Make scipy minimize failure messages more verbose (#1579)

Summary:
Pull Request resolved: #1579

I find warnings with "failed with status 2" uninformative. Having the message there should help interpret them better.

Reviewed By: esantorella

Differential Revision: D42156805

fbshipit-source-id: c9cc73c721bb86370f1919d1e0dbabbf6915e35d

Author: saitcakmak

botorch/generation/gen.py

@@ -440,6 +440,6 @@ def _process_scipy_result(res: OptimizeResult, options: Dict[str, Any]) -> None:
                 warnings.simplefilter("always", category=OptimizationWarning)
                 warnings.warn(
                     f"Optimization failed within `scipy.optimize.minimize` with status "
-                    f"{res.status}.",
+                    f"{res.status} and message {res.message}.",
                     OptimizationWarning,
                 )

test/generation/test_gen.py

@@ -202,7 +202,8 @@ def test_gen_candidates_scipy_warns_opt_failure(self):
         with warnings.catch_warnings(record=True) as ws:
             self.test_gen_candidates(options={"maxls": 1})
         expected_msg = (
-            "Optimization failed within `scipy.optimize.minimize` with status 2."
+            "Optimization failed within `scipy.optimize.minimize` with status 2"
+            " and message ABNORMAL_TERMINATION_IN_LNSRCH."
         )
         expected_warning_raised = any(
             (

test/optim/test_optimize.py

@@ -374,11 +374,11 @@ def test_optimize_acqf_warns_on_opt_failure(self):
         message = (
             "Optimization failed in `gen_candidates_scipy` with the following "
             "warning(s):\n[OptimizationWarning('Optimization failed within "
-            "`scipy.optimize.minimize` with status 2.')]\nBecause you specified"
-            " `batch_initial_conditions`, optimization will not be retried with"
-            " new initial conditions and will proceed with the current "
-            "solution. Suggested remediation: Try again with different "
-            "`batch_initial_conditions`, or don't provide "
+            "`scipy.optimize.minimize` with status 2 and message ABNORMAL_TERMINATION"
+            "_IN_LNSRCH.')]\nBecause you specified `batch_initial_conditions`, "
+            "optimization will not be retried with new initial conditions and will "
+            "proceed with the current solution. Suggested remediation: Try again with "
+            "different `batch_initial_conditions`, or don't provide "
             "`batch_initial_conditions.`"
         )
         expected_warning_raised = any(
@@ -422,8 +422,8 @@ def test_optimize_acqf_successfully_restarts_on_opt_failure(self):
         message = (
             "Optimization failed in `gen_candidates_scipy` with the following "
             "warning(s):\n[OptimizationWarning('Optimization failed within "
-            "`scipy.optimize.minimize` with status 2.')]\nTrying again with a "
-            "new set of initial conditions."
+            "`scipy.optimize.minimize` with status 2 and message ABNORMAL_TERMINATION"
+            "_IN_LNSRCH.')]\nTrying again with a new set of initial conditions."
         )
         expected_warning_raised = any(
             (
@@ -470,8 +470,8 @@ def test_optimize_acqf_warns_on_second_opt_failure(self):
         message_1 = (
             "Optimization failed in `gen_candidates_scipy` with the following "
             "warning(s):\n[OptimizationWarning('Optimization failed within "
-            "`scipy.optimize.minimize` with status 2.')]\nTrying again with a "
-            "new set of initial conditions."
+            "`scipy.optimize.minimize` with status 2 and message ABNORMAL_TERMINATION"
+            "_IN_LNSRCH.')]\nTrying again with a new set of initial conditions."
         )
 
         message_2 = (