ChrisRackauckas
commented
5 months ago From reading the error, I presume that needs to be: IPNewton(linesearch = Optim.HagerZhang)
Closed ederag closed 5 months ago
ChrisRackauckas
commented
5 months ago From reading the error, I presume that needs to be: IPNewton(linesearch = Optim.HagerZhang)
ederag
commented
5 months ago The linked optim doc requires an instance rather than the type.
And algo_hz = Newton(linesearch = HagerZhang), fails with
MethodError: no method matching LineSearches.HagerZhang(::NLSolversBase.TwiceDifferentiable{Float64, Vector{Float64}, Matrix{Float64}, Vector{Float64}}, ::Vector{Float64}, ::Vector{Float64}, ::Float64, ::Vector{Float64}, ::Float64, ::Float64)
Closest candidates are:
LineSearches.HagerZhang(::T, !Matched::T, !Matched::T, !Matched::T, !Matched::T, !Matched::T, ::Any, !Matched::T, !Matched::Any, !Matched::Tm) where {T, Tm}
@ LineSearches ~/.julia/packages/Parameters/MK0O4/src/Parameters.jl:525
perform_linesearch!(::Optim.NewtonState{Vector{Float64}, Float64, LinearAlgebra.Cholesky{Float64, Matrix{Float64}}}, ::Optim.Newton{LineSearches.InitialStatic{Float64}, UnionAll}, ::NLSolversBase.TwiceDifferentiable{Float64, Vector{Float64}, Matrix{Float64}, Vector{Float64}})@perform_linesearch.jl:58
update_state!(::NLSolversBase.TwiceDifferentiable{Float64, Vector{Float64}, Matrix{Float64}, Vector{Float64}}, ::Optim.NewtonState{Vector{Float64}, Float64, LinearAlgebra.Cholesky{Float64, Matrix{Float64}}}, ::Optim.Newton{LineSearches.InitialStatic{Float64}, UnionAll})@newton.jl:79
optimize(::NLSolversBase.TwiceDifferentiable{Float64, Vector{Float64}, Matrix{Float64}, Vector{Float64}}, ::Vector{Float64}, ::Optim.Newton{LineSearches.InitialStatic{Float64}, UnionAll}, ::Optim.Options{Float64, Nothing}, ::Optim.NewtonState{Vector{Float64}, Float64, LinearAlgebra.Cholesky{Float64, Matrix{Float64}}})@optimize.jl:54
optimize(::NLSolversBase.TwiceDifferentiable{Float64, Vector{Float64}, Matrix{Float64}, Vector{Float64}}, ::Vector{Float64}, ::Optim.Newton{LineSearches.InitialStatic{Float64}, UnionAll}, ::Optim.Options{Float64, Nothing})@optimize.jl:36
var"#optimize#85"(::Bool, ::Symbol, ::Base.Pairs{Symbol, Optim.Newton{LineSearches.InitialStatic{Float64}, UnionAll}, Tuple{Symbol}, @NamedTuple{method::Optim.Newton{LineSearches.InitialStatic{Float64}, UnionAll}}}, ::typeof(Optim.optimize), ::Function, ::Function, ::Function, ::Vector{Float64})@interface.jl:111
top-level scope@[Local: 1](http://localhost:1234/edit?id=f9148700-c19a-11ee-257f-69bdb30e2f94#)[inlined]We're just passing this onto Optim so whatever Optim wants is what to put there.
ederag
commented
5 months ago Sorry, I typed in a Pluto notebook instead of in the minimum example REPL. Here is the output:
julia> sol = solve(prob, IPNewton(linesearch = Optim.HagerZhang))
ERROR: TypeError: in keyword argument linesearch, expected Function, got Type{LineSearches.HagerZhang}
Stacktrace:
[1] top-level scopeThe linked optim doc requires an instance rather than the type.
ChrisRackauckas
commented
5 months ago Then it looks like this is an upstream problem with Optim.jl?
ederag
commented
5 months ago OK, let me try in barebones Optim and report back.
ederag
commented
5 months ago Ah, there isn't any bug anywhere,
but the current documentation linked to an optim doc example
that uses Newton rather than IPNewton.
IPNewton does not accept LineSearches yet:
As of February 2018, the line search algorithm is specialised for constrained interior-point methods. In future we hope to support more algorithms from LineSearches.jl
Hence the errors.
So the current documentation is misleading (IIUC): https://github.com/SciML/Optimization.jl/blob/7c700d0e2b1c5847fffe7e96de4e9c543ce6618f/docs/src/optimization_packages/optim.md?plain=1#L58-L67
One fix could be to remove references to LineSearch and link to the equivalent and more relevant IPNewton example
or find another constrained optimization algorithm that matches those sentences.
I don't know about the latter, but the former I could do if you wish.
ChrisRackauckas
commented
5 months ago I see. Could you make the PR removing the reference?
Specifying
linesearchforIPNewtonfails withTypeError.MRE adapted from https://docs.sciml.ai/Optimization/stable/optimization_packages/optim/#Local-Constraint
Error & Stacktrace ⚠️
Environment
using Pkg; Pkg.status()using Pkg; Pkg.status(; mode = PKGMODE_MANIFEST)versioninfo()