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Contributing to OptimizationProblems.jl

First off, thanks for taking the time to contribute!

Bug reports and discussions

If you think you found a bug, feel free to open an issue. Focused suggestions and requests can also be opened as issues. Before opening a pull request, please start an issue or a discussion.

If you want to ask a question not suited for a bug report, feel free to start a discussion here, a forum for general discussion about this repository and the JuliaSmoothOptimizers organization. Discussions about any of our packages are welcome.

Adding new problems

We welcome pull requests proposing new problems to the problem set. As a general guideline, a pull request should concern one problem only. We recommend checking existing problems as a template for your new problems.

Here is a to-do list, to help you add new problems:

  • Before implementing a new problem, make sure it does not already exist in this repository.
  • This package contains implementations using JuMP and ADNLPModels. A pull request should include both implementations of a new problem. Additionally, a "meta" provides general information regarding the problem. Therefore, a PR adding a new problem should contain 3 files:
    • src/ADNLPProblems/problem_name.jl
    • src/PureJuMP/problem_name.jl
    • src/Meta/problem_name.jl

In both cases, the function must have the same name problem_name as the file. The function should be only exported from src/ADNLPProblems/problem_name.jl and src/PureJuMP/problem_name.jl.

  • When submitting a problem, please pay particular attention to the documentation. We would like to gather as much information as possible on the provenance of problems, other problem sets where the problems are present, and general information on the problem.

The documentation should be added to the corresponding fields in the Meta folder.

  • New problems can be scalable, see ADNLPProblems/arglina.jl and PureJuMP/arglina.jl for examples. In that case, the first keyword parameter should be the number of variables n::Int and have the default value default_nvar (constant predefined in the module). If your problem has restrictions on the number of variables, e.g., n should be odd, or n should have the form 4k + 3, then, instead of throwing errors when the restrictions are not satisfied, you should instead use the number of variables to be as close to n as possible. For example, if you want n odd and n = 100 is passed, you can internally convert to n = 99. If you want n = 4k + 3, and n = 100 is passed, then compute k = round(Int, (n - 3) / 4) and update n.
  • A first version of the meta can be generated using generate_meta. A String is returned that can be copy-pasted into the Meta folder, and then edited.
    using ADNLPModels, Distributed, NLPModels, NLPModelsJuMP, OptimizationProblems, Test
    include("test/utils.jl")
    # there must exists a function `problem_name` which loads the model in the environment,
    # it must be exported.
    create_meta_files(String["catmix", "gasoil", "glider", "methanol", "pinene", "rocket", "steering"])
  • Problems modeled with ADNLPModels should be type-stable, i.e. they should all have keyword argument type::Type{T} = Float64 where T is the type of the initial guess and the type used by the NLPModel API.
  • The name keyword should be passed to ADNLPModel/ADNLSModel with a meaningful problem name.

Templates for the new functions

In order to standardize the new functions, we offer here a template for both AD and JuMP models.

First, we describe the PureJuMP file function_name.jl. This file contains the documentation on the problem.

# Full name of the problem (while function_name could be an abbreviation)
#
# Source of the problem
# Don't hesitate to put more than one source if it is mentioned elsewhere
#
# CUTEst classification (if available)
#
# other information related to the problem
#

export function_name

"A short docstring on the problem"
function function_name(; n::Int = default_nvar, kwargs...)
  nlp = Model()
  # define the model: TODO
  return nlp
end

Next, we describe the ADNLPProblems file function_name.jl.

export function_name

function function_name(; n::Int = default_nvar, type::Type{T} = Float64, kwargs...) where {T} 
  # define f (ensure f(x0) is of type T)
  # define x0 (ensure x0 isa Vector{T})
  # nlp = ADNLPModels.ADNLPModel(f, x0, name = "function_name"; kwargs...)
  return nlp
end

Validating new problems

  • Ensure all meta fields are accurate and complete, e.g. :origin, :objtype, and :name in src/Meta/arglina.jl.
  • Implementations in ADNLPProblems and PureJuMP must use the same initial point, variable bounds, and constraint bounds; compare arglina in src/ADNLPProblems/arglina.jl and src/PureJuMP/arglina.jl.
  • The implemented objective function must be callable at the starting point.
  • For ADNLPModels problems, the objective should return values of type T from type::Type{T} and the initial point should be typed consistently (x0::Vector{T}).
  • Pass a meaningful name keyword to ADNLPModel constructors, for example name = "arglina" in src/ADNLPProblems/arglina.jl.
  • For constrained problems, ensure in-place constraint evaluations (e.g., cons_nln!) are allocation-free, for example the checks in test/test-utils.jl.
  • Objective function evaluations should have minimal allocations.
  • For variable-size problems, validate at multiple sizes (for example n = 5, n = default_nvar, and a larger n) and check all of the following, e.g. arglina and test/test-scalable.jl:
    • model instantiation succeeds for each tested n;
    • effective nvar matches the intended rule (including any internal adjustment such as odd n or 4k + 3 constraints);
    • if n is internally adjusted, the effective value is the closest feasible one to the requested n, and a warning is emitted;
    • metadata formulas (nvar, nnzh, nnzj, etc.) match the instantiated model values.
  • Optional (recommended): provide in the PR a local solver sanity check showing that a standard solver can solve the model from the provided starting point, see example below.
using OptimizationProblems, OptimizationProblems.ADNLPProblems
using NLPModelsIpopt

nlp = problem_name()
stats = ipopt(nlp)
stats.status

Nonlinear Least Squares (NLS) Problems

If your problem is a nonlinear least squares (NLS), please follow these guidelines:

  • Set the :objtype entry in the meta file to :least_squares.
  • Add a getter for the number of NLS equations, named get_problemname_nls_nequ.
  • Support the use_nls=true/false keyword to allow both ADNLPModel and ADNLSModel instantiation from the same problem.
  • Instantiate both ADNLPModel and ADNLSModel, ensure residual!(nls, x, Fx) is allocation-free, and check that objectives agree (or differ by a factor of 2 for LS).
  • In the PureJuMP file, clearly document that the problem is a nonlinear least squares (NLS) problem and explain how users can construct both the standard and NLS variants.
  • Explicitly state that the NLS variant can be accessed by passing the keyword argument use_nls=true when constructing the problem.
  • Make sure this information is also reflected in the meta file, so users and tools can easily discover the NLS capability.
  • In validation, also run the local solver sanity check with problem_name(use_nls=true).

See existing NLS problems (e.g., lanczos1, lanczos2, brownal) for templates.

Reviewer Checklist for New Problems

Meta

  • [ ] The corresponding meta file exists (src/Meta/problem_name.jl), the problem name matches the AD and JuMP files, and OptimizationProblems.meta contains the problem entry.
  • [ ] All meta fields (origin, objtype, contype, bounds, best-known, etc.) are filled correctly.
  • [ ] The problem origin/provenance is clearly documented and consistent between the PureJuMP problem documentation and the :origin meta entry.
  • [ ] Meta formulas for variable sizes match actual model behavior.

Definition

  • [ ] No extra or spurious exports are introduced.
  • [ ] The problem function is exported in src/ADNLPProblems/problem_name.jl and src/PureJuMP/problem_name.jl, and not exported in src/Meta/problem_name.jl.
  • [ ] Model name matches the file and function name.
  • [ ] The implemented objective, constraints, and bounds match the mathematical problem definition from the cited reference/documentation.

Implementation

  • [ ] Objective and constraint values agree (ADNLPProblems vs PureJuMP) within tolerance at test points.
  • [ ] Number of variables and constraints match.
  • [ ] For type::Type{T}, x0 isa Vector{T} and objective values are of type T.
  • [ ] ADNLPModel/ADNLSModel constructors receive a meaningful name keyword.

Sanity

  • [ ] Objective is callable at the starting point and does not return NaN (unless documented).
  • [ ] Model instantiates without error for different types, e.g. Float32 and Float64.
  • [ ] For scalable problems, changing n updates nvar and all related meta fields, and the effective number of variables remains as close as possible to the requested n when internal adjustments are required.

Zero-Allocation

  • [ ] All in-place APIs (constraints, residuals) are allocation-free.
  • [ ] No unnecessary allocations in tight loops or callbacks.
  • [ ] Objective evaluation has minimal allocations (ideally allocation-free in performance-critical paths).

Least-Squares & In-Place APIs

  • [ ] If least squares, ADNLP constructor supports nls=true/false for both ADNLPModel and ADNLSModel.
  • [ ] In-place nonlinear constraint evaluations (cons_nln!(nlp, x, cx)) and least squares residuals (residual!) are allocation-free.
  • [ ] For least squares problems, objectives for NLP and NLS must agree (or differ by a factor of 2, as appropriate).