OptimizationFunction{false} breaks with AutoForwardDiff

[dnadlinger]

Describe the bug 🐞

If the OptimizationFunction{false} iip argument is specified, solve() breaks with AutoForwardDiff(), as the cost function is seemingly invoked in some kind of in-place form rather than with the parameter value.

Expected behavior

Either solve() to run successfully (as it does if iip isn't set to false), or a clear error message suggesting to avoid iip=false to appear.

Minimal Reproducible Example 👇

Without MRE, we would only be able to help you to a limited extent, and attention to the issue would be limited. to know more about MRE refer to wikipedia and stackoverflow.

using StaticArrays
using Optimization
using OptimizationOptimJL
using ForwardDiff

struct Params
    foo::Float64
end

function cost(u::StaticVector{3}, params::Params)
    sum(u.^2) + params.foo
end

optprob = OptimizationProblem(
    OptimizationFunction(cost, AutoForwardDiff()),
    @MVector([1.0, 1.0, 1.0]),
    Params(42.0),
    lb=SA[0.0, 0.0, 0.0],
    ub=SA[2π, 2π, 2π]
)
sol = Optimization.solve(optprob, LBFGS())

Error & Stacktrace ⚠️

ERROR: MethodError: no method matching cost(::MVector{3, ForwardDiff.Dual{ForwardDiff.Tag{…}, Float64, 3}}, ::MVector{3, Float64})

Closest candidates are:
  cost(::StaticArray{Tuple{3}, T, 1} where T, ::Params)
   @ Main ~/…/explict-out-of-place-bug.jl:10

Stacktrace:
  [1] (::DifferentiationInterface.FixTail{typeof(cost), Tuple{…}})(args::MVector{3, ForwardDiff.Dual{…}})
    @ DifferentiationInterface ~/.julia/dev/DifferentiationInterface/DifferentiationInterface/src/utils/context.jl:7
  [2] static_dual_eval
    @ ~/.julia/packages/ForwardDiff/UBbGT/ext/ForwardDiffStaticArraysExt.jl:24 [inlined]
  [3] vector_mode_gradient
    @ ~/.julia/packages/ForwardDiff/UBbGT/ext/ForwardDiffStaticArraysExt.jl:57 [inlined]
  [4] gradient
    @ ~/.julia/packages/ForwardDiff/UBbGT/ext/ForwardDiffStaticArraysExt.jl:38 [inlined]
  [5] gradient
    @ ~/.julia/packages/ForwardDiff/UBbGT/ext/ForwardDiffStaticArraysExt.jl:39 [inlined]
  [6] gradient(f::typeof(cost), prep::DifferentiationInterfaceForwardDiffExt.ForwardDiffGradientPrep{…}, ::AutoForwardDiff{…}, x::MVector{…}, contexts::DifferentiationInterface.Constant{…})
    @ DifferentiationInterfaceForwardDiffExt ~/.julia/dev/DifferentiationInterface/DifferentiationInterface/ext/DifferentiationInterfaceForwardDiffExt/onearg.jl:337
  [7] (::OptimizationBase.var"#grad#54"{…})(θ::MVector{…}, p::MVector{…})
    @ OptimizationBase ~/.julia/dev/OptimizationBase/src/OptimizationDIExt.jl:292
  [8] (::OptimizationOptimJL.var"#19#23"{…})(G::MVector{…}, θ::MVector{…})
    @ OptimizationOptimJL ~/.julia/dev/Optimization/lib/OptimizationOptimJL/src/OptimizationOptimJL.jl:285
  [9] value_gradient!!(obj::OnceDifferentiable{Float64, MVector{3, Float64}, MVector{3, Float64}}, x::MVector{3, Float64})
    @ NLSolversBase ~/.julia/packages/NLSolversBase/kavn7/src/interface.jl:82
 [10] value_gradient!!(bw::Optim.BarrierWrapper{…}, x::MVector{…})
    @ Optim ~/.julia/packages/Optim/ZhuZN/src/multivariate/solvers/constrained/fminbox.jl:81
 [11] initial_state(method::LBFGS{…}, options::Optim.Options{…}, d::Optim.BarrierWrapper{…}, initial_x::MVector{…})
    @ Optim ~/.julia/packages/Optim/ZhuZN/src/multivariate/solvers/first_order/l_bfgs.jl:164
 [12] optimize(df::OnceDifferentiable{…}, l::SVector{…}, u::SVector{…}, initial_x::MVector{…}, F::Fminbox{…}, options::Optim.Options{…})
    @ Optim ~/.julia/packages/Optim/ZhuZN/src/multivariate/solvers/constrained/fminbox.jl:322
 [13] __solve(cache::OptimizationCache{…})
    @ OptimizationOptimJL ~/.julia/dev/Optimization/lib/OptimizationOptimJL/src/OptimizationOptimJL.jl:312
 [14] solve!(cache::OptimizationCache{…})
    @ SciMLBase ~/.julia/dev/SciMLBase/src/solve.jl:186
 [15] solve(::OptimizationProblem{…}, ::LBFGS{…}; kwargs::@Kwargs{})
    @ SciMLBase ~/.julia/dev/SciMLBase/src/solve.jl:94
 [16] solve(::OptimizationProblem{…}, ::LBFGS{…})
    @ SciMLBase ~/.julia/dev/SciMLBase/src/solve.jl:91
 [17] top-level scope
    @ ~/…/explict-out-of-place-bug.jl:21
Some type information was truncated. Use `show(err)` to see complete types.

Environment (please complete the following information):

• Output of using Pkg; Pkg.status()

  [6e4b80f9] BenchmarkTools v1.5.0
  [a0c0ee7d] DifferentiationInterface v0.6.22 `~/.julia/dev/DifferentiationInterface/DifferentiationInterface`
  [7da242da] Enzyme v0.13.14
  [961ee093] ModelingToolkit v9.50.0
  [8913a72c] NonlinearSolve v4.1.0
  [7f7a1694] Optimization v4.0.5
  [bca83a33] OptimizationBase v2.4.0 `~/.julia/dev/OptimizationBase`
  [e4316d97] OptimizationMultistartOptimization v0.3.0 `~/.julia/dev/Optimization/lib/OptimizationMultistartOptimization`
  [36348300] OptimizationOptimJL v0.4.1 `~/.julia/dev/Optimization/lib/OptimizationOptimJL`
  [94ee1d12] Quaternions v0.7.6
  [0bca4576] SciMLBase v2.59.1 `~/.julia/dev/SciMLBase`
  [90137ffa] StaticArrays v1.9.8

The package versions are the latest Git versions at the time of writing, DifferentiationInterface@9a524d3681aceece0f01955ddf171d2de7e0e113, OptimizationBase@2ffab7e93197c1fc8d9ed6a39857e301a71a474e, Optimization@06ed20e1466376da941b31bfdc1493fb2393eb4f, SciMLBase@f3f4442a4de093ab22fb8c6efb8fe0b307f682fe.

A similar issue occurs on the latest releases.

• Output of using Pkg; Pkg.status(; mode = PKGMODE_MANIFEST)

  [47edcb42] ADTypes v1.9.0
  [1520ce14] AbstractTrees v0.4.5
  [7d9f7c33] Accessors v0.1.38
  [79e6a3ab] Adapt v4.1.1
  [66dad0bd] AliasTables v1.1.3
  [dce04be8] ArgCheck v2.3.0
  [ec485272] ArnoldiMethod v0.4.0
  [4fba245c] ArrayInterface v7.17.0
  [4c555306] ArrayLayouts v1.10.4
  [6e4b80f9] BenchmarkTools v1.5.0
  [e2ed5e7c] Bijections v0.1.9
  [62783981] BitTwiddlingConvenienceFunctions v0.1.6
  [8e7c35d0] BlockArrays v1.1.1
  [70df07ce] BracketingNonlinearSolve v1.1.0
  [fa961155] CEnum v0.5.0
  [2a0fbf3d] CPUSummary v0.2.6
  [00ebfdb7] CSTParser v3.4.3
  [7057c7e9] Cassette v0.3.14
  [d360d2e6] ChainRulesCore v1.25.0
  [fb6a15b2] CloseOpenIntervals v0.1.13
  [523fee87] CodecBzip2 v0.8.4
  [944b1d66] CodecZlib v0.7.6
  [861a8166] Combinatorics v1.0.2
  [a80b9123] CommonMark v0.8.15
  [38540f10] CommonSolve v0.2.4
  [bbf7d656] CommonSubexpressions v0.3.1
  [f70d9fcc] CommonWorldInvalidations v1.0.0
  [34da2185] Compat v4.16.0
  [b152e2b5] CompositeTypes v0.1.4
  [a33af91c] CompositionsBase v0.1.2
  [2569d6c7] ConcreteStructs v0.2.3
  [88cd18e8] ConsoleProgressMonitor v0.1.2
  [187b0558] ConstructionBase v1.5.8
  [adafc99b] CpuId v0.3.1
  [a8cc5b0e] Crayons v4.1.1
  [9a962f9c] DataAPI v1.16.0
  [864edb3b] DataStructures v0.18.20
  [e2d170a0] DataValueInterfaces v1.0.0
  [8bb1440f] DelimitedFiles v1.9.1
  [2b5f629d] DiffEqBase v6.158.3
  [459566f4] DiffEqCallbacks v4.1.0
  [77a26b50] DiffEqNoiseProcess v5.23.0
  [163ba53b] DiffResults v1.1.0
  [b552c78f] DiffRules v1.15.1
  [a0c0ee7d] DifferentiationInterface v0.6.22 `~/.julia/dev/DifferentiationInterface/DifferentiationInterface`
  [8d63f2c5] DispatchDoctor v0.4.17
  [31c24e10] Distributions v0.25.113
  [ffbed154] DocStringExtensions v0.9.3
  [5b8099bc] DomainSets v0.7.14
  [7c1d4256] DynamicPolynomials v0.6.0
  [06fc5a27] DynamicQuantities v1.3.0
  [4e289a0a] EnumX v1.0.4
  [7da242da] Enzyme v0.13.14
  [f151be2c] EnzymeCore v0.8.5
  [e2ba6199] ExprTools v0.1.10
⌅ [6b7a57c9] Expronicon v0.8.5
  [7034ab61] FastBroadcast v0.3.5
  [9aa1b823] FastClosures v0.3.2
  [29a986be] FastLapackInterface v2.0.4
  [1a297f60] FillArrays v1.13.0
  [64ca27bc] FindFirstFunctions v1.4.1
  [6a86dc24] FiniteDiff v2.26.0
  [1fa38f19] Format v1.3.7
  [f6369f11] ForwardDiff v0.10.38
  [f62d2435] FunctionProperties v0.1.2
  [069b7b12] FunctionWrappers v1.1.3
  [77dc65aa] FunctionWrappersWrappers v0.1.3
⌅ [d9f16b24] Functors v0.4.12
⌅ [46192b85] GPUArraysCore v0.1.6
  [61eb1bfa] GPUCompiler v1.0.1
  [c27321d9] Glob v1.3.1
  [86223c79] Graphs v1.12.0
  [3e5b6fbb] HostCPUFeatures v0.1.17
  [34004b35] HypergeometricFunctions v0.3.24
  [615f187c] IfElse v0.1.1
  [d25df0c9] Inflate v0.1.5
  [18e54dd8] IntegerMathUtils v0.1.2
  [8197267c] IntervalSets v0.7.10
  [3587e190] InverseFunctions v0.1.17
  [92d709cd] IrrationalConstants v0.2.2
  [82899510] IteratorInterfaceExtensions v1.0.0
  [692b3bcd] JLLWrappers v1.6.1
  [682c06a0] JSON v0.21.4
  [98e50ef6] JuliaFormatter v1.0.62
  [ccbc3e58] JumpProcesses v9.14.0
  [ef3ab10e] KLU v0.6.0
  [ba0b0d4f] Krylov v0.9.8
  [5be7bae1] LBFGSB v0.4.1
  [929cbde3] LLVM v9.1.3
  [b964fa9f] LaTeXStrings v1.4.0
  [23fbe1c1] Latexify v0.16.5
  [10f19ff3] LayoutPointers v0.1.17
  [5078a376] LazyArrays v2.2.1
  [1d6d02ad] LeftChildRightSiblingTrees v0.2.0
  [87fe0de2] LineSearch v0.1.4
  [d3d80556] LineSearches v7.3.0
  [7ed4a6bd] LinearSolve v2.36.2
  [2ab3a3ac] LogExpFunctions v0.3.28
  [e6f89c97] LoggingExtras v1.1.0
  [bdcacae8] LoopVectorization v0.12.171
  [d8e11817] MLStyle v0.4.17
  [1914dd2f] MacroTools v0.5.13
  [d125e4d3] ManualMemory v0.1.8
  [b8f27783] MathOptInterface v1.34.0
  [fdba3010] MathProgBase v0.7.8
  [bb5d69b7] MaybeInplace v0.1.4
  [e1d29d7a] Missings v1.2.0
  [961ee093] ModelingToolkit v9.50.0
  [46d2c3a1] MuladdMacro v0.2.4
  [3933049c] MultistartOptimization v0.2.2
  [102ac46a] MultivariatePolynomials v0.5.7
  [d8a4904e] MutableArithmetics v1.5.2
  [d41bc354] NLSolversBase v7.8.3
⌅ [76087f3c] NLopt v0.6.5
  [77ba4419] NaNMath v1.0.2
  [8913a72c] NonlinearSolve v4.1.0
  [be0214bd] NonlinearSolveBase v1.3.1
  [5959db7a] NonlinearSolveFirstOrder v1.0.0
  [9a2c21bd] NonlinearSolveQuasiNewton v1.0.0
  [26075421] NonlinearSolveSpectralMethods v1.0.0
  [d8793406] ObjectFile v0.4.2
  [6fe1bfb0] OffsetArrays v1.14.1
  [429524aa] Optim v1.9.4
  [7f7a1694] Optimization v4.0.5
  [bca83a33] OptimizationBase v2.4.0 `~/.julia/dev/OptimizationBase`
  [e4316d97] OptimizationMultistartOptimization v0.3.0 `~/.julia/dev/Optimization/lib/OptimizationMultistartOptimization`
  [36348300] OptimizationOptimJL v0.4.1 `~/.julia/dev/Optimization/lib/OptimizationOptimJL`
  [bac558e1] OrderedCollections v1.6.3
  [90014a1f] PDMats v0.11.31
  [d96e819e] Parameters v0.12.3
  [69de0a69] Parsers v2.8.1
  [e409e4f3] PoissonRandom v0.4.4
  [f517fe37] Polyester v0.7.16
  [1d0040c9] PolyesterWeave v0.2.2
  [85a6dd25] PositiveFactorizations v0.2.4
  [d236fae5] PreallocationTools v0.4.24
  [aea7be01] PrecompileTools v1.2.1
  [21216c6a] Preferences v1.4.3
  [27ebfcd6] Primes v0.5.6
  [33c8b6b6] ProgressLogging v0.1.4
  [92933f4c] ProgressMeter v1.10.2
  [43287f4e] PtrArrays v1.2.1
  [1fd47b50] QuadGK v2.11.1
  [94ee1d12] Quaternions v0.7.6
  [74087812] Random123 v1.7.0
  [e6cf234a] RandomNumbers v1.6.0
  [c1ae055f] RealDot v0.1.0
  [3cdcf5f2] RecipesBase v1.3.4
  [731186ca] RecursiveArrayTools v3.27.3
  [f2c3362d] RecursiveFactorization v0.2.23
  [189a3867] Reexport v1.2.2
  [ae029012] Requires v1.3.0
  [ae5879a3] ResettableStacks v1.1.1
  [79098fc4] Rmath v0.8.0
  [7e49a35a] RuntimeGeneratedFunctions v0.5.13
  [94e857df] SIMDTypes v0.1.0
  [476501e8] SLEEFPirates v0.6.43
  [0bca4576] SciMLBase v2.59.1 `~/.julia/dev/SciMLBase`
  [19f34311] SciMLJacobianOperators v0.1.1
  [c0aeaf25] SciMLOperators v0.3.12
  [53ae85a6] SciMLStructures v1.5.0
  [6c6a2e73] Scratch v1.2.1
  [efcf1570] Setfield v1.1.1
  [727e6d20] SimpleNonlinearSolve v2.0.0
  [699a6c99] SimpleTraits v0.9.4
  [ed01d8cd] Sobol v1.5.0
  [a2af1166] SortingAlgorithms v1.2.1
  [9f842d2f] SparseConnectivityTracer v0.6.8
  [0a514795] SparseMatrixColorings v0.4.9
  [e56a9233] Sparspak v0.3.9
  [276daf66] SpecialFunctions v2.4.0
  [aedffcd0] Static v1.1.1
  [0d7ed370] StaticArrayInterface v1.8.0
  [90137ffa] StaticArrays v1.9.8
  [1e83bf80] StaticArraysCore v1.4.3
  [82ae8749] StatsAPI v1.7.0
  [2913bbd2] StatsBase v0.34.3
  [4c63d2b9] StatsFuns v1.3.2
  [7792a7ef] StrideArraysCore v0.5.7
  [53d494c1] StructIO v0.3.1
  [2efcf032] SymbolicIndexingInterface v0.3.34
  [19f23fe9] SymbolicLimits v0.2.2
  [d1185830] SymbolicUtils v3.7.2
  [0c5d862f] Symbolics v6.18.3
  [3783bdb8] TableTraits v1.0.1
  [bd369af6] Tables v1.12.0
  [8ea1fca8] TermInterface v2.0.0
  [5d786b92] TerminalLoggers v0.1.7
  [1c621080] TestItems v1.0.0
  [8290d209] ThreadingUtilities v0.5.2
  [a759f4b9] TimerOutputs v0.5.25
  [0796e94c] Tokenize v0.5.29
  [3bb67fe8] TranscodingStreams v0.11.3
  [d5829a12] TriangularSolve v0.2.1
  [410a4b4d] Tricks v0.1.9
  [781d530d] TruncatedStacktraces v1.4.0
  [5c2747f8] URIs v1.5.1
  [3a884ed6] UnPack v1.0.2
  [1986cc42] Unitful v1.21.0
  [a7c27f48] Unityper v0.1.6
  [3d5dd08c] VectorizationBase v0.21.71
  [6e34b625] Bzip2_jll v1.0.8+2
  [7cc45869] Enzyme_jll v0.0.163+0
  [1d5cc7b8] IntelOpenMP_jll v2024.2.1+0
  [dad2f222] LLVMExtra_jll v0.0.34+0
  [81d17ec3] L_BFGS_B_jll v3.0.1+0
  [856f044c] MKL_jll v2024.2.0+0
  [079eb43e] NLopt_jll v2.8.0+0
  [efe28fd5] OpenSpecFun_jll v0.5.5+0
  [f50d1b31] Rmath_jll v0.5.1+0
  [1317d2d5] oneTBB_jll v2021.12.0+0
  [0dad84c5] ArgTools v1.1.1
  [56f22d72] Artifacts
  [2a0f44e3] Base64
  [ade2ca70] Dates
  [8ba89e20] Distributed
  [f43a241f] Downloads v1.6.0
  [7b1f6079] FileWatching
  [9fa8497b] Future
  [b77e0a4c] InteractiveUtils
  [4af54fe1] LazyArtifacts
  [b27032c2] LibCURL v0.6.4
  [76f85450] LibGit2
  [8f399da3] Libdl
  [37e2e46d] LinearAlgebra
  [56ddb016] Logging
  [d6f4376e] Markdown
  [a63ad114] Mmap
  [ca575930] NetworkOptions v1.2.0
  [44cfe95a] Pkg v1.10.0
  [de0858da] Printf
  [9abbd945] Profile
  [3fa0cd96] REPL
  [9a3f8284] Random
  [ea8e919c] SHA v0.7.0
  [9e88b42a] Serialization
  [1a1011a3] SharedArrays
  [6462fe0b] Sockets
  [2f01184e] SparseArrays v1.10.0
  [10745b16] Statistics v1.10.0
  [4607b0f0] SuiteSparse
  [fa267f1f] TOML v1.0.3
  [a4e569a6] Tar v1.10.0
  [8dfed614] Test
  [cf7118a7] UUIDs
  [4ec0a83e] Unicode
  [e66e0078] CompilerSupportLibraries_jll v1.1.1+0
  [deac9b47] LibCURL_jll v8.4.0+0
  [e37daf67] LibGit2_jll v1.6.4+0
  [29816b5a] LibSSH2_jll v1.11.0+1
  [c8ffd9c3] MbedTLS_jll v2.28.2+1
  [14a3606d] MozillaCACerts_jll v2023.1.10
  [4536629a] OpenBLAS_jll v0.3.23+4
  [05823500] OpenLibm_jll v0.8.1+2
  [bea87d4a] SuiteSparse_jll v7.2.1+1
  [83775a58] Zlib_jll v1.2.13+1
  [8e850b90] libblastrampoline_jll v5.11.0+0
  [8e850ede] nghttp2_jll v1.52.0+1
  [3f19e933] p7zip_jll v17.4.0+2

• Output of versioninfo()

Julia Version 1.10.5
Commit 6f3fdf7b362 (2024-08-27 14:19 UTC)
Build Info:
  Official https://julialang.org/ release
Platform Info:
  OS: macOS (arm64-apple-darwin22.4.0)
  CPU: 10 × Apple M1 Max
  WORD_SIZE: 64
  LIBM: libopenlibm
  LLVM: libLLVM-15.0.7 (ORCJIT, apple-m1)
Threads: 10 default, 0 interactive, 5 GC (on 8 virtual cores)
Environment:
  JULIA_NUM_THREADS = 10
  JULIA_EDITOR = code

Additional context

This occurred while I was converting a problem from NonlinearSolve.jl, where the function giving the system of equations was actually out-of-place in a meaningful way, to an Optimization.jl optimisation problem, where the objective is a scalar value (the sum of squares of the previous equations). As a user, it is hard to see what iip = false would even mean in this context (I gather it changes the behaviour for the internal gradients, etc.), but nevertheless, things shouldn't randomly break if it is specified.

[ChrisRackauckas]

That is what it should mean, it's just not completed yet.