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Merged
merged 3 commits into from
Nov 27, 2024
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OptimizationProblem updates #3241

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57ea5fc
add checks kwarg to OptimizationProblem, use in ConstraintSystem
aml5600 Nov 27, 2024
d994326
fix: fix constraint function not wrapped in `OptimizationProblem`
AayushSabharwal Nov 27, 2024
d6add0e
formatting
aml5600 Nov 27, 2024
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12 changes: 9 additions & 3 deletions src/systems/optimization/optimizationsystem.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -284,6 +284,7 @@ function DiffEqBase.OptimizationProblem{iip}(sys::OptimizationSystem, u0map,
linenumbers = true, parallel = SerialForm(),
eval_expression = false, eval_module = @__MODULE__,
use_union = false,
checks = true,
kwargs...) where {iip}
if !iscomplete(sys)
error("A completed `OptimizationSystem` is required. Call `complete` or `structural_simplify` on the system before creating a `OptimizationProblem`")
Expand Down Expand Up @@ -393,12 +394,17 @@ function DiffEqBase.OptimizationProblem{iip}(sys::OptimizationSystem, u0map,
observedfun = ObservedFunctionCache(sys; eval_expression, eval_module)

if length(cstr) > 0
@named cons_sys = ConstraintsSystem(cstr, dvs, ps)
@named cons_sys = ConstraintsSystem(cstr, dvs, ps; checks)
cons_sys = complete(cons_sys)
cons, lcons_, ucons_ = generate_function(cons_sys, checkbounds = checkbounds,
linenumbers = linenumbers,
expression = Val{true})
cons = eval_or_rgf.(cons; eval_expression, eval_module)
cons = let (cons_oop, cons_iip) = eval_or_rgf.(cons; eval_expression, eval_module)
_cons(u, p) = cons_oop(u, p)
_cons(resid, u, p) = cons_iip(resid, u, p)
_cons(u, p::MTKParameters) = cons_oop(u, p...)
_cons(resid, u, p::MTKParameters) = cons_iip(resid, u, p...)
end
if cons_j
_cons_j = let (cons_jac_oop, cons_jac_iip) = eval_or_rgf.(
generate_jacobian(cons_sys;
Expand Down Expand Up @@ -464,7 +470,7 @@ function DiffEqBase.OptimizationProblem{iip}(sys::OptimizationSystem, u0map,
grad = _grad,
hess = _hess,
hess_prototype = hess_prototype,
cons = cons[2],
cons = cons,
cons_j = _cons_j,
cons_h = _cons_h,
cons_jac_prototype = cons_jac_prototype,
Expand Down
9 changes: 9 additions & 0 deletions test/optimizationsystem.jl
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Expand Up @@ -368,3 +368,12 @@ end
@test is_variable(sys, x[2])
@test is_variable(sys, x[3])
end

@testset "Constraints work with nonnumeric parameters" begin
@variables x
@parameters p f(::Real)
@mtkbuild sys = OptimizationSystem(
x^2 + f(x) * p, [x], [f, p]; constraints = [2.0 ≲ f(x) + p])
prob = OptimizationProblem(sys, [x => 1.0], [p => 1.0, f => (x -> 2x)])
@test abs(prob.f.cons(prob.u0, prob.p)[1]) ≈ 1.0
end
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