NLopt doesn't catch ForcedStop for some optimizers

[ivborissov]

Hello @stevengj

It seems, ForcedStop termination doesn't work for a number of gradien-based algorithms (or these algorithms handle ForcedStop condition differently). The MWE is the following:

using NLopt

function myfunc(x::Vector, grad::Vector)

  if x[1] > 5.
    throw(NLopt.ForcedStop())
  elseif length(grad) > 0
    grad[1] = 1.
  end
  return x[1]
end

for alg in [:LN_NELDERMEAD, :LN_SBPLX, :LN_COBYLA, :LN_PRAXIS, :LN_BOBYQA, :LD_MMA, :LD_SLSQP, :LD_CCSAQ, :LD_LBFGS, :LD_TNEWTON, :LD_VAR2, :LD_VAR1]
  opt = Opt(alg, 1)
  opt.upper_bounds = [1e3]
  opt.xtol_rel = 1e-3
  opt.max_objective = myfunc
  (minf,minx,ret) = optimize(opt, [1.])

  println("$alg returned $ret status")
end

LN_NELDERMEAD returned FORCED_STOP status
LN_SBPLX returned FORCED_STOP status
LN_COBYLA returned FORCED_STOP status
LN_PRAXIS returned FORCED_STOP status
LN_BOBYQA returned FORCED_STOP status
LD_MMA returned FORCED_STOP status
LD_SLSQP returned FORCED_STOP status
LD_CCSAQ returned FORCED_STOP status
LD_LBFGS returned FAILURE status
LD_TNEWTON returned FAILURE status
LD_VAR2 returned FAILURE status
LD_VAR1 returned FAILURE status

[odow]

They all return FORCED_STOP, it was just that some solvers were failing before x[1] was greater than 5.

julia> using NLopt

julia> function myfunc(x::Vector, grad::Vector)
           throw(NLopt.ForcedStop())
           return x[1]
       end
myfunc (generic function with 1 method)

julia> for alg in [:LN_NELDERMEAD, :LN_SBPLX, :LN_COBYLA, :LN_PRAXIS, :LN_BOBYQA, :LD_MMA, :LD_SLSQP, :LD_CCSAQ, :LD_LBFGS, :LD_TNEWTON, :LD_VAR2, :LD_VAR1]
         opt = Opt(alg, 1)
         opt.upper_bounds = [1e3]
         opt.xtol_rel = 1e-3
         opt.max_objective = myfunc
         (minf,minx,ret) = optimize(opt, [1.])

         println("$alg returned $ret status")
       end
LN_NELDERMEAD returned FORCED_STOP status
LN_SBPLX returned FORCED_STOP status
LN_COBYLA returned FORCED_STOP status
LN_PRAXIS returned FORCED_STOP status
LN_BOBYQA returned FORCED_STOP status
LD_MMA returned FORCED_STOP status
LD_SLSQP returned FORCED_STOP status
LD_CCSAQ returned FORCED_STOP status
LD_LBFGS returned FORCED_STOP status
LD_TNEWTON returned FORCED_STOP status
LD_VAR2 returned FORCED_STOP status
LD_VAR1 returned FORCED_STOP status