Fix results processing of nag optimizers (#544)

.tools/envs/testenv-linux.yml

@@ -28,7 +28,7 @@ dependencies:
   - jinja2  # dev, tests
   - annotated-types  # dev, tests
   - pip:  # dev, tests, docs
-      - DFO-LS  # dev, tests
+      - DFO-LS>=1.5.3  # dev, tests
       - Py-BOBYQA  # dev, tests
       - fides==0.7.4  # dev, tests
       - kaleido  # dev, tests

.tools/envs/testenv-numpy.yml

@@ -26,7 +26,7 @@ dependencies:
   - jinja2  # dev, tests
   - annotated-types  # dev, tests
   - pip:  # dev, tests, docs
-      - DFO-LS  # dev, tests
+      - DFO-LS>=1.5.3  # dev, tests
       - Py-BOBYQA  # dev, tests
       - fides==0.7.4  # dev, tests
       - kaleido  # dev, tests

.tools/envs/testenv-others.yml

@@ -26,7 +26,7 @@ dependencies:
   - jinja2  # dev, tests
   - annotated-types  # dev, tests
   - pip:  # dev, tests, docs
-      - DFO-LS  # dev, tests
+      - DFO-LS>=1.5.3  # dev, tests
       - Py-BOBYQA  # dev, tests
       - fides==0.7.4  # dev, tests
       - kaleido  # dev, tests

.tools/envs/testenv-pandas.yml

@@ -26,7 +26,7 @@ dependencies:
   - jinja2  # dev, tests
   - annotated-types  # dev, tests
   - pip:  # dev, tests, docs
-      - DFO-LS  # dev, tests
+      - DFO-LS>=1.5.3  # dev, tests
       - Py-BOBYQA  # dev, tests
       - fides==0.7.4  # dev, tests
       - kaleido  # dev, tests

docs/source/algorithms.md

@@ -1083,6 +1083,8 @@ install each of them separately:
 ```{eval-rst}
 .. dropdown::  nag_dfols
 
+    *Note*: We recommend to install `DFO-LS` version 1.5.3 or higher. Versions of 1.5.0 or lower also work but the versions `1.5.1` and `1.5.2` contain bugs that can lead to errors being raised.
+
     .. code-block::
 
         "nag_dfols"

docs/source/installation.md

@@ -40,6 +40,10 @@ pip install Py-BOBYQA
 pip install DFO-LS
 ```
 
+*Note*: We recommend to install `DFO-LS` version 1.5.3 or higher. Versions of 1.5.0 or
+lower also work but the versions `1.5.1` and `1.5.2` contain bugs that can lead to
+errors being raised.
+
 ```
 conda install -c conda-forge petsc4py
 ```

environment.yml

@@ -38,7 +38,7 @@ dependencies:
   - furo  # dev, docs
   - annotated-types  # dev, tests
   - pip:  # dev, tests, docs
-      - DFO-LS  # dev, tests
+      - DFO-LS>=1.5.3  # dev, tests
       - Py-BOBYQA  # dev, tests
       - fides==0.7.4  # dev, tests
       - kaleido  # dev, tests

src/optimagic/optimizers/nag_optimizers.py

@@ -630,7 +630,7 @@ def nag_dfols_internal(
         fun=res["solution_criterion"],
         success=res["success"],
         message=res["message"],
-        n_iterations=int(res["n_iterations"]),
+        n_iterations=res["n_iterations"],
         n_fun_evals=res["n_fun_evals"],
     )
     return out
@@ -857,7 +857,7 @@ def nag_pybobyqa_internal(
         fun=res["solution_criterion"],
         success=res["success"],
         message=res["message"],
-        n_iterations=int(res["n_iterations"]),
+        n_iterations=res["n_iterations"],
     )
 
     return out
@@ -890,9 +890,8 @@ def _process_nag_result(nag_result_obj, len_x):
         "diagnostic_info": nag_result_obj.diagnostic_info,
     }
     try:
-        processed["n_iterations"] = nag_result_obj.diagnostic_info["iters_total"].iloc[
-            -1
-        ]
+        n_iterations = int(nag_result_obj.diagnostic_info["iters_total"].iloc[-1])
+        processed["n_iterations"] = n_iterations
     except (KeyboardInterrupt, SystemExit):
         raise
     except Exception:

tests/optimagic/optimization/test_many_algorithms.py

@@ -86,3 +86,15 @@ def test_global_algorithms_on_sum_of_squares(algorithm):
     )
     assert res.success in [True, None]
     aaae(res.params, np.array([0.2, 0]), decimal=1)
+
+
+def test_nag_dfols_starting_at_optimum():
+    # From issue: https://github.com/optimagic-dev/optimagic/issues/538
+    params = np.zeros(2, dtype=float)
+    res = minimize(
+        fun=sos,
+        params=params,
+        algorithm="nag_dfols",
+        bounds=Bounds(-1 * np.ones_like(params), np.ones_like(params)),
+    )
+    aaae(res.params, params)