pass additional function arguments to linesearch function

[jacob-roth]

I have an application where I would like to pass additional function arguments args to my calls to phi and dphi. I have modified the example code to do this one way, but it requires creating an anonymous function a -> phi(a,args) within the main iteration. Is there a way to pass the additional args directly? Creating the anonymous function each time allocates, and I'd like to avoid this.

using LinearAlgebra: norm, dot

mutable struct myargs
  v :: Float64
  i :: Int64
end

function gdoptimize(f, g!, fg!, x0::AbstractArray{T}, linesearch,
                    maxiter::Int = 10000,
                    g_rtol::T = sqrt(eps(T)), g_atol::T = eps(T)) where T <: Number
    x = copy(x0)
    gvec = similar(x)
    args = myargs(0.0, 0)
    g!(gvec, x, args)
    fx = f(x, args)

    gnorm = norm(gvec)
    gtol = max(g_rtol*gnorm, g_atol)

    # Univariate line search functions
    ϕ(α, args) = f(x .+ α.*s, args)
    function dϕ(α, args)
        g!(gvec, x .+ α.*s, args)
        return dot(gvec, s)
    end
    function ϕdϕ(α, args)
        phi = fg!(gvec, x .+ α.*s, args)
        dphi = dot(gvec, s)
        return (phi, dphi)
    end

    s = similar(gvec) # Step direction

    iter = 0
    while iter < maxiter && gnorm > gtol
        iter += 1
        args.i = iter
        s .= -gvec

        dϕ_0 = dot(s, gvec)
        α, fx = linesearch(a -> ϕ(a, args), a -> dϕ(a, args), a -> ϕdϕ(a, args), 1.0, fx, dϕ_0)
        
        @. x = x + α*s
        g!(gvec, x, args)
        gnorm = norm(gvec)
    end

    return (fx, x, iter)
end

f(x, args) = begin
  println("f: args.i = $(args.i)")
  (1.0 - x[1])^2 + 100.0 * (x[2] - x[1]^2)^2 + args.v
end

function g!(gvec, x, args)
    println("g!: args.i = $(args.i)")
    gvec[1] = -2.0 * (1.0 - x[1]) - 400.0 * (x[2] - x[1]^2) * x[1]
    gvec[2] = 200.0 * (x[2] - x[1]^2)
    gvec
end

function fg!(gvec, x, args)
    println("fg!: args.i = $(args.i)")
    g!(gvec, x, args)
    f(x, args)
end

x0 = [-1., 1.0]

using LineSearches
ls = BackTracking(order=3)
fx_bt3, x_bt3, iter_bt3 = gdoptimize(f, g!, fg!, x0, ls)

ls = StrongWolfe()
fx_sw, x_sw, iter_sw = gdoptimize(f, g!, fg!, x0, ls)

[jacob-roth]

A good route seems to be a callable struct! (https://discourse.julialang.org/t/avoid-allocating-anonymous-functions/94689)