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Check more retcodes from NLopt #879

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merged 3 commits into from
Feb 5, 2025
Merged

Check more retcodes from NLopt #879

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7909415
In deduce_retcode, check more retcodes from NLopt
sumiya11 Feb 5, 2025
9b81844
Add tests for new retcodes + format
sumiya11 Feb 5, 2025
4ea6adf
In NLopt, don't test objective when MaxIters is reached
sumiya11 Feb 5, 2025
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25 changes: 24 additions & 1 deletion lib/OptimizationNLopt/test/runtests.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -40,6 +40,14 @@ using Test, Random
@test sol.retcode == ReturnCode.Success
@test 10 * sol.objective < l1

# XTOL_REACHED
sol = solve(prob, NLopt.LD_LBFGS(), xtol_abs = 1e10)
@test sol.retcode == ReturnCode.Success

# STOPVAL_REACHED
sol = solve(prob, NLopt.LD_LBFGS(), stopval = 1e10)
@test sol.retcode == ReturnCode.Success

prob = OptimizationProblem(optprob, x0, _p, lb = [-1.0, -1.0], ub = [0.8, 0.8])
sol = solve(prob, NLopt.LD_LBFGS())
@test sol.retcode == ReturnCode.Success
Expand Down Expand Up @@ -79,7 +87,21 @@ using Test, Random
@test sol.objective < 0.8
end

@testset "MAXTIME_REACHED" begin
# without maxtime=... this will take time
n = 2000
A, b = rand(n, n), rand(n)
system(x, p) = sum((A * x - b) .^ 2)
x0 = zeros(n)
__p = Float64[]
optprob = OptimizationFunction((x, p) -> -system(x, p), Optimization.AutoZygote())
prob = OptimizationProblem(optprob, x0, __p; sense = Optimization.MaxSense)
sol = solve(prob, NLopt.Opt(:LD_LBFGS, n), maxtime = 1e-6)
@test sol.retcode == ReturnCode.MaxTime
end

@testset "constrained" begin
Random.seed!(1)
cons = (res, x, p) -> res .= [x[1]^2 + x[2]^2 - 1.0]
x0 = zeros(2)
optprob = OptimizationFunction(rosenbrock, Optimization.AutoZygote();
Expand Down Expand Up @@ -108,13 +130,14 @@ using Test, Random
res .= [x[1]^2 + x[2]^2 - 1.0, x[2] * sin(x[1]) - x[1] - 2.0]
end

# FTOL_REACHED
optprob = OptimizationFunction(
rosenbrock, Optimization.AutoForwardDiff(); cons = con2_c)
Random.seed!(1)
prob = OptimizationProblem(
optprob, rand(2), _p, lcons = [0.0, -Inf], ucons = [0.0, 0.0])
sol = solve(prob, NLopt.LD_AUGLAG(), local_method = NLopt.LD_LBFGS())
# @test sol.retcode == ReturnCode.Success
@test sol.retcode == ReturnCode.Success
@test 10 * sol.objective < l1

Random.seed!(1)
Expand Down
7 changes: 5 additions & 2 deletions src/utils.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -100,14 +100,17 @@ function deduce_retcode(retcode::Symbol)
return ReturnCode.Default
elseif retcode == :Success || retcode == :EXACT_SOLUTION_LEFT ||
retcode == :FLOATING_POINT_LIMIT || retcode == :true || retcode == :OPTIMAL ||
retcode == :LOCALLY_SOLVED || retcode == :ROUNDOFF_LIMITED || retcode == :SUCCESS
retcode == :LOCALLY_SOLVED || retcode == :ROUNDOFF_LIMITED ||
retcode == :SUCCESS ||
retcode == :STOPVAL_REACHED || retcode == :FTOL_REACHED ||
retcode == :XTOL_REACHED
return ReturnCode.Success
elseif retcode == :Terminated
return ReturnCode.Terminated
elseif retcode == :MaxIters || retcode == :MAXITERS_EXCEED ||
retcode == :MAXEVAL_REACHED
return ReturnCode.MaxIters
elseif retcode == :MaxTime || retcode == :TIME_LIMIT
elseif retcode == :MaxTime || retcode == :TIME_LIMIT || retcode == :MAXTIME_REACHED
return ReturnCode.MaxTime
elseif retcode == :DtLessThanMin
return ReturnCode.DtLessThanMin
Expand Down
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