tests: fix optimizer usage

Author: alyst

test/Project.toml

@@ -6,6 +6,7 @@ JuliaFormatter = "98e50ef6-434e-11e9-1051-2b60c6c9e899"
 LazyArtifacts = "4af54fe1-eca0-43a8-85a7-787d91b784e3"
 LineSearches = "d3d80556-e9d4-5f37-9878-2ab0fcc64255"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
+NLopt = "76087f3c-5699-56af-9a33-bf431cd00edd"
 Optim = "429524aa-4258-5aef-a3af-852621145aeb"
 Pkg = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"

test/examples/political_democracy/by_parts.jl

@@ -25,7 +25,7 @@ loss_ml = SemLoss(ml)
 loss_wls = SemLoss(wls)
 
 # optimizer -------------------------------------------------------------------------------------
-optimizer_obj = semoptimizer()
+optimizer_obj = SemOptimizer(engine = opt_engine)
 
 # models -----------------------------------------------------------------------------------
 
@@ -148,10 +148,11 @@ end
 ### test hessians
 ############################################################################################
 
-if semoptimizer == SemOptimizerOptim
+if opt_engine == :Optim
     using Optim, LineSearches
 
-    optimizer_obj = SemOptimizerOptim(
+    optimizer_obj = SemOptimizer(
+        engine = opt_engine,
         algorithm = Newton(;
             linesearch = BackTracking(order = 3),
             alphaguess = InitialHagerZhang(),
@@ -218,7 +219,7 @@ loss_ml = SemLoss(ml)
 loss_wls = SemLoss(wls)
 
 # optimizer -------------------------------------------------------------------------------------
-optimizer_obj = semoptimizer()
+optimizer_obj = SemOptimizer(engine = opt_engine)
 
 # models -----------------------------------------------------------------------------------
 model_ml = Sem(observed, imply_ram, loss_ml, optimizer_obj)

test/examples/political_democracy/constraints.jl

@@ -1,4 +1,5 @@
 # NLopt constraints ------------------------------------------------------------------------
+using NLopt
 
 # 1.5*x1 == x2 (aka 1.5*x1 - x2 == 0)
 #= function eq_constraint(x, grad)
@@ -20,12 +21,13 @@ function ineq_constraint(x, grad)
     0.6 - x[30] * x[31]
 end
 
-constrained_optimizer = SemOptimizerNLopt(;
+constrained_optimizer = SemOptimizer(;
+    engine = :NLopt,
     algorithm = :AUGLAG,
     local_algorithm = :LD_LBFGS,
     options = Dict(:xtol_rel => 1e-4),
-    # equality_constraints = NLoptConstraint(;f = eq_constraint, tol = 1e-14),
-    inequality_constraints = NLoptConstraint(; f = ineq_constraint, tol = 1e-8),
+    # equality_constraints = (f = eq_constraint, tol = 1e-14),
+    inequality_constraints = (f = ineq_constraint, tol = 0.0),
 )
 
 model_ml_constrained =
@@ -38,7 +40,8 @@ solution_constrained = sem_fit(model_ml_constrained)
 model_ml_maxeval = Sem(
     specification = spec,
     data = dat,
-    optimizer = SemOptimizerNLopt,
+    optimizer = SemOptimizer,
+    engine = :NLopt,
     options = Dict(:maxeval => 10),
 )
 

test/examples/political_democracy/constructor.jl

@@ -1,9 +1,12 @@
 using Statistics: cov, mean
+using NLopt
 
 ############################################################################################
 ### models w.o. meanstructure
 ############################################################################################
 
+semoptimizer = SemOptimizer(engine = opt_engine)
+
 model_ml = Sem(specification = spec, data = dat, optimizer = semoptimizer)
 @test SEM.params(model_ml.imply.ram_matrices) == SEM.params(spec)
 
@@ -166,7 +169,7 @@ end
 ### test hessians
 ############################################################################################
 
-if semoptimizer == SemOptimizerOptim
+if opt_engine == :Optim
     using Optim, LineSearches
 
     model_ls = Sem(

test/examples/political_democracy/political_democracy.jl

@@ -136,22 +136,22 @@ start_test = [fill(1.0, 11); fill(0.05, 3); fill(0.05, 6); fill(0.5, 8); fill(0.
 start_test_mean =
     [fill(1.0, 11); fill(0.05, 3); fill(0.05, 6); fill(0.5, 8); fill(0.05, 3); fill(0.1, 7)]
 
-semoptimizer = SemOptimizerOptim
+opt_engine = :Optim
 @testset "RAMMatrices | constructor | Optim" begin
     include("constructor.jl")
 end
 
-semoptimizer = SemOptimizerNLopt
+opt_engine = :NLopt
 @testset "RAMMatrices | constructor | NLopt" begin
     include("constructor.jl")
 end
 
 if is_extended_tests()
-    semoptimizer = SemOptimizerOptim
+    opt_engine = :Optim
     @testset "RAMMatrices | parts | Optim" begin
         include("by_parts.jl")
     end
-    semoptimizer = SemOptimizerNLopt
+    opt_engine = :NLopt
     @testset "RAMMatrices | parts | NLopt" begin
         include("by_parts.jl")
     end
@@ -173,21 +173,21 @@ spec_mean = ParameterTable(spec_mean)
 partable = spec
 partable_mean = spec_mean
 
-semoptimizer = SemOptimizerOptim
+opt_engine = :Optim
 @testset "RAMMatrices → ParameterTable | constructor | Optim" begin
     include("constructor.jl")
 end
-semoptimizer = SemOptimizerNLopt
+opt_engine = :NLopt
 @testset "RAMMatrices → ParameterTable | constructor | NLopt" begin
     include("constructor.jl")
 end
 
 if is_extended_tests()
-    semoptimizer = SemOptimizerOptim
+    opt_engine = :Optim
     @testset "RAMMatrices → ParameterTable | parts | Optim" begin
         include("by_parts.jl")
     end
-    semoptimizer = SemOptimizerNLopt
+    opt_engine = :NLopt
     @testset "RAMMatrices → ParameterTable | parts | NLopt" begin
         include("by_parts.jl")
     end
@@ -260,21 +260,21 @@ start_test = [fill(0.5, 8); fill(0.05, 3); fill(1.0, 11); fill(0.05, 9)]
 start_test_mean =
     [fill(0.5, 8); fill(0.05, 3); fill(1.0, 11); fill(0.05, 3); fill(0.05, 13)]
 
-semoptimizer = SemOptimizerOptim
+opt_engine = :Optim
 @testset "Graph → ParameterTable | constructor | Optim" begin
     include("constructor.jl")
 end
-semoptimizer = SemOptimizerNLopt
+opt_engine = :NLopt
 @testset "Graph → ParameterTable | constructor | NLopt" begin
     include("constructor.jl")
 end
 
 if is_extended_tests()
-    semoptimizer = SemOptimizerOptim
+    opt_engine = :Optim
     @testset "Graph → ParameterTable | parts | Optim" begin
         include("by_parts.jl")
     end
-    semoptimizer = SemOptimizerNLopt
+    opt_engine = :NLopt
     @testset "Graph → ParameterTable | parts | NLopt" begin
         include("by_parts.jl")
     end