Merge pull request #368 from SciML/complex-u0-for-OptimizationOptimisers

error with complex number u0 in OptimizationOptimisers

Author: Vaibhavdixit02

lib/OptimizationOptimisers/Project.toml

@@ -9,6 +9,7 @@ Optimization = "7f7a1694-90dd-40f0-9382-eb1efda571ba"
 Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7"
 ProgressLogging = "33c8b6b6-d38a-422a-b730-caa89a2f386c"
 Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
+Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
 
 [compat]
 julia = "1"

lib/OptimizationOptimisers/src/OptimizationOptimisers.jl

@@ -23,7 +23,7 @@ function SciMLBase.__solve(prob::OptimizationProblem, opt::OptimisersOptimizers,
     G = copy(θ)
 
     local x, min_err, min_θ
-    min_err = typemax(eltype(prob.u0)) #dummy variables
+    min_err = typemax(eltype(real(prob.u0))) #dummy variables
     min_opt = 1
     min_θ = prob.u0
 

lib/OptimizationOptimisers/test/runtests.jl

@@ -1,5 +1,6 @@
 using OptimizationOptimisers, Optimization, ForwardDiff
 using Test
+using Zygote
 
 @testset "OptimizationOptimisers.jl" begin
     rosenbrock(x, p) = (p[1] - x[1])^2 + p[2] * (x[2] - x[1]^2)^2
@@ -17,4 +18,16 @@ using Test
     prob = OptimizationProblem(optprob, x0, _p)
     sol = solve(prob, Optimisers.ADAM(), maxiters = 1000, progress = false)
     @test 10 * sol.minimum < l1
+
+    x0 = 2 * ones(ComplexF64, 2)
+    _p = ones(2)
+    sumfunc(x0, _p) = sum(abs2, (x0 - _p))
+    l1 = sumfunc(x0, _p)
+
+    optprob = OptimizationFunction(sumfunc, Optimization.AutoZygote())
+
+    prob = OptimizationProblem(optprob, x0, _p)
+
+    sol = solve(prob, Optimisers.ADAM(), maxiters = 1000)
+    @test 10 * sol.minimum < l1
 end