Extensions for NLPModels.jl

Author: tmigot

Project.toml

@@ -3,10 +3,14 @@ uuid = "ff4d7338-4cf1-434d-91df-b86cb86fb843"
 version = "0.3.8"
 
 [deps]
-LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
-NLPModels = "a4795742-8479-5a88-8948-cc11e1c8c1a6"
 Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7"
 
+[weakdeps]
+NLPModels = "a4795742-8479-5a88-8948-cc11e1c8c1a6"
+
+[extensions]
+SolverCoreNLPModelsExt = "NLPModels"
+
 [compat]
 NLPModels = "0.15, 0.16, 0.17, 0.18, 0.19, 0.20, 0.21"
 julia = "^1.10"

ext/SolverCoreNLPModelsExt.jl

@@ -0,0 +1,113 @@
+module SolverCoreNLPModelsExt
+
+using SolverCore
+using NLPModels:
+  AbstractNLPModel,
+  AbstractNLSModel,
+  has_bounds,
+  neval_cons,
+  neval_obj,
+  neval_residual,
+  unconstrained
+
+"""
+    reset!(stats::GenericExecutionStats, nlp::AbstractNLPModel)
+
+Reset the internal flags of `stats` to `false` to Indicate
+that the contents should not be trusted.
+If an `AbstractNLPModel` is also provided,
+the pre-allocated vectors are adjusted to the problem size.
+"""
+function SolverCore.reset!(
+  stats::GenericExecutionStats{T, S},
+  nlp::AbstractNLPModel{T, S},
+) where {T, S}
+  stats.solution = similar(nlp.meta.x0)
+  stats.multipliers = similar(nlp.meta.y0)
+  stats.multipliers_L = similar(nlp.meta.y0, has_bounds(nlp) ? nlp.meta.nvar : 0)
+  stats.multipliers_U = similar(nlp.meta.y0, has_bounds(nlp) ? nlp.meta.nvar : 0)
+  SolverCore.reset!(stats)
+  stats
+end
+
+"""
+    solve!(solver, model; kwargs...)
+    solve!(solver, model, stats; kwargs...)
+
+Apply `solver` to `model`.
+
+# Arguments
+
+- `solver::AbstractOptimizationSolver`: solver structure to hold all storage necessary for a solve
+- `model::AbstractNLPModel`: the model solved, see `NLPModels.jl`
+- `stats::GenericExecutionStats`: stats structure to hold solution information.
+
+The first invocation allocates and returns a new `GenericExecutionStats`.
+The second one fills out a preallocated stats structure and allows for efficient re-solves.
+
+The `kwargs` are passed to the solver.
+
+# Return Value
+
+- `stats::GenericExecutionStats`: stats structure holding solution information.
+"""
+function SolverCore.solve!(
+  solver::AOS,
+  model::AbstractNLPModel{T, S};
+  kwargs...,
+) where {AOS <: AbstractOptimizationSolver, T, S}
+  stats = GenericExecutionStats(model)
+  solve!(solver, model, stats; kwargs...)
+end
+
+function SolverCore.solve!(
+  ::AbstractOptimizationSolver,
+  ::AbstractNLPModel,
+  ::GenericExecutionStats;
+  kwargs...,
+) end
+
+function SolverCore.GenericExecutionStats(
+  nlp::AbstractNLPModel{T, S};
+  status::Symbol = :unknown,
+  solution::S = similar(nlp.meta.x0),
+  objective::T = T(Inf),
+  dual_feas::T = T(Inf),
+  primal_feas::T = unconstrained(nlp) ? zero(T) : T(Inf),
+  multipliers::S = similar(nlp.meta.y0),
+  multipliers_L::V = similar(nlp.meta.y0, has_bounds(nlp) ? nlp.meta.nvar : 0),
+  multipliers_U::V = similar(nlp.meta.y0, has_bounds(nlp) ? nlp.meta.nvar : 0),
+  iter::Int = -1,
+  elapsed_time::Real = Inf,
+  solver_specific::Dict{Symbol, Tsp} = Dict{Symbol, Any}(),
+) where {T, S, V, Tsp}
+  SolverCore.check_status(status)
+  return GenericExecutionStats{T, S, V, Tsp}(
+    false,
+    status,
+    false,
+    solution,
+    false,
+    objective,
+    false,
+    dual_feas,
+    false,
+    primal_feas,
+    false,
+    multipliers,
+    false,
+    multipliers_L,
+    multipliers_U,
+    false,
+    iter,
+    false,
+    elapsed_time,
+    false,
+    solver_specific,
+  )
+end
+
+SolverCore.eval_fun(nlp::AbstractNLPModel) = neval_obj(nlp) + neval_cons(nlp)
+SolverCore.eval_fun(nls::AbstractNLSModel) = neval_residual(nls) + neval_cons(nls)
+
+end # end of module

src/SolverCore.jl

@@ -1,26 +1,9 @@
 module SolverCore
 
-using LinearAlgebra: LinearAlgebra, Symmetric, factorize, ldiv!, mul!, norm, qr
-using NLPModels:
-  NLPModels,
-  AbstractNLPModel,
-  AbstractNLSModel,
-  cons!,
-  grad!,
-  has_bounds,
-  hess_coord!,
-  jac_coord!,
-  neval_cons,
-  neval_obj,
-  neval_residual,
-  obj,
-  reset!,
-  unconstrained
 using Printf: Printf, @printf, @sprintf
 
 include("logger.jl")
 include("stats.jl")
 include("solver.jl")
-include("dummy_solver.jl")
 
 end

src/solver.jl

@@ -1,18 +1,20 @@
-export AbstractSolver, AbstractOptimizationSolver, solve!
+export AbstractSolver, AbstractOptimizationSolver, solve!, reset!
 
 "Abstract type from which JSO solvers derive."
 abstract type AbstractSolver end
 
 abstract type AbstractOptimizationSolver <: AbstractSolver end
 
 """
-    reset!(solver::AbstractOptimizationSolver, model::AbstractNLPModel)
+    reset!(solver::::AbstractSolver, model)
+    reset!(solver::::AbstractSolver)
 
 Use in the context of restarting or reusing the `solver` structure.
 Reset the internal fields of `solver` for the `model` before calling `solve!` on the same structure.
 `model` must have the same number of variables, bounds and constraints as that used to instantiate `solver`.
 """
-function NLPModels.reset!(::AbstractOptimizationSolver, ::AbstractNLPModel) end
+function reset!(solver::AbstractSolver) end
+function reset!(solver::AbstractSolver, model) end
 
 """
     solve!(solver, model; kwargs...)
@@ -22,8 +24,8 @@ Apply `solver` to `model`.
 
 # Arguments
 
-- `solver::AbstractOptimizationSolver`: solver structure to hold all storage necessary for a solve
-- `model::AbstractNLPModel`: the model solved, see `NLPModels.jl`
+- `solver::::AbstractSolver`: solver structure to hold all storage necessary for a solve
+- `model`: the model solved
 - `stats::GenericExecutionStats`: stats structure to hold solution information.
 
 The first invocation allocates and returns a new `GenericExecutionStats`.
@@ -35,14 +37,5 @@ The `kwargs` are passed to the solver.
 
 - `stats::GenericExecutionStats`: stats structure holding solution information.
 """
-function solve!(solver::AbstractOptimizationSolver, model::AbstractNLPModel; kwargs...)
-  stats = GenericExecutionStats(model)
-  solve!(solver, model, stats; kwargs...)
-end
-
-function solve!(
-  ::AbstractOptimizationSolver,
-  ::AbstractNLPModel,
-  ::GenericExecutionStats;
-  kwargs...,
-) end
+function solve!(solver::AbstractSolver, model; kwargs...) end
+function solve!(solver::AbstractSolver, model, stats; kwargs...) end

src/stats.jl

@@ -170,56 +170,14 @@ function GenericExecutionStats{T, S, V, Tsp}(;
   )
 end
 
-function GenericExecutionStats(
-  nlp::AbstractNLPModel{T, S};
-  status::Symbol = :unknown,
-  solution::S = similar(nlp.meta.x0),
-  objective::T = T(Inf),
-  dual_feas::T = T(Inf),
-  primal_feas::T = unconstrained(nlp) ? zero(T) : T(Inf),
-  multipliers::S = similar(nlp.meta.y0),
-  multipliers_L::V = similar(nlp.meta.y0, has_bounds(nlp) ? nlp.meta.nvar : 0),
-  multipliers_U::V = similar(nlp.meta.y0, has_bounds(nlp) ? nlp.meta.nvar : 0),
-  iter::Int = -1,
-  elapsed_time::Real = Inf,
-  solver_specific::Dict{Symbol, Tsp} = Dict{Symbol, Any}(),
-) where {T, S, V, Tsp}
-  check_status(status)
-  return GenericExecutionStats{T, S, V, Tsp}(
-    false,
-    status,
-    false,
-    solution,
-    false,
-    objective,
-    false,
-    dual_feas,
-    false,
-    primal_feas,
-    false,
-    multipliers,
-    false,
-    multipliers_L,
-    multipliers_U,
-    false,
-    iter,
-    false,
-    elapsed_time,
-    false,
-    solver_specific,
-  )
-end
-
 """
     reset!(stats::GenericExecutionStats)
-    reset!(stats::GenericExecutionStats, nlp::AbstractNLPModel)
+    reset!(stats::GenericExecutionStats, problem)
 
 Reset the internal flags of `stats` to `false` to Indicate
 that the contents should not be trusted.
-If an `AbstractNLPModel` is also provided,
-the pre-allocated vectors are adjusted to the problem size.
 """
-function NLPModels.reset!(stats::GenericExecutionStats)
+function reset!(stats::GenericExecutionStats{T, S, V, Tsp}) where {T, S, V, Tsp}
   stats.status_reliable = false
   stats.solution_reliable = false
   stats.objective_reliable = false
@@ -233,16 +191,8 @@ function NLPModels.reset!(stats::GenericExecutionStats)
   stats
 end
 
-function NLPModels.reset!(
-  stats::GenericExecutionStats{T, S},
-  nlp::AbstractNLPModel{T, S},
-) where {T, S}
-  stats.solution = similar(nlp.meta.x0)
-  stats.multipliers = similar(nlp.meta.y0)
-  stats.multipliers_L = similar(nlp.meta.y0, has_bounds(nlp) ? nlp.meta.nvar : 0)
-  stats.multipliers_U = similar(nlp.meta.y0, has_bounds(nlp) ? nlp.meta.nvar : 0)
-  reset!(stats)
-  stats
+function reset!(stats::GenericExecutionStats, problem::Any)
+  return reset!(stats)
 end
 
 """
@@ -508,7 +458,7 @@ function getStatus(stats::AbstractExecutionStats)
 end
 
 """
-get_status(nlp, kwargs...)
+    get_status(problem, kwargs...)
 
 Return the output of the solver based on the information in the keyword arguments.
 Use `show_statuses()` for the full list.
@@ -525,9 +475,11 @@ The keyword arguments may contain:
 - `max_eval::Integer`: limit on the number of evaluations defined by `eval_fun` (default: `typemax(Int)`);
 - `max_time::Float64 = Inf`: limit on the time (default: `Inf`);
 - `max_iter::Integer`: limit on the number of iterations (default: `typemax(Int)`).
+
+The `problem` is used to check number of evaluations with SolverCore.eval_fun(problem).
 """
 function get_status(
-  nlp::AbstractNLPModel;
+  nlp;
   elapsed_time::Float64 = 0.0,
   iter::Integer = 0,
   optimal::Bool = false,
@@ -565,6 +517,4 @@ function get_status(
     :unknown
   end
 end
-
-eval_fun(nlp::AbstractNLPModel) = neval_obj(nlp) + neval_cons(nlp)
-eval_fun(nls::AbstractNLSModel) = neval_residual(nls) + neval_cons(nls)
+eval_fun(::Any) = typemax(Int)

src/dummy_solver.jl renamed to test/dummy-solver.jl

@@ -36,7 +36,7 @@ function dummy_solver(
   solve!(solver, nlp, stats, args...; kwargs...)
 end
 
-function solve!(
+function SolverCore.solve!(
   solver::DummySolver{S},
   nlp::AbstractNLPModel{T, S},
   stats::GenericExecutionStats;

test/runtests.jl

@@ -5,6 +5,8 @@ using NLPModels, NLPModelsTest
 # stdlib
 using LinearAlgebra, Logging
 
+include("dummy-solver.jl")
+
 #=
 Don't add your tests to runtests.jl. Instead, create files named
 

test/test-callback.jl

@@ -5,6 +5,6 @@
       set_status!(stats, :user)
     end
   end
-  stats = SolverCore.dummy_solver(nlp, max_eval = 20, callback = callback)
+  stats = dummy_solver(nlp, max_eval = 20, callback = callback)
   @test stats.iter == 3
 end

test/test-logging.jl

@@ -8,7 +8,7 @@ function test_logging()
 
   with_logger(ConsoleLogger()) do
     @info "Testing dummy solver with logger"
-    SolverCore.dummy_solver(nlp, max_eval = 20)
+    dummy_solver(nlp, max_eval = 20)
   end
 end
 

test/test-restart.jl

@@ -1,17 +1,17 @@
 @testset "test restart" begin
   nlp = HS10()
-  solver = SolverCore.DummySolver(nlp)
+  solver = DummySolver(nlp)
   stats = GenericExecutionStats(nlp)
   solve!(solver, nlp, stats, verbose = false)
   @test stats.status == :first_order
   # Try with a new intial guess
   nlp.meta.x0 .= 0.2
-  reset!(solver, nlp)
+  SolverCore.reset!(solver, nlp)
   solve!(solver, nlp, stats, verbose = false)
   @test stats.status == :first_order
   # Try with a new problem of the same size
   nlp = HS10()
-  reset!(solver, nlp)
+  SolverCore.reset!(solver, nlp)
   solve!(solver, nlp, stats, verbose = false)
   @test stats.status == :first_order
 end