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I’m trying out different solvers for my problem which requires evaluation of non-linear constraints. Currently I’m trying NLopt thought Optimization in particular LD_CCSAQ solver. However, its taking forever across iterations so I wanted to increase the parameter dual_ftol_rel as suggested by NLopt documentation. However, Optimization does not seem to support this.
julia> sol = solve(prob, NLopt.LD_CCSAQ(), xtol_rel = 1e-7, dual_ftol_rel = 1e-7)
┌ Warning: The selected optimization algorithm requires second order derivatives, but `SecondOrder` ADtype was not provided.
│ So a `SecondOrder` with AutoForwardDiff() for both inner and outer will be created, this can be suboptimal and not work in some cases so
│ an explicit `SecondOrder` ADtype is recommended.
└ @ OptimizationBase ~/.julia/packages/OptimizationBase/UXLhR/src/cache.jl:49
ERROR: UndefVarError: `dual_ftol_rel!` not defined
Stacktrace:
[1] eval
@ ./boot.jl:385 [inlined]
[2] eval
@ ~/.julia/packages/OptimizationNLopt/YE3fr/src/OptimizationNLopt.jl:1 [inlined]
[3] __map_optimizer_args!(cache::OptimizationCache{…}, opt::Opt; callback::Function, maxiters::Nothing, maxtime::Nothing, abstol::Nothing, reltol::Nothing, local_method::Nothing, local_maxiters::Nothing, local_maxtime::Nothing, local_options::Nothing, kwargs::@Kwargs{…})
@ OptimizationNLopt ~/.julia/packages/OptimizationNLopt/YE3fr/src/OptimizationNLopt.jl:140
[4] __solve(cache::OptimizationCache{…})
@ OptimizationNLopt ~/.julia/packages/OptimizationNLopt/YE3fr/src/OptimizationNLopt.jl:289
[5] solve!(cache::OptimizationCache{…})
@ SciMLBase ~/.julia/packages/SciMLBase/OKLBE/src/solve.jl:227
[6] solve(::OptimizationProblem{…}, ::Algorithm; kwargs::@Kwargs{…})
@ SciMLBase ~/.julia/packages/SciMLBase/OKLBE/src/solve.jl:129
[7] top-level scope
@ REPL[70]:1
Could we add support for dual_ftol_rel keyword please?
The text was updated successfully, but these errors were encountered:
I’m trying out different solvers for my problem which requires evaluation of non-linear constraints. Currently I’m trying NLopt thought Optimization in particular LD_CCSAQ solver. However, its taking forever across iterations so I wanted to increase the parameter dual_ftol_rel as suggested by NLopt documentation. However, Optimization does not seem to support this.
e.g:
Giving the following error:
Could we add support for dual_ftol_rel keyword please?
The text was updated successfully, but these errors were encountered: