Optimization Interface

Optimization.jl provides the user-facing solve interface and a cache-based interface for solver packages. Users normally construct an OptimizationProblem, load a solver package, and call solve. Solver authors use init and solve! when they need to inspect or continue a run.

User Interface

using Optimization, OptimizationOptimJL

f(u, p) = sum(abs2, u)
prob = OptimizationProblem(OptimizationFunction(f), [1.0, -2.0])
sol = solve(prob, Optim.BFGS())

The problem and algorithm are validated through the capability traits in SciMLBase. A solver that does not support bounds, constraints, callbacks, gradients, Hessians, or other features should declare that through the corresponding trait methods so incompatible problems fail before the solver is called.

Solver Extension Interface

A solver package can implement the cache interface by defining a concrete cache type and methods for the SciMLBase extension points:

SciMLBase.__init(prob::OptimizationProblem, alg; kwargs...) -> cache
SciMLBase.__solve(cache) -> solution

The first dispatch argument should be a problem or cache type owned by the solver package. This keeps the extension discoverable and avoids broad methods that interfere with other solver packages. The cache should subtype SciMLBase.AbstractOptimizationCache, and the solution should satisfy SciMLBase.AbstractOptimizationSolution.

The cache is a developer-facing object. Solver packages may expose additional documented methods for reinitialization, stopping, or inspecting progress, but users should not depend on undocumented concrete cache fields. A solver that does not support initialization can instead implement SciMLBase.__solve(prob, alg; kwargs...) directly.