Merge pull request #780 from SciML/lbfgsbkwargs

Remove lb and ub from kwargs before passing to solver function in lbfgsb
SciML · Jun 18, 2024 · 78ddd51 · 78ddd51
2 parents 95c260f + 0c89091
commit 78ddd51
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Showing 2 changed files with 10 additions and 3 deletions.
diff --git a/src/lbfgsb.jl b/src/lbfgsb.jl
@@ -171,16 +171,18 @@ function SciMLBase.__solve(cache::OptimizationCache{
         n = length(cache.u0)
 
         if cache.lb === nothing
-            optimizer, bounds= LBFGSB._opt_bounds(n, cache.opt.m, [-Inf for i in 1:n], [Inf for i in 1:n])
+            optimizer, bounds = LBFGSB._opt_bounds(n, cache.opt.m, [-Inf for i in 1:n], [Inf for i in 1:n])
         else
-            optimizer, bounds= LBFGSB._opt_bounds(n, cache.opt.m, solver_kwargs.lb, solver_kwargs.ub)
+            optimizer, bounds = LBFGSB._opt_bounds(n, cache.opt.m, solver_kwargs.lb, solver_kwargs.ub)
         end
 
+        solver_kwargs = Base.structdiff(solver_kwargs, (; lb = nothing, ub = nothing))
+
         for i in 1:maxiters
             prev_eqcons .= cons_tmp[eq_inds]
             prevβ .= copy(β)
 
-            res = optimizer(_loss, aug_grad, θ, bounds; m = cache.opt.m, pgtol = sqrt(ϵ), maxiter = maxiters / 100) 
+            res = optimizer(_loss, aug_grad, θ, bounds; solver_kwargs..., m = cache.opt.m, pgtol = sqrt(ϵ), maxiter = maxiters / 100)
             # @show res[2]
             # @show res[1]
             # @show cons_tmp
@@ -229,6 +231,8 @@ function SciMLBase.__solve(cache::OptimizationCache{
             optimizer, bounds= LBFGSB._opt_bounds(n, cache.opt.m, solver_kwargs.lb, solver_kwargs.ub)
         end
 
+        solver_kwargs = Base.structdiff(solver_kwargs, (; lb = nothing, ub = nothing))
+
         t0 = time()
 
         res = optimizer(_loss, cache.f.grad, cache.u0, bounds; m = cache.opt.m, solver_kwargs...)

diff --git a/test/lbfgsb.jl b/test/lbfgsb.jl
@@ -10,6 +10,9 @@ optf = OptimizationFunction(rosenbrock, AutoEnzyme())
 prob = OptimizationProblem(optf, x0)
 @time res = solve(prob, Optimization.LBFGS(), maxiters = 100)
 
+prob = OptimizationProblem(optf, x0,  lb = [-1.0, -1.0], ub = [1.0, 1.0])
+@time res = solve(prob, Optimization.LBFGS(), maxiters = 100)
+
 function con2_c(res, x, p)
     res .= [x[1]^2 + x[2]^2, (x[2] * sin(x[1]) + x[1]) - 5]
 end