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Fix and test setting local_optimizer #241

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Aug 21, 2024
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Fix and test setting local_optimizer #241

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2 changes: 2 additions & 0 deletions ext/NLoptMathOptInterfaceExt.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -667,9 +667,11 @@ end
function _initialize_options!(model::Optimizer)
local_optimizer = model.options["local_optimizer"]
if local_optimizer !== nothing
num_variables = length(model.starting_values)
local_optimizer = if local_optimizer isa Symbol
NLopt.Opt(local_optimizer, num_variables)
else
@assert local_optimizer isa NLopt.Opt
NLopt.Opt(local_optimizer.algorithm, num_variables)
end
NLopt.local_optimizer!(model.inner, local_optimizer)
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58 changes: 58 additions & 0 deletions test/MOI_wrapper.jl
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Expand Up @@ -152,6 +152,64 @@ function test_list_of_constraint_attributes_set()
return
end

function test_raw_optimizer_attribute_in_optimize()
model = NLopt.Optimizer()
x = MOI.add_variables(model, 2)
f = (x[1] - 2.0) * (x[1] - 2.0) + (x[2] + 1.0)^2# * (x[2] + 1)
MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
for (k, v) in (
"algorithm" => :LD_SLSQP,
"stopval" => 1.0,
"ftol_rel" => 1e-6,
"ftol_abs" => 1e-6,
"xtol_rel" => 1e-6,
"xtol_abs" => 1e-6,
"maxeval" => 100,
"maxtime" => 60.0,
"initial_step" => [0.1, 0.1],
"population" => 10,
"seed" => 1234,
"vector_storage" => 3,
)
attr = MOI.RawOptimizerAttribute(k)
MOI.set(model, attr, v)
end
MOI.optimize!(model)
@test ≈(MOI.get.(model, MOI.VariablePrimal(), x), [2.0, -1.0]; atol = 1e-4)
return
end

function test_local_optimizer_Symbol()
model = NLopt.Optimizer()
x = MOI.add_variables(model, 2)
f = (x[1] - 2.0) * (x[1] - 2.0) + (x[2] + 1.0) * (x[2] + 1.0)
MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
MOI.set(model, MOI.RawOptimizerAttribute("algorithm"), :AUGLAG)
attr = MOI.RawOptimizerAttribute("local_optimizer")
@test MOI.get(model, attr) === nothing
MOI.set(model, attr, :LD_SLSQP)
MOI.optimize!(model)
@test MOI.get(model, MOI.TerminationStatus()) isa MOI.TerminationStatusCode
return
end

function test_local_optimizer_Opt()
model = NLopt.Optimizer()
x = MOI.add_variables(model, 2)
f = (x[1] - 2.0) * (x[1] - 2.0) + (x[2] + 1.0) * (x[2] + 1.0)
MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
MOI.set(model, MOI.RawOptimizerAttribute("algorithm"), :GD_MLSL)
attr = MOI.RawOptimizerAttribute("local_optimizer")
@test MOI.get(model, attr) === nothing
MOI.set(model, attr, NLopt.Opt(:LD_MMA, 2))
MOI.optimize!(model)
@test MOI.get(model, MOI.TerminationStatus()) isa MOI.TerminationStatusCode
return
end

function test_get_objective_function()
model = NLopt.Optimizer()
x = MOI.add_variable(model)
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