patch OptimizationFunction

Author: ChrisRackauckas

Project.toml

@@ -1,7 +1,7 @@
 name = "ModelingToolkit"
 uuid = "961ee093-0014-501f-94e3-6117800e7a78"
 authors = ["Chris Rackauckas <accounts@chrisrackauckas.com>"]
-version = "5.2.0"
+version = "5.2.1"
 
 [deps]
 ArrayInterface = "4fba245c-0d91-5ea0-9b3e-6abc04ee57a9"

src/systems/optimization/optimizationsystem.jl

@@ -185,7 +185,7 @@ struct OptimizationProblemExpr{iip} end
 
 OptimizationProblemExpr(sys::OptimizationSystem,args...;kwargs...) =
     OptimizationProblemExpr{true}(sys::OptimizationSystem,args...;kwargs...)
-    
+
 function OptimizationProblemExpr{iip}(sys::OptimizationSystem, u0,
                                           parammap=DiffEqBase.NullParameters();
                                           lb=nothing, ub=nothing,
@@ -230,9 +230,9 @@ function OptimizationProblemExpr{iip}(sys::OptimizationSystem, u0,
     end
 end
 
-function OptimizationFunction(f, x, ::AutoModelingToolkit,p = DiffEqBase.NullParameters();
+function DiffEqBase.OptimizationFunction{iip}(f, ::AutoModelingToolkit, x, p = DiffEqBase.NullParameters();
                               grad=false, hess=false, cons = nothing, cons_j = nothing, cons_h = nothing,
-                              num_cons = 0, chunksize = 1, hv = nothing)
+                              num_cons = 0, chunksize = 1, hv = nothing) where iip
 
     sys = modelingtoolkitize(OptimizationProblem(f,x,p))
     u0map = states(sys) .=> x

test/optimizationsystem.jl

@@ -46,3 +46,11 @@ sol = solve(prob,BFGS(initial_stepnorm=0.0001),allow_f_increases=true)
 @test sol.minimum < -1e8
 sol = solve(prob2,BFGS(initial_stepnorm=0.0001),allow_f_increases=true)
 @test sol.minimum < -1e9
+
+rosenbrock(x, p) =  (p[1] - x[1])^2 + p[2] * (x[2] - x[1]^2)^2
+x0 = zeros(2)
+_p  = [1.0, 100.0]
+
+f = OptimizationFunction(rosenbrock,ModelingToolkit.AutoModelingToolkit(),x0,_p,grad=true,hess=true)
+prob = OptimizationProblem(f,x0,_p)
+sol = solve(prob,Optim.Newton()