Improve error messages when invalid number is detected

src/IPM/callbacks.jl

@@ -5,7 +5,7 @@ function eval_f_wrapper(solver::MadNLPSolver, x::Vector{T}) where T
     x_nlpmodel = _madnlp_unsafe_wrap(x, get_nvar(nlp))
     cnt.eval_function_time += @elapsed obj_val = (get_minimize(nlp) ? 1. : -1.) * obj(nlp,x_nlpmodel)
     cnt.obj_cnt+=1
-    cnt.obj_cnt==1 && (is_valid(obj_val) || throw(InvalidNumberException()))
+    cnt.obj_cnt==1 && (is_valid(obj_val) || throw(InvalidNumberException(:obj)))
     return obj_val*solver.obj_scale[]
 end
 
@@ -22,7 +22,7 @@ function eval_grad_f_wrapper!(solver::MadNLPSolver, f::Vector{T},x::Vector{T}) w
     )
     f.*=solver.obj_scale[] * (get_minimize(nlp) ? 1. : -1.)
     cnt.obj_grad_cnt+=1
-    cnt.obj_grad_cnt==1 && (is_valid(f)  || throw(InvalidNumberException()))
+    cnt.obj_grad_cnt==1 && (is_valid(f)  || throw(InvalidNumberException(:grad)))
     return f
 end
 
@@ -41,7 +41,7 @@ function eval_cons_wrapper!(solver::MadNLPSolver, c::Vector{T},x::Vector{T}) whe
     c.-=solver.rhs
     c.*=solver.con_scale
     cnt.con_cnt+=1
-    cnt.con_cnt==2 && (is_valid(c) || throw(InvalidNumberException()))
+    cnt.con_cnt==2 && (is_valid(c) || throw(InvalidNumberException(:cons)))
     return c
 end
 
@@ -55,12 +55,12 @@ function eval_jac_wrapper!(solver::MadNLPSolver, kkt::AbstractKKTSystem, x::Vect
     jac_nlpmodel = _madnlp_unsafe_wrap(jac, get_nnzj(nlp.meta))
     cnt.eval_function_time += @elapsed jac_coord!(
         nlp,
-        x_nlpmodel, 
+        x_nlpmodel,
         jac_nlpmodel
     )
     compress_jacobian!(kkt)
     cnt.con_jac_cnt+=1
-    cnt.con_jac_cnt==1 && (is_valid(jac) || throw(InvalidNumberException()))
+    cnt.con_jac_cnt==1 && (is_valid(jac) || throw(InvalidNumberException(:jac)))
     @trace(solver.logger,"Constraint jacobian evaluation started.")
     return jac
 end
@@ -82,7 +82,7 @@ function eval_lag_hess_wrapper!(solver::MadNLPSolver, kkt::AbstractKKTSystem, x:
     )
     compress_hessian!(kkt)
     cnt.lag_hess_cnt+=1
-    cnt.lag_hess_cnt==1 && (is_valid(hess) || throw(InvalidNumberException()))
+    cnt.lag_hess_cnt==1 && (is_valid(hess) || throw(InvalidNumberException(:hess)))
     return hess
 end
 
@@ -100,7 +100,7 @@ function eval_jac_wrapper!(solver::MadNLPSolver, kkt::AbstractDenseKKTSystem, x:
     )
     compress_jacobian!(kkt)
     cnt.con_jac_cnt+=1
-    cnt.con_jac_cnt==1 && (is_valid(jac) || throw(InvalidNumberException()))
+    cnt.con_jac_cnt==1 && (is_valid(jac) || throw(InvalidNumberException(:jac)))
     @trace(solver.logger,"Constraint jacobian evaluation started.")
     return jac
 end
@@ -121,6 +121,6 @@ function eval_lag_hess_wrapper!(solver::MadNLPSolver, kkt::AbstractDenseKKTSyste
     )
     compress_hessian!(kkt)
     cnt.lag_hess_cnt+=1
-    cnt.lag_hess_cnt==1 && (is_valid(hess) || throw(InvalidNumberException()))
+    cnt.lag_hess_cnt==1 && (is_valid(hess) || throw(InvalidNumberException(:hess)))
     return hess
 end

src/IPM/solver.jl

@@ -150,7 +150,19 @@ function solve!(
         end
     catch e
         if e isa InvalidNumberException
-            solver.status=INVALID_NUMBER_DETECTED
+            if e.callback == :obj
+                solver.status=INVALID_NUMBER_OBJECTIVE
+            elseif e.callback == :grad
+                solver.status=INVALID_NUMBER_GRADIENT
+            elseif e.callback == :cons
+                solver.status=INVALID_NUMBER_CONSTRAINTS
+            elseif e.callback == :jac
+                solver.status=INVALID_NUMBER_JACOBIAN
+            elseif e.callback == :hess
+                solver.status=INVALID_NUMBER_HESSIAN_LAGRANGIAN
+            else
+                solver.status=INVALID_NUMBER_DETECTED
+            end
         elseif e isa NotEnoughDegreesOfFreedomException
             solver.status=NOT_ENOUGH_DEGREES_OF_FREEDOM
         elseif e isa LinearSolverException

src/IPM/utils.jl

@@ -13,7 +13,9 @@ struct MadNLPExecutionStats{T} <: AbstractExecutionStats
     elapsed_time::Real
 end
 
-struct InvalidNumberException <: Exception end
+struct InvalidNumberException <: Exception
+    callback::Symbol
+end
 struct NotEnoughDegreesOfFreedomException <: Exception end
 
 MadNLPExecutionStats(solver::MadNLPSolver) =MadNLPExecutionStats(

src/enums.jl

@@ -43,7 +43,13 @@
       ERROR_IN_STEP_COMPUTATION = -3,
       NOT_ENOUGH_DEGREES_OF_FREEDOM = -4,
       USER_REQUESTED_STOP = -5,
-      INTERNAL_ERROR = -6)
+      INTERNAL_ERROR = -6,
+      INVALID_NUMBER_OBJECTIVE = -7,
+      INVALID_NUMBER_GRADIENT = -8,
+      INVALID_NUMBER_CONSTRAINTS = -9,
+      INVALID_NUMBER_JACOBIAN = -10,
+      INVALID_NUMBER_HESSIAN_LAGRANGIAN = -11,
+)
 
 const STATUS_OUTPUT_DICT = Dict(
     SOLVE_SUCCEEDED => "Optimal Solution Found.",
@@ -58,4 +64,10 @@ const STATUS_OUTPUT_DICT = Dict(
     ERROR_IN_STEP_COMPUTATION => "Error in step computation.",
     NOT_ENOUGH_DEGREES_OF_FREEDOM => "Problem has too few degrees of freedom.",
     USER_REQUESTED_STOP => "Stopping optimization at current point as requested by user.",
-    INTERNAL_ERROR => "Internal Error.")
+    INTERNAL_ERROR => "Internal Error.",
+    INVALID_NUMBER_OBJECTIVE => "Invalid number in NLP objective function detected.",
+    INVALID_NUMBER_GRADIENT => "Invalid number in NLP objective gradient detected.",
+    INVALID_NUMBER_CONSTRAINTS => "Invalid number in NLP constraint function detected.",
+    INVALID_NUMBER_JACOBIAN => "Invalid number in NLP constraint Jacobian detected.",
+    INVALID_NUMBER_HESSIAN_LAGRANGIAN => "Invalid number in NLP Hessian Lagrangian detected.",
+)