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Merge pull request #112 from SciML/DIv6
Move iterator checking here and make symbolics stuff extension
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| Original file line number | Diff line number | Diff line change |
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| @@ -0,0 +1,8 @@ | ||
| module OptimizationMLDataDevicesExt | ||
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| using MLDataDevices | ||
| using OptimizationBase | ||
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| OptimizationBase.isa_dataiterator(::DeviceIterator) = true | ||
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| end |
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| Original file line number | Diff line number | Diff line change |
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| @@ -0,0 +1,8 @@ | ||
| module OptimizationMLUtilsExt | ||
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| using MLUtils | ||
| using OptimizationBase | ||
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| OptimizationBase.isa_dataiterator(::MLUtils.DataLoader) = true | ||
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| end |
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| Original file line number | Diff line number | Diff line change |
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| @@ -0,0 +1,109 @@ | ||
| module OptimizationSymbolicAnalysisExt | ||
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| using OptimizationBase, SciMLBase, SymbolicAnalysis, SymbolicAnalysis.Symbolics | ||
| using SymbolicAnalysis: AnalysisResult | ||
| import Symbolics: variable, Equation, Inequality, unwrap, @variables | ||
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| function OptimizationBase.symify_cache( | ||
| f::OptimizationFunction{iip, AD, F, G, FG, H, FGH, HV, C, CJ, CJV, CVJ, CH, HP, | ||
| CJP, CHP, O, EX, CEX, SYS, LH, LHP, HCV, CJCV, CHCV, LHCV}, | ||
| prob) where {iip, AD, F, G, FG, H, FGH, HV, C, CJ, CJV, CVJ, CH, HP, CJP, CHP, O, | ||
| EX <: Nothing, CEX <: Nothing, SYS, LH, LHP, HCV, CJCV, CHCV, LHCV} | ||
| try | ||
| vars = if prob.u0 isa Matrix | ||
| @variables X[1:size(prob.u0, 1), 1:size(prob.u0, 2)] | ||
| else | ||
| ArrayInterface.restructure( | ||
| prob.u0, [variable(:x, i) for i in eachindex(prob.u0)]) | ||
| end | ||
| params = if prob.p isa SciMLBase.NullParameters | ||
| [] | ||
| elseif prob.p isa MTK.MTKParameters | ||
| [variable(:α, i) for i in eachindex(vcat(p...))] | ||
| else | ||
| ArrayInterface.restructure(p, [variable(:α, i) for i in eachindex(p)]) | ||
| end | ||
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| if prob.u0 isa Matrix | ||
| vars = vars[1] | ||
| end | ||
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| obj_expr = f.f(vars, params) | ||
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| if SciMLBase.isinplace(prob) && !isnothing(prob.f.cons) | ||
| lhs = Array{Symbolics.Num}(undef, num_cons) | ||
| f.cons(lhs, vars) | ||
| cons = Union{Equation, Inequality}[] | ||
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| if !isnothing(prob.lcons) | ||
| for i in 1:num_cons | ||
| if !isinf(prob.lcons[i]) | ||
| if prob.lcons[i] != prob.ucons[i] | ||
| push!(cons, prob.lcons[i] ≲ lhs[i]) | ||
| else | ||
| push!(cons, lhs[i] ~ prob.ucons[i]) | ||
| end | ||
| end | ||
| end | ||
| end | ||
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| if !isnothing(prob.ucons) | ||
| for i in 1:num_cons | ||
| if !isinf(prob.ucons[i]) && prob.lcons[i] != prob.ucons[i] | ||
| push!(cons, lhs[i] ≲ prob.ucons[i]) | ||
| end | ||
| end | ||
| end | ||
| if (isnothing(prob.lcons) || all(isinf, prob.lcons)) && | ||
| (isnothing(prob.ucons) || all(isinf, prob.ucons)) | ||
| throw(ArgumentError("Constraints passed have no proper bounds defined. | ||
| Ensure you pass equal bounds (the scalar that the constraint should evaluate to) for equality constraints | ||
| or pass the lower and upper bounds for inequality constraints.")) | ||
| end | ||
| cons_expr = lhs | ||
| elseif !isnothing(prob.f.cons) | ||
| cons_expr = f.cons(vars, params) | ||
| else | ||
| cons_expr = nothing | ||
| end | ||
| catch err | ||
| throw(ArgumentError("Automatic symbolic expression generation with failed with error: $err. | ||
| Try by setting `structural_analysis = false` instead if the solver doesn't require symbolic expressions.")) | ||
| end | ||
| return obj_expr, cons_expr | ||
| end | ||
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| function analysis(obj_expr, cons_expr) | ||
| if obj_expr !== nothing | ||
| obj_expr = obj_expr |> Symbolics.unwrap | ||
| if manifold === nothing | ||
| obj_res = analyze(obj_expr) | ||
| else | ||
| obj_res = analyze(obj_expr, manifold) | ||
| end | ||
| @info "Objective Euclidean curvature: $(obj_res.curvature)" | ||
| if obj_res.gcurvature !== nothing | ||
| @info "Objective Geodesic curvature: $(obj_res.gcurvature)" | ||
| end | ||
| end | ||
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| if cons_expr !== nothing | ||
| cons_expr = cons_expr .|> Symbolics.unwrap | ||
| if manifold === nothing | ||
| cons_res = analyze.(cons_expr) | ||
| else | ||
| cons_res = analyze.(cons_expr, Ref(manifold)) | ||
| end | ||
| for i in 1:num_cons | ||
| @info "Constraints Euclidean curvature: $(cons_res[i].curvature)" | ||
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| if cons_res[i].gcurvature !== nothing | ||
| @info "Constraints Geodesic curvature: $(cons_res[i].gcurvature)" | ||
| end | ||
| end | ||
| end | ||
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| return obj_res, cons_res | ||
| end | ||
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| end |
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