Merge pull request #3241 from aml5600/pass-checks-opt-prob

OptimizationProblem updates

Author: ChrisRackauckas

src/systems/optimization/optimizationsystem.jl

@@ -284,6 +284,7 @@ function DiffEqBase.OptimizationProblem{iip}(sys::OptimizationSystem, u0map,
         linenumbers = true, parallel = SerialForm(),
         eval_expression = false, eval_module = @__MODULE__,
         use_union = false,
+        checks = true,
         kwargs...) where {iip}
     if !iscomplete(sys)
         error("A completed `OptimizationSystem` is required. Call `complete` or `structural_simplify` on the system before creating a `OptimizationProblem`")
@@ -393,12 +394,17 @@ function DiffEqBase.OptimizationProblem{iip}(sys::OptimizationSystem, u0map,
     observedfun = ObservedFunctionCache(sys; eval_expression, eval_module)
 
     if length(cstr) > 0
-        @named cons_sys = ConstraintsSystem(cstr, dvs, ps)
+        @named cons_sys = ConstraintsSystem(cstr, dvs, ps; checks)
         cons_sys = complete(cons_sys)
         cons, lcons_, ucons_ = generate_function(cons_sys, checkbounds = checkbounds,
             linenumbers = linenumbers,
             expression = Val{true})
-        cons = eval_or_rgf.(cons; eval_expression, eval_module)
+        cons = let (cons_oop, cons_iip) = eval_or_rgf.(cons; eval_expression, eval_module)
+            _cons(u, p) = cons_oop(u, p)
+            _cons(resid, u, p) = cons_iip(resid, u, p)
+            _cons(u, p::MTKParameters) = cons_oop(u, p...)
+            _cons(resid, u, p::MTKParameters) = cons_iip(resid, u, p...)
+        end
         if cons_j
             _cons_j = let (cons_jac_oop, cons_jac_iip) = eval_or_rgf.(
                     generate_jacobian(cons_sys;
@@ -464,7 +470,7 @@ function DiffEqBase.OptimizationProblem{iip}(sys::OptimizationSystem, u0map,
             grad = _grad,
             hess = _hess,
             hess_prototype = hess_prototype,
-            cons = cons[2],
+            cons = cons,
             cons_j = _cons_j,
             cons_h = _cons_h,
             cons_jac_prototype = cons_jac_prototype,

test/optimizationsystem.jl

@@ -368,3 +368,12 @@ end
     @test is_variable(sys, x[2])
     @test is_variable(sys, x[3])
 end
+
+@testset "Constraints work with nonnumeric parameters" begin
+    @variables x
+    @parameters p f(::Real)
+    @mtkbuild sys = OptimizationSystem(
+        x^2 + f(x) * p, [x], [f, p]; constraints = [2.0 ≲ f(x) + p])
+    prob = OptimizationProblem(sys, [x => 1.0], [p => 1.0, f => (x -> 2x)])
+    @test abs(prob.f.cons(prob.u0, prob.p)[1]) ≈ 1.0
+end