SciML / Optimization.jl

Mathematical Optimization in Julia. Local, global, gradient-based and derivative-free. Linear, Quadratic, Convex, Mixed-Integer, and Nonlinear Optimization in one simple, fast, and differentiable interface.
https://docs.sciml.ai/Optimization/stable/
MIT License
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BBO always returns retcode Failure #745

Closed mhauru closed 2 weeks ago

mhauru commented 1 month ago

Describe the bug 🐞

BBO optimisers always have a retcode=SciMLBase.ReturnCode.Failure.

Minimal Reproducible Example 👇

using Optimization
using OptimizationBBO
rosenbrock(u, p) = (p[1] - u[1])^2 + p[2] * (u[2] - u[1]^2)^2
u0 = zeros(2)
p = [1.0, 100.0]
prob = OptimizationProblem(rosenbrock, u0, p, lb = [-1.0, -1.0], ub = [1.0, 1.0])
sol = solve(prob, BBO_adaptive_de_rand_1_bin_radiuslimited(), abstol=1e-5, maxiters=100_000)
@show sol
@show sol.retcode
@show sol.original.stop_reason

Output ⚠️

sol = retcode: Failure
u: [0.9992571724242105, 0.9984791455592467]
Final objective value:     6.796067936396855e-7

sol.retcode = SciMLBase.ReturnCode.Failure
sol.original.stop_reason = "Delta fitness (3.2333539155770025e-7) below tolerance (1.0e-5)"

The string stop_reason given by BBO indicates convergence to requested threshold, but the retcode is still Failure.

Environment (please complete the following information):

  [7f7a1694] Optimization v3.25.0
  [3e6eede4] OptimizationBBO v0.2.1
  [47edcb42] ADTypes v1.2.0
  [1520ce14] AbstractTrees v0.4.5
  [7d9f7c33] Accessors v0.1.36
  [79e6a3ab] Adapt v4.0.4
  [66dad0bd] AliasTables v1.1.3
  [4fba245c] ArrayInterface v7.10.0
  [a134a8b2] BlackBoxOptim v0.6.3
  [a9c8d775] CPUTime v1.0.0
  [49dc2e85] Calculus v0.5.1
  [38540f10] CommonSolve v0.2.4
  [34da2185] Compat v4.15.0
  [a33af91c] CompositionsBase v0.1.2
  [88cd18e8] ConsoleProgressMonitor v0.1.2
  [187b0558] ConstructionBase v1.5.5
  [9a962f9c] DataAPI v1.16.0
  [864edb3b] DataStructures v0.18.20
  [e2d170a0] DataValueInterfaces v1.0.0
  [31c24e10] Distributions v0.25.108
  [ffbed154] DocStringExtensions v0.9.3
  [fa6b7ba4] DualNumbers v0.6.8
  [4e289a0a] EnumX v1.0.4
  [e2ba6199] ExprTools v0.1.10
  [1a297f60] FillArrays v1.11.0
  [069b7b12] FunctionWrappers v1.1.3
  [77dc65aa] FunctionWrappersWrappers v0.1.3
  [46192b85] GPUArraysCore v0.1.6
  [34004b35] HypergeometricFunctions v0.3.23
  [3587e190] InverseFunctions v0.1.14
  [92d709cd] IrrationalConstants v0.2.2
  [82899510] IteratorInterfaceExtensions v1.0.0
  [692b3bcd] JLLWrappers v1.5.0
  [682c06a0] JSON v0.21.4
  [5be7bae1] LBFGSB v0.4.1
  [1d6d02ad] LeftChildRightSiblingTrees v0.2.0
  [2ab3a3ac] LogExpFunctions v0.3.27
  [e6f89c97] LoggingExtras v1.0.3
  [1914dd2f] MacroTools v0.5.13
  [e1d29d7a] Missings v1.2.0
  [77ba4419] NaNMath v1.0.2
  [7f7a1694] Optimization v3.25.0
  [3e6eede4] OptimizationBBO v0.2.1
  [bca83a33] OptimizationBase v0.0.7
  [bac558e1] OrderedCollections v1.6.3
  [90014a1f] PDMats v0.11.31
  [69de0a69] Parsers v2.8.1
  [aea7be01] PrecompileTools v1.2.1
  [21216c6a] Preferences v1.4.3
  [33c8b6b6] ProgressLogging v0.1.4
  [92933f4c] ProgressMeter v1.10.0
  [43287f4e] PtrArrays v1.1.0
  [1fd47b50] QuadGK v2.9.4
  [3cdcf5f2] RecipesBase v1.3.4
  [731186ca] RecursiveArrayTools v3.18.1
  [189a3867] Reexport v1.2.2
  [ae029012] Requires v1.3.0
  [79098fc4] Rmath v0.7.1
  [7e49a35a] RuntimeGeneratedFunctions v0.5.13
  [0bca4576] SciMLBase v2.37.0
  [c0aeaf25] SciMLOperators v0.3.8
  [53ae85a6] SciMLStructures v1.2.0
  [efcf1570] Setfield v1.1.1
  [a2af1166] SortingAlgorithms v1.2.1
  [d4ead438] SpatialIndexing v0.1.6
  [276daf66] SpecialFunctions v2.4.0
  [1e83bf80] StaticArraysCore v1.4.2
  [82ae8749] StatsAPI v1.7.0
  [2913bbd2] StatsBase v0.34.3
  [4c63d2b9] StatsFuns v1.3.1
  [2efcf032] SymbolicIndexingInterface v0.3.21
  [3783bdb8] TableTraits v1.0.1
  [bd369af6] Tables v1.11.1
  [5d786b92] TerminalLoggers v0.1.7
  [81d17ec3] L_BFGS_B_jll v3.0.1+0
  [efe28fd5] OpenSpecFun_jll v0.5.5+0
  [f50d1b31] Rmath_jll v0.4.0+0
  [0dad84c5] ArgTools v1.1.1
  [56f22d72] Artifacts
  [2a0f44e3] Base64
  [ade2ca70] Dates
  [8ba89e20] Distributed
  [f43a241f] Downloads v1.6.0
  [7b1f6079] FileWatching
  [9fa8497b] Future
  [b77e0a4c] InteractiveUtils
  [b27032c2] LibCURL v0.6.4
  [76f85450] LibGit2
  [8f399da3] Libdl
  [37e2e46d] LinearAlgebra
  [56ddb016] Logging
  [d6f4376e] Markdown
  [a63ad114] Mmap
  [ca575930] NetworkOptions v1.2.0
  [44cfe95a] Pkg v1.10.0
  [de0858da] Printf
  [3fa0cd96] REPL
  [9a3f8284] Random
  [ea8e919c] SHA v0.7.0
  [9e88b42a] Serialization
  [6462fe0b] Sockets
  [2f01184e] SparseArrays v1.10.0
  [10745b16] Statistics v1.10.0
  [4607b0f0] SuiteSparse
  [fa267f1f] TOML v1.0.3
  [a4e569a6] Tar v1.10.0
  [8dfed614] Test
  [cf7118a7] UUIDs
  [4ec0a83e] Unicode
  [e66e0078] CompilerSupportLibraries_jll v1.1.0+0
  [deac9b47] LibCURL_jll v8.4.0+0
  [e37daf67] LibGit2_jll v1.6.4+0
  [29816b5a] LibSSH2_jll v1.11.0+1
  [c8ffd9c3] MbedTLS_jll v2.28.2+1
  [14a3606d] MozillaCACerts_jll v2023.1.10
  [4536629a] OpenBLAS_jll v0.3.23+4
  [05823500] OpenLibm_jll v0.8.1+2
  [bea87d4a] SuiteSparse_jll v7.2.1+1
  [83775a58] Zlib_jll v1.2.13+1
  [8e850b90] libblastrampoline_jll v5.8.0+1
  [8e850ede] nghttp2_jll v1.52.0+1
  [3f19e933] p7zip_jll v17.4.0+2
Julia Version 1.10.2
Commit bd47eca2c8a (2024-03-01 10:14 UTC)
Build Info:
  Official https://julialang.org/ release
Platform Info:
  OS: macOS (arm64-apple-darwin22.4.0)
  CPU: 10 × Apple M1 Pro
  WORD_SIZE: 64
  LIBM: libopenlibm
  LLVM: libLLVM-15.0.7 (ORCJIT, apple-m1)
Threads: 1 default, 0 interactive, 1 GC (on 8 virtual cores)

Additional context

The issues seems to be that OptimizationBBO takes the stop_reason string, converts it to a Symbol, and passes it as retcode here: https://github.com/SciML/Optimization.jl/blob/1877aea988cd26fe1dbb8890850c106265165dce/lib/OptimizationBBO/src/OptimizationBBO.jl#L188 but SciMLBase has the fallback behavior of returning Failure when it doesn't recognise the Symbol: https://github.com/SciML/SciMLBase.jl/blob/541e7fd132f8029c0ef8c1af26eefa6314810a03/src/retcodes.jl#L407

If parsing the strings returned by BBO is too much trouble then maybe returning ReturnCode.Default would be less misleading.

ChrisRackauckas commented 1 month ago

We'd need to change these to the retcodes of SciML. In the meantime, it would be good to change this to Default.