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lbfgsb issue  #855

@cefitzg

Description

@cefitzg

Describe the bug 🐞

LBFGSB method seems to toss an error. I am using the command:

sol = solve(optprob, Optimization.LBFGS(), maxiters = 1000)

Expected behavior

Optimization using LBFGS.

Minimal Reproducible Example 👇

Without MRE, we would only be able to help you to a limited extent, and attention to the issue would be limited. to know more about MRE refer to wikipedia and stackoverflow.

function con2_c(res, x, p)
    res .= [x[1]^2 + x[2]^2, (x[2] * sin(x[1]) + x[1]) - 5]
end

optf = OptimizationFunction(rosenbrock, AutoZygote(), cons = con2_c)
prob = OptimizationProblem(optf, x0, p, lcons = [1.0, -Inf],
    ucons = [1.0, 0.0], lb = [-1.0, -1.0],
    ub = [1.0, 1.0])
res = solve(prob, Optimization.LBFGS(), maxiters = 100)

Error & Stacktrace ⚠️


ERROR: LoadError: MethodError: no method matching (::LBFGSB.L_BFGS_B)(::Optimization.var"#16#28"{OptimizationCache{OptimizationFunction{true, AutoForwardDiff{nothing, Nothing}, var"#1#2", OptimizationBase.var"#grad#16"{SciMLBase.NullParameters, OptimizationFunction{true, AutoForwardDiff{nothing, Nothing}, var"#1#2", Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, typeof(SciMLBase.DEFAULT_OBSERVED_NO_TIME), Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing}, AutoForwardDiff{nothing, Nothing}}, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, typeof(SciMLBase.DEFAULT_OBSERVED_NO_TIME), Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing}, OptimizationBase.ReInitCache{Matrix{Float64}, SciMLBase.NullParameters}, Vector{Float64}, Vector{Float64}, Nothing, Nothing, Nothing, Optimization.LBFGS, Bool, OptimizationBase.NullCallback, Nothing}}, ::OptimizationBase.var"#grad#16"{SciMLBase.NullParameters, OptimizationFunction{true, AutoForwardDiff{nothing, Nothing}, var"#1#2", Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, typeof(SciMLBase.DEFAULT_OBSERVED_NO_TIME), Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing}, AutoForwardDiff{nothing, Nothing}}, ::Matrix{Float64}, ::Matrix{Float64}; m::Int64, maxiter::Int64)

Closest candidates are:
  (::LBFGSB.L_BFGS_B)(::Any, ::Any, ::AbstractVector, ::AbstractMatrix; m, factr, pgtol, iprint, maxfun, maxiter)
   @ LBFGSB ~/.julia/packages/LBFGSB/UZibA/src/wrapper.jl:31
  (::LBFGSB.L_BFGS_B)(::Any, ::AbstractVector, ::AbstractMatrix; m, factr, pgtol, iprint, maxfun, maxiter)
   @ LBFGSB ~/.julia/packages/LBFGSB/UZibA/src/wrapper.jl:75

Stacktrace:
 [1] __solve(cache::OptimizationCache{OptimizationFunction{true, AutoForwardDiff{nothing, Nothing}, var"#1#2", OptimizationBase.var"#grad#16"{SciMLBase.NullParameters, OptimizationFunction{true, AutoForwardDiff{nothing, Nothing}, var"#1#2", Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, typeof(SciMLBase.DEFAULT_OBSERVED_NO_TIME), Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing}, AutoForwardDiff{nothing, Nothing}}, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, typeof(SciMLBase.DEFAULT_OBSERVED_NO_TIME), Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing}, OptimizationBase.ReInitCache{Matrix{Float64}, SciMLBase.NullParameters}, Vector{Float64}, Vector{Float64}, Nothing, Nothing, Nothing, Optimization.LBFGS, Bool, OptimizationBase.NullCallback, Nothing})
   @ Optimization ~/.julia/packages/Optimization/cfp9i/src/lbfgsb.jl:240
 [2] solve!(cache::OptimizationCache{OptimizationFunction{true, AutoForwardDiff{nothing, Nothing}, var"#1#2", OptimizationBase.var"#grad#16"{SciMLBase.NullParameters, OptimizationFunction{true, AutoForwardDiff{nothing, Nothing}, var"#1#2", Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, typeof(SciMLBase.DEFAULT_OBSERVED_NO_TIME), Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing}, AutoForwardDiff{nothing, Nothing}}, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, typeof(SciMLBase.DEFAULT_OBSERVED_NO_TIME), Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing}, OptimizationBase.ReInitCache{Matrix{Float64}, SciMLBase.NullParameters}, Vector{Float64}, Vector{Float64}, Nothing, Nothing, Nothing, Optimization.LBFGS, Bool, OptimizationBase.NullCallback, Nothing})
   @ SciMLBase ~/.julia/packages/SciMLBase/CMjVZ/src/solve.jl:186
 [3] solve(::OptimizationProblem{true, OptimizationFunction{true, AutoForwardDiff{nothing, Nothing}, var"#1#2", Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, typeof(SciMLBase.DEFAULT_OBSERVED_NO_TIME), Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing}, Matrix{Float64}, SciMLBase.NullParameters, Vector{Float64}, Vector{Float64}, Nothing, Nothing, Nothing, Nothing, @Kwargs{}}, ::Optimization.LBFGS; kwargs::@Kwargs{maxiters::Int64})
   @ SciMLBase ~/.julia/packages/SciMLBase/CMjVZ/src/solve.jl:94
 [4] macro expansion
   @ ~/Desktop/dahsi_validation/ags_reopt_order.jl:104 [inlined]
 [5] macro expansion
   @ ./timing.jl:279 [inlined]
 [6] top-level scope
   @ ~/Desktop/dahsi_validation/ags_reopt_order.jl:269
in expression starting at /Users/cefitzg/Desktop/dahsi_validation/ags_reopt_order.jl:102


Environment (please complete the following information):

  • Output of using Pkg; Pkg.status()
  [336ed68f] CSV v0.10.14 ⚲
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⌃ [033835bb] JLD2 v0.4.51
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⌃ [961ee093] ModelingToolkit v9.22.0 ⚲
⌃ [7f7a1694] Optimization v3.26.3 ⚲
⌃ [1ed8b502] SciMLSensitivity v7.62.0 ⚲
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  [892a3eda] StringManipulation v0.4.0
  [09ab397b] StructArrays v0.6.18
  [53d494c1] StructIO v0.3.1
  [220ca800] StructuralIdentifiability v0.5.9
  [c3572dad] Sundials v4.26.1
  [2efcf032] SymbolicIndexingInterface v0.3.35
  [19f23fe9] SymbolicLimits v0.2.2
  [d1185830] SymbolicUtils v3.7.2
⌃ [0c5d862f] Symbolics v6.15.4
  [3783bdb8] TableTraits v1.0.1
  [bd369af6] Tables v1.12.0
  [62fd8b95] TensorCore v0.1.1
  [8ea1fca8] TermInterface v2.0.0
  [5d786b92] TerminalLoggers v0.1.7
  [1c621080] TestItems v1.0.0
  [8290d209] ThreadingUtilities v0.5.2
  [a759f4b9] TimerOutputs v0.5.25
  [0796e94c] Tokenize v0.5.29
  [9f7883ad] Tracker v0.2.37
  [3bb67fe8] TranscodingStreams v0.11.3
  [d5829a12] TriangularSolve v0.2.1
  [410a4b4d] Tricks v0.1.9
  [781d530d] TruncatedStacktraces v1.4.0
  [5c2747f8] URIs v1.5.1
  [3a884ed6] UnPack v1.0.2
  [1cfade01] UnicodeFun v0.4.1
  [1986cc42] Unitful v1.21.0
  [45397f5d] UnitfulLatexify v1.6.4
  [a7c27f48] Unityper v0.1.6
  [013be700] UnsafeAtomics v0.2.1
  [d80eeb9a] UnsafeAtomicsLLVM v0.2.1
  [41fe7b60] Unzip v0.2.0
  [3d5dd08c] VectorizationBase v0.21.71
  [81def892] VersionParsing v1.3.0
  [19fa3120] VertexSafeGraphs v0.2.0
  [ea10d353] WeakRefStrings v1.4.2
  [0f1e0344] WebIO v0.8.21
  [104b5d7c] WebSockets v1.6.0
  [cc8bc4a8] Widgets v0.6.7
  [76eceee3] WorkerUtilities v1.6.1
  [e88e6eb3] Zygote v0.6.73
  [700de1a5] ZygoteRules v0.2.5
  [6e34b625] Bzip2_jll v1.0.8+2
  [83423d85] Cairo_jll v1.18.2+1
  [ee1fde0b] Dbus_jll v1.14.10+0
⌅ [7cc45869] Enzyme_jll v0.0.163+0
  [2702e6a9] EpollShim_jll v0.0.20230411+0
  [2e619515] Expat_jll v2.6.2+0
⌅ [b22a6f82] FFMPEG_jll v4.4.4+1
  [e134572f] FLINT_jll v300.100.300+0
  [a3f928ae] Fontconfig_jll v2.13.96+0
  [d7e528f0] FreeType2_jll v2.13.2+0
  [559328eb] FriBidi_jll v1.0.14+0
  [0656b61e] GLFW_jll v3.4.0+1
  [d2c73de3] GR_jll v0.73.8+0
  [78b55507] Gettext_jll v0.21.0+0
  [7746bdde] Glib_jll v2.80.5+0
  [3b182d85] Graphite2_jll v1.3.14+0
⌃ [0234f1f7] HDF5_jll v1.14.2+1
  [2e76f6c2] HarfBuzz_jll v8.3.1+0
  [e33a78d0] Hwloc_jll v2.11.2+1
  [1d5cc7b8] IntelOpenMP_jll v2024.2.1+0
  [aacddb02] JpegTurbo_jll v3.0.4+0
  [f7e6163d] Kaleido_jll v0.2.1+0
  [c1c5ebd0] LAME_jll v3.100.2+0
  [88015f11] LERC_jll v4.0.0+0
  [dad2f222] LLVMExtra_jll v0.0.34+0
  [1d63c593] LLVMOpenMP_jll v18.1.7+0
  [dd4b983a] LZO_jll v2.10.2+1
  [81d17ec3] L_BFGS_B_jll v3.0.1+0
⌅ [e9f186c6] Libffi_jll v3.2.2+1
  [d4300ac3] Libgcrypt_jll v1.11.0+0
  [7e76a0d4] Libglvnd_jll v1.6.0+0
  [7add5ba3] Libgpg_error_jll v1.50.0+0
  [94ce4f54] Libiconv_jll v1.17.0+1
  [4b2f31a3] Libmount_jll v2.40.1+0
  [89763e89] Libtiff_jll v4.7.0+0
  [38a345b3] Libuuid_jll v2.40.1+0
  [856f044c] MKL_jll v2024.2.0+0
  [7cb0a576] MPICH_jll v4.2.3+0
  [f1f71cc9] MPItrampoline_jll v5.5.1+0
  [9237b28f] MicrosoftMPI_jll v10.1.4+2
  [e7412a2a] Ogg_jll v1.3.5+1
⌅ [656ef2d0] OpenBLAS32_jll v0.3.24+0
  [fe0851c0] OpenMPI_jll v5.0.5+0
  [458c3c95] OpenSSL_jll v3.0.15+1
  [efe28fd5] OpenSpecFun_jll v0.5.5+0
  [91d4177d] Opus_jll v1.3.3+0
  [36c8627f] Pango_jll v1.54.1+0
  [30392449] Pixman_jll v0.43.4+0
  [c0090381] Qt6Base_jll v6.7.1+1
  [629bc702] Qt6Declarative_jll v6.7.1+2
  [ce943373] Qt6ShaderTools_jll v6.7.1+1
  [e99dba38] Qt6Wayland_jll v6.7.1+1
  [f50d1b31] Rmath_jll v0.5.1+0
⌅ [fb77eaff] Sundials_jll v5.2.2+0
  [a44049a8] Vulkan_Loader_jll v1.3.243+0
  [a2964d1f] Wayland_jll v1.21.0+1
  [2381bf8a] Wayland_protocols_jll v1.31.0+0
  [02c8fc9c] XML2_jll v2.13.4+0
  [aed1982a] XSLT_jll v1.1.41+0
  [ffd25f8a] XZ_jll v5.6.3+0
  [f67eecfb] Xorg_libICE_jll v1.1.1+0
  [c834827a] Xorg_libSM_jll v1.2.4+0
  [4f6342f7] Xorg_libX11_jll v1.8.6+0
  [0c0b7dd1] Xorg_libXau_jll v1.0.11+0
  [935fb764] Xorg_libXcursor_jll v1.2.0+4
  [a3789734] Xorg_libXdmcp_jll v1.1.4+0
  [1082639a] Xorg_libXext_jll v1.3.6+0
  [d091e8ba] Xorg_libXfixes_jll v5.0.3+4
  [a51aa0fd] Xorg_libXi_jll v1.7.10+4
  [d1454406] Xorg_libXinerama_jll v1.1.4+4
  [ec84b674] Xorg_libXrandr_jll v1.5.2+4
  [ea2f1a96] Xorg_libXrender_jll v0.9.11+0
  [14d82f49] Xorg_libpthread_stubs_jll v0.1.1+0
  [c7cfdc94] Xorg_libxcb_jll v1.17.0+0
  [cc61e674] Xorg_libxkbfile_jll v1.1.2+0
  [e920d4aa] Xorg_xcb_util_cursor_jll v0.1.4+0
  [12413925] Xorg_xcb_util_image_jll v0.4.0+1
  [2def613f] Xorg_xcb_util_jll v0.4.0+1
  [975044d2] Xorg_xcb_util_keysyms_jll v0.4.0+1
  [0d47668e] Xorg_xcb_util_renderutil_jll v0.3.9+1
  [c22f9ab0] Xorg_xcb_util_wm_jll v0.4.1+1
  [35661453] Xorg_xkbcomp_jll v1.4.6+0
  [33bec58e] Xorg_xkeyboard_config_jll v2.39.0+0
  [c5fb5394] Xorg_xtrans_jll v1.5.0+0
  [3161d3a3] Zstd_jll v1.5.6+1
  [35ca27e7] eudev_jll v3.2.9+0
  [214eeab7] fzf_jll v0.53.0+0
  [1a1c6b14] gperf_jll v3.1.1+0
  [477f73a3] libaec_jll v1.1.2+0
  [a4ae2306] libaom_jll v3.9.0+0
  [0ac62f75] libass_jll v0.15.2+0
  [1183f4f0] libdecor_jll v0.2.2+0
  [2db6ffa8] libevdev_jll v1.11.0+0
  [f638f0a6] libfdk_aac_jll v2.0.3+0
  [36db933b] libinput_jll v1.18.0+0
  [b53b4c65] libpng_jll v1.6.44+0
  [f27f6e37] libvorbis_jll v1.3.7+2
  [009596ad] mtdev_jll v1.1.6+0
  [1317d2d5] oneTBB_jll v2021.12.0+0
⌅ [1270edf5] x264_jll v2021.5.5+0
⌅ [dfaa095f] x265_jll v3.5.0+0
  [d8fb68d0] xkbcommon_jll v1.4.1+1
  [0dad84c5] ArgTools v1.1.1
  [56f22d72] Artifacts
  [2a0f44e3] Base64
  [ade2ca70] Dates
  [8ba89e20] Distributed
  [f43a241f] Downloads v1.6.0
  [7b1f6079] FileWatching
  [9fa8497b] Future
  [b77e0a4c] InteractiveUtils
  [4af54fe1] LazyArtifacts
  [b27032c2] LibCURL v0.6.4
  [76f85450] LibGit2
  [8f399da3] Libdl
  [37e2e46d] LinearAlgebra
  [56ddb016] Logging
  [d6f4376e] Markdown
  [a63ad114] Mmap
  [ca575930] NetworkOptions v1.2.0
  [44cfe95a] Pkg v1.10.0
  [de0858da] Printf
  [3fa0cd96] REPL
  [9a3f8284] Random
  [ea8e919c] SHA v0.7.0
  [9e88b42a] Serialization
  [1a1011a3] SharedArrays
  [6462fe0b] Sockets
  [2f01184e] SparseArrays v1.10.0
  [10745b16] Statistics v1.10.0
  [4607b0f0] SuiteSparse
  [fa267f1f] TOML v1.0.3
  [a4e569a6] Tar v1.10.0
  [8dfed614] Test
  [cf7118a7] UUIDs
  [4ec0a83e] Unicode
  [e66e0078] CompilerSupportLibraries_jll v1.1.1+0
  [781609d7] GMP_jll v6.2.1+6
  [deac9b47] LibCURL_jll v8.4.0+0
  [e37daf67] LibGit2_jll v1.6.4+0
  [29816b5a] LibSSH2_jll v1.11.0+1
  [3a97d323] MPFR_jll v4.2.0+1
  [c8ffd9c3] MbedTLS_jll v2.28.2+1
  [14a3606d] MozillaCACerts_jll v2023.1.10
  [4536629a] OpenBLAS_jll v0.3.23+4
  [05823500] OpenLibm_jll v0.8.1+2
  [efcefdf7] PCRE2_jll v10.42.0+1
  [bea87d4a] SuiteSparse_jll v7.2.1+1
  [83775a58] Zlib_jll v1.2.13+1
  [8e850b90] libblastrampoline_jll v5.8.0+1
  [8e850ede] nghttp2_jll v1.52.0+1
  [3f19e933] p7zip_jll v17.4.0+2
  • Output of versioninfo()
Julia Version 1.10.4
Commit 48d4fd48430 (2024-06-04 10:41 UTC)
Build Info:
  Official https://julialang.org/ release
Platform Info:
  OS: macOS (arm64-apple-darwin22.4.0)
  CPU: 10 × Apple M1 Max
  WORD_SIZE: 64
  LIBM: libopenlibm
  LLVM: libLLVM-15.0.7 (ORCJIT, apple-m1)
Threads: 1 default, 0 interactive, 1 GC (on 8 virtual cores)

@Vaibhavdixit02

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