17, 2024
Merged

Explicit warning when AD backend not specified correctly for automatic box-constraint handling with Optim #741

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3d5d102
Update OptimizationOptimJL.jl
Vaibhavdixit02 May 10, 2024
4737e28
Update lib/OptimizationOptimJL/src/OptimizationOptimJL.jl
Vaibhavdixit02 May 17, 2024
280a9d0
Update Project.toml
Vaibhavdixit02 May 17, 2024
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2 changes: 1 addition & 1 deletion lib/OptimizationOptimJL/Project.toml
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Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
name = "OptimizationOptimJL"
uuid = "36348300-93cb-4f02-beb5-3c3902f8871e"
authors = ["Vaibhav Dixit <[email protected]> and contributors"]
version = "0.2.3"
version = "0.3.0"

[deps]
Optim = "429524aa-4258-5aef-a3af-852621145aeb"
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8 changes: 5 additions & 3 deletions lib/OptimizationOptimJL/src/OptimizationOptimJL.jl
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Expand Up @@ -89,10 +89,12 @@ function SciMLBase.__init(prob::OptimizationProblem,
if opt isa Optim.ParticleSwarm
opt = Optim.ParticleSwarm(; lower = prob.lb, upper = prob.ub,
n_particles = opt.n_particles)
elseif opt isa Optim.SimulatedAnnealing
@warn "$(opt) can currently not be wrapped in Fminbox(). The lower and upper bounds thus will be ignored. Consider using a different optimizer or open an issue with Optim.jl"
else
opt = Optim.Fminbox(opt)
if prob.f isa OptimizationFunction && !(prob.f.adtype isa NoAD)
opt = Optim.Fminbox(opt)
else
throw(ArgumentError("Fminbox($opt) requires gradients, since you didn't use `OptimizationFunction` with a valid AD backend https://docs.sciml.ai/Optimization/stable/API/ad/ the lower and upper bounds thus will be ignored."))
end
end
end
end
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