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Changed trait constraints to solve.jl for calculation of gradients, hessians and more. #651 #659

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Apr 19, 2024
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8 changes: 8 additions & 0 deletions src/solve.jl
Original file line number Diff line number Diff line change
Expand Up @@ -116,6 +116,14 @@ function _check_opt_alg(prob::OptimizationProblem, alg; kwargs...)
throw(IncompatibleOptimizerError("The algorithm $(typeof(alg)) requires constraints, pass them with the `cons` kwarg in `OptimizationFunction`."))
!allowscallback(alg) && haskey(kwargs, :callback) &&
throw(IncompatibleOptimizerError("The algorithm $(typeof(alg)) does not support callbacks, remove the `callback` keyword argument from the `solve` call."))
!requiresgradient(alg) && !(prob.f isa OptimizationFunction) &&
throw(IncompatibleOptimizerError("The algorithm $(typeof(alg)) requires gradients, hence use `OptimizationFunction` to generate them with an automatic differentiation backend e.g. `OptimizationFunction(f, AutoForwardDiff())` or pass it in with `grad` kwarg."))
!requireshessian(alg) && !(prob.f isa OptimizationFunction) &&
throw(IncompatibleOptimizerError("The algorithm $(typeof(alg)) requires hessians, hence use `OptimizationFunction` to generate them with an automatic differentiation backend e.g. `OptimizationFunction(f, AutoFiniteDiff(); kwargs...)` or pass them in with `hess` kwarg."))
!requiresconsjac(alg) && !(prob.f isa OptimizationFunction) &&
throw(IncompatibleOptimizerError("The algorithm $(typeof(alg)) requires constraint jacobians, hence use `OptimizationFunction` to generate them with an automatic differentiation backend e.g. `OptimizationFunction(f, AutoFiniteDiff(); kwargs...)` or pass them in with `cons` kwarg."))
!requiresconshess(alg) && !(prob.f isa OptimizationFunction) &&
throw(IncompatibleOptimizerError("The algorithm $(typeof(alg)) requires constraint hessians, hence use `OptimizationFunction` to generate them with an automatic differentiation backend e.g. `OptimizationFunction(f, AutoFiniteDiff(), AutoFiniteDiff(hess=true); kwargs...)` or pass them in with `cons` kwarg."))
return
end

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