[HOLD] Expose Ipopt termination and derivative checker options

bioptim/interfaces/ipopt_options.py

@@ -92,10 +92,14 @@ class IPOPT(GenericSolver):
     _constr_viol_tol: Float = 0.0001
     _compl_inf_tol: Float = 0.0001
     _acceptable_tol: Float = 1e-6
+    _acceptable_iter: Int = 15
+    _acceptable_obj_change_tol: Float = 1e20
     _acceptable_dual_inf_tol: Float = 1e10
     _acceptable_constr_viol_tol: Float = 1e-2
     _acceptable_compl_inf_tol: Float = 1e-2
     _max_iter: Int = 1000
+    _max_wall_time: Float = 1e20
+    _max_cpu_time: Float = 1e20
     _hessian_approximation: Str = "exact"  # "exact", "limited-memory"
     _nlp_scaling_method: Str = "gradient-based"  # "none"
     _limited_memory_max_history: Int = 50
@@ -112,6 +116,12 @@ class IPOPT(GenericSolver):
     _print_level: Int = 5
     _c_compile: Bool = False
     _check_derivatives_for_naninf: Str = "no"  # "yes"
+    _derivative_test: Str = "none"
+    _derivative_test_first_index: Int = -2
+    _derivative_test_perturbation: Float = 1e-8
+    _derivative_test_tol: Float = 1e-4
+    _derivative_test_print_all: Str = "no"
+    _point_perturbation_radius: Float = 10.0
 
     @property
     def tol(self) -> Float:
@@ -133,6 +143,14 @@ def compl_inf_tol(self) -> Float:
     def acceptable_tol(self) -> Float:
         return self._acceptable_tol
 
+    @property
+    def acceptable_iter(self) -> Int:
+        return self._acceptable_iter
+
+    @property
+    def acceptable_obj_change_tol(self) -> Float:
+        return self._acceptable_obj_change_tol
+
     @property
     def acceptable_dual_inf_tol(self) -> Float:
         return self._acceptable_dual_inf_tol
@@ -149,6 +167,14 @@ def acceptable_compl_inf_tol(self) -> Float:
     def max_iter(self) -> Int:
         return self._max_iter
 
+    @property
+    def max_wall_time(self) -> Float:
+        return self._max_wall_time
+
+    @property
+    def max_cpu_time(self) -> Float:
+        return self._max_cpu_time
+
     @property
     def hessian_approximation(self) -> Str:
         return self._hessian_approximation
@@ -210,9 +236,33 @@ def c_compile(self) -> Bool:
         return self._c_compile
 
     @property
-    def check_derivatives_for_naninf(self) -> Bool:
+    def check_derivatives_for_naninf(self) -> Str:
         return self._check_derivatives_for_naninf
 
+    @property
+    def derivative_test(self) -> Str:
+        return self._derivative_test
+
+    @property
+    def derivative_test_first_index(self) -> Int:
+        return self._derivative_test_first_index
+
+    @property
+    def derivative_test_perturbation(self) -> Float:
+        return self._derivative_test_perturbation
+
+    @property
+    def derivative_test_tol(self) -> Float:
+        return self._derivative_test_tol
+
+    @property
+    def derivative_test_print_all(self) -> Str:
+        return self._derivative_test_print_all
+
+    @property
+    def point_perturbation_radius(self) -> Float:
+        return self._point_perturbation_radius
+
     def set_tol(self, val: Float) -> None:
         self._tol = val
 
@@ -228,6 +278,12 @@ def set_compl_inf_tol(self, val: Float) -> None:
     def set_acceptable_tol(self, val: Float) -> None:
         self._acceptable_tol = val
 
+    def set_acceptable_iter(self, num: Int) -> None:
+        self._acceptable_iter = num
+
+    def set_acceptable_obj_change_tol(self, val: Float) -> None:
+        self._acceptable_obj_change_tol = val
+
     def set_acceptable_dual_inf_tol(self, val: Float) -> None:
         self._acceptable_dual_inf_tol = val
 
@@ -240,6 +296,12 @@ def set_acceptable_compl_inf_tol(self, val: Float) -> None:
     def set_maximum_iterations(self, num: Int) -> None:
         self._max_iter = num
 
+    def set_maximum_wall_time(self, val: Float) -> None:
+        self._max_wall_time = val
+
+    def set_maximum_cpu_time(self, val: Float) -> None:
+        self._max_cpu_time = val
+
     def set_hessian_approximation(self, val: Str) -> None:
         self._hessian_approximation = val
 
@@ -289,6 +351,24 @@ def set_check_derivatives_for_naninf(self, val: Bool) -> None:
         string_val = "yes" if val else "no"
         self._check_derivatives_for_naninf = string_val
 
+    def set_derivative_test(self, val: Str) -> None:
+        self._derivative_test = val
+
+    def set_derivative_test_first_index(self, index: Int) -> None:
+        self._derivative_test_first_index = index
+
+    def set_derivative_test_perturbation(self, val: Float) -> None:
+        self._derivative_test_perturbation = val
+
+    def set_derivative_test_tol(self, val: Float) -> None:
+        self._derivative_test_tol = val
+
+    def set_derivative_test_print_all(self, val: Bool) -> None:
+        self._derivative_test_print_all = "yes" if val else "no"
+
+    def set_point_perturbation_radius(self, val: Float) -> None:
+        self._point_perturbation_radius = val
+
     def set_convergence_tolerance(self, val: Float) -> None:
         self._tol = val
         self._compl_inf_tol = val

tests/shard5/test_solver_options.py

@@ -32,10 +32,14 @@ def test_ipopt_solver_options():
     assert solver.constr_viol_tol == 0.0001
     assert solver.compl_inf_tol == 0.0001
     assert solver.acceptable_tol == 1e-6
+    assert solver.acceptable_iter == 15
+    assert solver.acceptable_obj_change_tol == 1e20
     assert solver.acceptable_dual_inf_tol == 1e10
     assert solver.acceptable_constr_viol_tol == 1e-2
     assert solver.acceptable_compl_inf_tol == 1e-2
     assert solver.max_iter == 1000
+    assert solver.max_wall_time == 1e20
+    assert solver.max_cpu_time == 1e20
     assert solver.hessian_approximation == "exact"
     assert solver.limited_memory_max_history == 50
     assert solver.linear_solver == "mumps"
@@ -52,6 +56,12 @@ def test_ipopt_solver_options():
     assert solver.print_level == 5
     assert solver.c_compile is False
     assert solver.check_derivatives_for_naninf == "no"
+    assert solver.derivative_test == "none"
+    assert solver.derivative_test_first_index == -2
+    assert solver.derivative_test_perturbation == 1e-8
+    assert solver.derivative_test_tol == 1e-4
+    assert solver.derivative_test_print_all == "no"
+    assert solver.point_perturbation_radius == 10.0
 
     solver.set_linear_solver("ma57")
     assert solver.linear_solver == "ma57"
@@ -65,6 +75,10 @@ def test_ipopt_solver_options():
     assert solver.compl_inf_tol == 5
     solver.set_acceptable_tol(6)
     assert solver.acceptable_tol == 6
+    solver.set_acceptable_iter(7)
+    assert solver.acceptable_iter == 7
+    solver.set_acceptable_obj_change_tol(8)
+    assert solver.acceptable_obj_change_tol == 8
     solver.set_acceptable_dual_inf_tol(7)
     assert solver.acceptable_dual_inf_tol == 7
     solver.set_acceptable_constr_viol_tol(8)
@@ -73,6 +87,10 @@ def test_ipopt_solver_options():
     assert solver.acceptable_compl_inf_tol == 9
     solver.set_maximum_iterations(10)
     assert solver.max_iter == 10
+    solver.set_maximum_wall_time(11)
+    assert solver.max_wall_time == 11
+    solver.set_maximum_cpu_time(12)
+    assert solver.max_cpu_time == 12
     solver.set_hessian_approximation("hello bioptim")
     assert solver.hessian_approximation == "hello bioptim"
     solver.set_nlp_scaling_method("how are you?")
@@ -103,6 +121,18 @@ def test_ipopt_solver_options():
     assert solver.c_compile is True
     solver.set_check_derivatives_for_naninf(True)
     assert solver.check_derivatives_for_naninf == "yes"
+    solver.set_derivative_test("first-order")
+    assert solver.derivative_test == "first-order"
+    solver.set_derivative_test_first_index(3)
+    assert solver.derivative_test_first_index == 3
+    solver.set_derivative_test_perturbation(1e-7)
+    assert solver.derivative_test_perturbation == 1e-7
+    solver.set_derivative_test_tol(1e-3)
+    assert solver.derivative_test_tol == 1e-3
+    solver.set_derivative_test_print_all(True)
+    assert solver.derivative_test_print_all == "yes"
+    solver.set_point_perturbation_radius(2.5)
+    assert solver.point_perturbation_radius == 2.5
 
     solver.set_convergence_tolerance(21)
     assert solver.tol == 21