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Recognize explicit second-order AutoSparse AD #1269

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1 change: 1 addition & 0 deletions lib/OptimizationBase/src/cache.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -74,6 +74,7 @@ function OptimizationCache(

if !(
prob.f.adtype isa DifferentiationInterface.SecondOrder ||
prob.f.adtype isa AutoSparse{<:DifferentiationInterface.SecondOrder} ||
prob.f.adtype isa AutoZygote
) &&
(
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1 change: 1 addition & 0 deletions lib/OptimizationBase/test/core_tests.jl
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Expand Up @@ -5,5 +5,6 @@ using Test
include("matrixvalued.jl")
include("solver_missing_error_messages.jl")
include("lag_h_sigma_zero_test.jl")
include("second_order_warning_test.jl")
include("solve_internals_test.jl")
end
23 changes: 23 additions & 0 deletions lib/OptimizationBase/test/second_order_warning_test.jl
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@@ -0,0 +1,23 @@
using DifferentiationInterface: SecondOrder
using ForwardDiff

struct ExactHessianOptimizer end

SciMLBase.requireshessian(::ExactHessianOptimizer) = true

@testset "explicit sparse second-order AD" begin
objective(x, p) = sum(abs2, x)
sparse_second_order = AutoSparse(
SecondOrder(AutoForwardDiff(), AutoForwardDiff())
)
explicit_f = OptimizationFunction(objective, sparse_second_order)
explicit_prob = OptimizationProblem(explicit_f, [1.0, 1.0])

@test_nowarn OptimizationCache(explicit_prob, ExactHessianOptimizer())

implicit_f = OptimizationFunction(objective, AutoSparse(AutoForwardDiff()))
implicit_prob = OptimizationProblem(implicit_f, [1.0, 1.0])
@test_logs (:warn, r"missing_second_order_ad") match_mode = :any OptimizationCache(
implicit_prob, ExactHessianOptimizer()
)
end
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