Merge pull request #220 from SciML/subpckgs

Create sub packages for each optimiser

Author: ChrisRackauckas

.github/workflows/CI.yml

@@ -9,10 +9,26 @@ on:
 jobs:
   test:
     runs-on: ubuntu-latest
+    continue-on-error: ${{ matrix.group == 'Downstream' }}
     strategy:
+      fail-fast: false
       matrix:
         group:
-          - All
+          - Core
+          - GalacticBBO
+          - GalacticCMAEvolutionStrategy
+          - GalacticEvolutionary
+          - GalacticFlux
+          - GalacticGCMAES
+          - GalacticMetaheuristics
+          - GalacticMOI
+          - GalacticMultistartOptimization
+          - GalacticNLopt
+          - GalacticNOMAD
+          - GalacticNonconvex
+          - GalacticOptimJL
+          - GalacticQuadDIRECT
+          - GalacticSpeedMapping
         version:
           - '1'
           - '1.6'
@@ -38,4 +54,4 @@ jobs:
       - uses: julia-actions/julia-processcoverage@v1
       - uses: codecov/codecov-action@v1
         with:
-          file: lcov.info
+          file: lcov.info

lib/GalacticBBO/Project.toml

@@ -0,0 +1,17 @@
+name = "GalacticBBO"
+uuid = "80c49c3a-6557-47d9-8f5b-13d0a2920315"
+authors = ["Vaibhav Dixit <[email protected]> and contributors"]
+version = "0.1.0"
+
+[deps]
+BlackBoxOptim = "a134a8b2-14d6-55f6-9291-3336d3ab0209"
+GalacticOptim = "a75be94c-b780-496d-a8a9-0878b188d577"
+
+[compat]
+julia = "1"
+
+[extras]
+Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
+
+[targets]
+test = ["Test"]

lib/GalacticBBO/src/GalacticBBO.jl

@@ -0,0 +1,101 @@
+module GalacticBBO
+
+using BlackBoxOptim, GalacticOptim, GalacticOptim.SciMLBase
+
+abstract type BBO end
+
+for j = string.(BlackBoxOptim.SingleObjectiveMethodNames)
+    eval(Meta.parse("Base.@kwdef struct BBO_" * j * " <: BBO method=:" * j * " end"))
+    eval(Meta.parse("export BBO_" * j))
+end
+
+decompose_trace(opt::BlackBoxOptim.OptRunController) = BlackBoxOptim.best_candidate(opt)
+
+function __map_optimizer_args(prob::SciMLBase.OptimizationProblem, opt::BBO;
+    cb=nothing,
+    maxiters::Union{Number,Nothing}=nothing,
+    maxtime::Union{Number,Nothing}=nothing,
+    abstol::Union{Number,Nothing}=nothing,
+    reltol::Union{Number,Nothing}=nothing,
+    kwargs...)
+
+    if !isnothing(reltol)
+        @warn "common reltol is currently not used by $(opt)"
+    end
+
+    mapped_args = (; Method=opt.method,
+        SearchRange=[(prob.lb[i], prob.ub[i]) for i in 1:length(prob.lb)])
+
+    if !isnothing(cb)
+        mapped_args = (; mapped_args..., CallbackFunction=cb, CallbackInterval=0.0)
+    end
+
+    mapped_args = (; mapped_args..., kwargs...)
+
+    if !isnothing(maxiters)
+        mapped_args = (; mapped_args..., MaxSteps=maxiters)
+    end
+
+    if !isnothing(maxtime)
+        mapped_args = (; mapped_args..., MaxTime=maxtime)
+    end
+
+    if !isnothing(abstol)
+        mapped_args = (; mapped_args..., MinDeltaFitnessTolerance=abstol)
+    end
+
+    return mapped_args
+end
+
+function SciMLBase.__solve(prob::SciMLBase.OptimizationProblem, opt::BBO, data=GalacticOptim.DEFAULT_DATA;
+    cb=(args...) -> (false),
+    maxiters::Union{Number,Nothing}=nothing,
+    maxtime::Union{Number,Nothing}=nothing,
+    abstol::Union{Number,Nothing}=nothing,
+    reltol::Union{Number,Nothing}=nothing,
+    progress=false, kwargs...)
+
+    local x, cur, state
+
+    if data != GalacticOptim.DEFAULT_DATA
+        maxiters = length(data)
+    end
+
+    cur, state = iterate(data)
+
+    function _cb(trace)
+        cb_call = cb(decompose_trace(trace), x...)
+        if !(typeof(cb_call) <: Bool)
+            error("The callback should return a boolean `halt` for whether to stop the optimization process.")
+        end
+        if cb_call == true
+            BlackBoxOptim.shutdown_optimizer!(trace) #doesn't work
+        end
+        cur, state = iterate(data, state)
+        cb_call
+    end
+
+    maxiters = GalacticOptim._check_and_convert_maxiters(maxiters)
+    maxtime = GalacticOptim._check_and_convert_maxtime(maxtime)
+
+
+    _loss = function (θ)
+        x = prob.f(θ, prob.p, cur...)
+        return first(x)
+    end
+
+    opt_args = __map_optimizer_args(prob, opt, cb=_cb, maxiters=maxiters, maxtime=maxtime, abstol=abstol, reltol=reltol; kwargs...)
+
+    opt_setup = BlackBoxOptim.bbsetup(_loss; opt_args...)
+
+    t0 = time()
+    opt_res = BlackBoxOptim.bboptimize(opt_setup)
+    t1 = time()
+
+    opt_ret = Symbol(opt_res.stop_reason)
+
+    SciMLBase.build_solution(prob, opt, BlackBoxOptim.best_candidate(opt_res),
+        BlackBoxOptim.best_fitness(opt_res); original=opt_res, retcode=opt_ret)
+end
+
+end

lib/GalacticBBO/test/runtests.jl

@@ -0,0 +1,14 @@
+using GalacticBBO, GalacticOptim, Zygote
+using Test
+
+@testset "GalacticBBO.jl" begin
+    rosenbrock(x, p) = (p[1] - x[1])^2 + p[2] * (x[2] - x[1]^2)^2
+    x0 = zeros(2)
+    _p = [1.0, 100.0]
+    l1 = rosenbrock(x0, _p)
+
+    optprob = OptimizationFunction(rosenbrock, GalacticOptim.AutoZygote())
+    prob = GalacticOptim.OptimizationProblem(optprob, x0, _p, lb=[-1.0, -1.0], ub=[0.8, 0.8])
+    sol = solve(prob, BBO_adaptive_de_rand_1_bin_radiuslimited())
+    @test 10 * sol.minimum < l1
+end

lib/GalacticCMAEvolutionStrategy/Project.toml

@@ -0,0 +1,17 @@
+name = "GalacticCMAEvolutionStrategy"
+uuid = "12fbe61e-72e2-4b68-be42-232f99b30434"
+authors = ["Vaibhav Dixit <[email protected]> and contributors"]
+version = "0.1.0"
+
+[deps]
+CMAEvolutionStrategy = "8d3b24bd-414e-49e0-94fb-163cc3a3e411"
+GalacticOptim = "a75be94c-b780-496d-a8a9-0878b188d577"
+
+[compat]
+julia = "1"
+
+[extras]
+Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
+
+[targets]
+test = ["Test"]

src/solve/cmaevolutionstrategy.jl renamed to lib/GalacticCMAEvolutionStrategy/src/GalacticCMAEvolutionStrategy.jl

@@ -1,22 +1,27 @@
+module GalacticCMAEvolutionStrategy
+
+using CMAEvolutionStrategy, GalacticOptim, GalacticOptim.SciMLBase
+
 export CMAEvolutionStrategyOpt
+
 struct CMAEvolutionStrategyOpt end
 
 function __map_optimizer_args(prob::OptimizationProblem, opt::CMAEvolutionStrategyOpt;
     cb=nothing,
-    maxiters::Union{Number, Nothing}=nothing,
-    maxtime::Union{Number, Nothing}=nothing, 
-    abstol::Union{Number, Nothing}=nothing, 
-    reltol::Union{Number, Nothing}=nothing, 
+    maxiters::Union{Number,Nothing}=nothing,
+    maxtime::Union{Number,Nothing}=nothing,
+    abstol::Union{Number,Nothing}=nothing,
+    reltol::Union{Number,Nothing}=nothing,
     kwargs...)
 
     if !isnothing(reltol)
         @warn "common reltol is currently not used by $(opt)"
     end
 
-    mapped_args = (;lower = prob.lb,
-    upper = prob.ub,
-    kwargs...)
-  
+    mapped_args = (; lower=prob.lb,
+        upper=prob.ub,
+        kwargs...)
+
     if !isnothing(maxiters)
         mapped_args = (; mapped_args..., maxiter=maxiters)
     end
@@ -28,44 +33,44 @@ function __map_optimizer_args(prob::OptimizationProblem, opt::CMAEvolutionStrate
     if !isnothing(abstol)
         mapped_args = (; mapped_args..., ftol=abstol)
     end
-  
+
     return mapped_args
 end
 
 
-function __solve(prob::OptimizationProblem, opt::CMAEvolutionStrategyOpt, data = DEFAULT_DATA;
-                 cb = (args...) -> (false), 
-                 maxiters::Union{Number, Nothing} = nothing,
-                 maxtime::Union{Number, Nothing} = nothing,
-                 abstol::Union{Number, Nothing}=nothing,
-                 reltol::Union{Number, Nothing}=nothing,
-                 progress = false, kwargs...)
+function SciMLBase.__solve(prob::OptimizationProblem, opt::CMAEvolutionStrategyOpt, data=GalacticOptim.DEFAULT_DATA;
+    cb=(args...) -> (false),
+    maxiters::Union{Number,Nothing}=nothing,
+    maxtime::Union{Number,Nothing}=nothing,
+    abstol::Union{Number,Nothing}=nothing,
+    reltol::Union{Number,Nothing}=nothing,
+    kwargs...)
     local x, cur, state
 
-    if data != DEFAULT_DATA
+    if data != GalacticOptim.DEFAULT_DATA
         maxiters = length(data)
     end
 
     cur, state = iterate(data)
 
     function _cb(trace)
-        cb_call = cb(decompose_trace(trace).metadata["x"],trace.value...)
+        cb_call = cb(decompose_trace(trace).metadata["x"], trace.value...)
         if !(typeof(cb_call) <: Bool)
             error("The callback should return a boolean `halt` for whether to stop the optimization process.")
         end
         cur, state = iterate(data, state)
         cb_call
     end
 
-    maxiters = _check_and_convert_maxiters(maxiters)
-    maxtime = _check_and_convert_maxtime(maxtime)
+    maxiters = GalacticOptim._check_and_convert_maxiters(maxiters)
+    maxtime = GalacticOptim._check_and_convert_maxtime(maxtime)
 
-    _loss = function(θ)
+    _loss = function (θ)
         x = prob.f(θ, prob.p, cur...)
         return first(x)
     end
 
-    opt_args = _map_optimizer_args(prob, opt, cb=_cb, maxiters=maxiters, maxtime=maxtime,abstol=abstol, reltol=reltol; kwargs...)
+    opt_args = __map_optimizer_args(prob, opt, cb=_cb, maxiters=maxiters, maxtime=maxtime, abstol=abstol, reltol=reltol; kwargs...)
 
     t0 = time()
     opt_res = CMAEvolutionStrategy.minimize(_loss, prob.u0, 0.1; opt_args...)
@@ -75,3 +80,5 @@ function __solve(prob::OptimizationProblem, opt::CMAEvolutionStrategyOpt, data =
 
     SciMLBase.build_solution(prob, opt, opt_res.logger.xbest[end], opt_res.logger.fbest[end]; original=opt_res, retcode=opt_ret)
 end
+
+end

lib/GalacticCMAEvolutionStrategy/test/runtests.jl

@@ -0,0 +1,13 @@
+using GalacticCMAEvolutionStrategy, GalacticOptim, ForwardDiff
+using Test
+
+@testset "GalacticCMAEvolutionStrategy.jl" begin
+    rosenbrock(x, p) = (p[1] - x[1])^2 + p[2] * (x[2] - x[1]^2)^2
+    x0 = zeros(2)
+    _p = [1.0, 100.0]
+    l1 = rosenbrock(x0, _p)
+    f = OptimizationFunction(rosenbrock, GalacticOptim.AutoForwardDiff())
+    prob = OptimizationProblem(f, x0, _p, lb=[-1.0, -1.0], ub=[0.8, 0.8])
+    sol = solve(prob, CMAEvolutionStrategyOpt())
+    @test 10 * sol.minimum < l1
+end

lib/GalacticEvolutionary/Project.toml

@@ -0,0 +1,18 @@
+name = "GalacticEvolutionary"
+uuid = "e82bed00-89d9-4bf2-a298-ae594e22fac7"
+authors = ["Vaibhav Dixit <[email protected]> and contributors"]
+version = "0.1.0"
+
+[deps]
+Evolutionary = "86b6b26d-c046-49b6-aa0b-5f0f74682bd6"
+GalacticOptim = "a75be94c-b780-496d-a8a9-0878b188d577"
+Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
+
+[compat]
+julia = "1"
+
+[extras]
+Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
+
+[targets]
+test = ["Test"]