Add error handling for non-supported and not-yet supported scipy argu…

…ments.

src/optimagic/optimization/optimize.py

@@ -68,6 +68,13 @@ def maximize(
     # scipy aliases
     x0=None,
     method=None,
+    # scipy arguments that are not yet supported
+    hess=None,
+    hessp=None,
+    callback=None,
+    # scipy arguments that will never be supported
+    options=None,
+    tol=None,
     # deprecated arguments
     criterion=None,
     criterion_kwargs=None,
@@ -107,6 +114,13 @@ def maximize(
         # scipy aliases
         x0=x0,
         method=method,
+        # scipy arguments that are not yet supported
+        hess=hess,
+        hessp=hessp,
+        callback=callback,
+        # scipy arguments that will never be supported
+        options=options,
+        tol=tol,
         # deprecated arguments
         criterion=criterion,
         criterion_kwargs=criterion_kwargs,
@@ -147,6 +161,13 @@ def minimize(
     # scipy aliases
     x0=None,
     method=None,
+    # scipy arguments that are not yet supported
+    hess=None,
+    hessp=None,
+    callback=None,
+    # scipy arguments that will never be supported
+    options=None,
+    tol=None,
     # deprecated arguments
     criterion=None,
     criterion_kwargs=None,
@@ -187,6 +208,13 @@ def minimize(
         # scipy aliases
         x0=x0,
         method=method,
+        # scipy arguments that are not yet supported
+        hess=hess,
+        hessp=hessp,
+        callback=callback,
+        # scipy arguments that will never be supported
+        options=options,
+        tol=tol,
         # deprecated arguments
         criterion=criterion,
         criterion_kwargs=criterion_kwargs,
@@ -228,6 +256,13 @@ def _optimize(
     # scipy aliases
     x0,
     method,
+    # scipy arguments that are not yet supported
+    hess,
+    hessp,
+    callback,
+    # scipy arguments that will never be supported
+    options,
+    tol,
     # deprecated arguments
     criterion,
     criterion_kwargs,
@@ -369,6 +404,55 @@ def _optimize(
         else:
             algorithm = map_method_to_algorithm(method)
 
+    # ==================================================================================
+    # Handle scipy arguments that are not yet implemented
+    # ==================================================================================
+
+    if hess is not None:
+        msg = (
+            "The hess argument is not yet supported in optimagic. Creat an issue on "
+            "https://github.com/OpenSourceEconomics/optimagic/ if you have urgent need "
+            "for this feature."
+        )
+        raise NotImplementedError(msg)
+
+    if hessp is not None:
+        msg = (
+            "The hessp argument is not yet supported in optimagic. Creat an issue on "
+            "https://github.com/OpenSourceEconomics/optimagic/ if you have urgent need "
+            "for this feature."
+        )
+        raise NotImplementedError(msg)
+
+    if callback is not None:
+        msg = (
+            "The callback argument is not yet supported in optimagic. Creat an issue "
+            "on https://github.com/OpenSourceEconomics/optimagic/ if you have urgent "
+            "need for this feature."
+        )
+        raise NotImplementedError(msg)
+
+    # ==================================================================================
+    # Handle scipy arguments that will never be supported
+    # ==================================================================================
+
+    if options is not None:
+        # TODO: Add link to a how-to guide or tutorial for this
+        msg = (
+            "The options argument is not supported in optimagic. Please use the "
+            "algo_options argument instead."
+        )
+        raise NotImplementedError(msg)
+
+    if tol is not None:
+        # TODO: Add link to a how-to guide or tutorial for this
+        msg = (
+            "The tol argument is not supported in optimagic. Please use "
+            "algo_options or configured algorithms instead to set convergence criteria "
+            "for your optimizer."
+        )
+        raise NotImplementedError(msg)
+
     # ==================================================================================
     # Set default values and check options
     # ==================================================================================

tests/optimagic/optimization/test_scipy_aliases.py

@@ -95,3 +95,58 @@ def test_method_and_algorithm_do_not_work_together_in_maximize():
             algorithm="scipy_lbfgsb",
             method="L-BFGS-B",
         )
+
+
+def test_exception_for_hess():
+    msg = "The hess argument is not yet supported"
+    with pytest.raises(NotImplementedError, match=msg):
+        om.minimize(
+            fun=lambda x: x @ x,
+            x0=np.arange(3),
+            algorithm="scipy_lbfgsb",
+            hess=lambda x: np.eye(len(x)),
+        )
+
+
+def test_exception_for_hessp():
+    msg = "The hessp argument is not yet supported"
+    with pytest.raises(NotImplementedError, match=msg):
+        om.minimize(
+            fun=lambda x: x @ x,
+            x0=np.arange(3),
+            algorithm="scipy_lbfgsb",
+            hessp=lambda x, p: np.eye(len(x)) @ p,
+        )
+
+
+def test_exception_for_callback():
+    msg = "The callback argument is not yet supported"
+    with pytest.raises(NotImplementedError, match=msg):
+        om.minimize(
+            fun=lambda x: x @ x,
+            x0=np.arange(3),
+            algorithm="scipy_lbfgsb",
+            callback=lambda x: print(x),
+        )
+
+
+def test_exception_for_options():
+    msg = "The options argument is not supported"
+    with pytest.raises(NotImplementedError, match=msg):
+        om.minimize(
+            fun=lambda x: x @ x,
+            x0=np.arange(3),
+            algorithm="scipy_lbfgsb",
+            options={"maxiter": 100},
+        )
+
+
+def test_exception_for_tol():
+    msg = "The tol argument is not supported"
+    with pytest.raises(NotImplementedError, match=msg):
+        om.minimize(
+            fun=lambda x: x @ x,
+            x0=np.arange(3),
+            algorithm="scipy_lbfgsb",
+            tol=1e-6,
+        )