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Type Stability of IpoptProblem #532

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c02a6e3
remove use of Function
hfytr Apr 1, 2026
5f36077
reenable setting intermediate callback
hfytr Apr 2, 2026
c01b081
c_wrapper fixes
hfytr Apr 2, 2026
a2fc4e1
bool vs cint fix
hfytr Apr 2, 2026
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208 changes: 140 additions & 68 deletions src/C_wrapper.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -3,7 +3,36 @@
# Use of this source code is governed by an MIT-style license that can be found
# in the LICENSE.md file or at https://opensource.org/licenses/MIT.

mutable struct IpoptProblem
mutable struct IntermediateCallbackWrapper
f::Function
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@odow odow Apr 2, 2026

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Why is this one okay? Is it just that you didn't test JuliaC with an intermediate callback?

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@hfytr hfytr Apr 2, 2026

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This should be fixed in latest commit.

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@odow odow Apr 2, 2026

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I still don't understand: why is the non-type-stable f::Function okay here, but it wasn't okay in IpoptProblem for eval_f::Function etc?

end
(cb::IntermediateCallbackWrapper)(
alg_mod,
iter_count,
obj_value,
inf_pr,
inf_du,
mu,
d_norm,
regularization_size,
alpha_du,
alpha_pr,
ls_trials,
) = cb.f(
alg_mod,
iter_count,
obj_value,
inf_pr,
inf_du,
mu,
d_norm,
regularization_size,
alpha_du,
alpha_pr,
ls_trials,
)

mutable struct IpoptProblem{F,G,GF,JG,H,I}
ipopt_problem::Ptr{Cvoid} # Reference to the internal data structure
n::Int # Num vars
m::Int # Num cons
Expand All @@ -15,12 +44,12 @@ mutable struct IpoptProblem
obj_val::Float64 # Final objective
status::Cint # Final status
# Callbacks
eval_f::Function
eval_g::Function
eval_grad_f::Function
eval_jac_g::Function
eval_h::Union{Function,Nothing}
intermediate::Union{Function,Nothing}
eval_f::F
eval_g::G
eval_grad_f::GF
eval_jac_g::JG
eval_h::H
intermediate::I
end

Base.unsafe_convert(::Type{Ptr{Cvoid}}, p::IpoptProblem) = p.ipopt_problem
Expand All @@ -30,9 +59,9 @@ function _Eval_F_CB(
x_ptr::Ptr{Float64},
x_new::Cint,
obj_value::Ptr{Float64},
user_data::Ptr{Cvoid},
)
prob = unsafe_pointer_to_objref(user_data)::IpoptProblem
user_data::Ptr{IpoptProblem{F,G,GF,JG,H,I}},
) where {F,G,GF,JG,H,I}
prob = unsafe_pointer_to_objref(Ptr{Cvoid}(user_data))::IpoptProblem{F,G,GF,JG,H,I}
x = unsafe_wrap(Array, x_ptr, Int(n))
if x_new == Cint(1)
prob.x .= x
Expand All @@ -48,9 +77,9 @@ function _Eval_Grad_F_CB(
# A Bool indicating if `x` is a new point. We don't make use of this.
::Cint,
grad_f::Ptr{Float64},
user_data::Ptr{Cvoid},
)
prob = unsafe_pointer_to_objref(user_data)::IpoptProblem
user_data::Ptr{IpoptProblem{F,G,GF,JG,H,I}},
) where {F,G,GF,JG,H,I}
prob = unsafe_pointer_to_objref(Ptr{Cvoid}(user_data))::IpoptProblem{F,G,GF,JG,H,I}
new_grad_f = unsafe_wrap(Array, grad_f, Int(n))
x = unsafe_wrap(Array, x_ptr, Int(n))
prob.eval_grad_f(x, new_grad_f)
Expand All @@ -63,9 +92,9 @@ function _Eval_G_CB(
x_new::Cint,
m::Cint,
g_ptr::Ptr{Float64},
user_data::Ptr{Cvoid},
)
prob = unsafe_pointer_to_objref(user_data)::IpoptProblem
user_data::Ptr{IpoptProblem{F,G,GF,JG,H,I}},
) where {F,G,GF,JG,H,I}
prob = unsafe_pointer_to_objref(Ptr{Cvoid}(user_data))::IpoptProblem{F,G,GF,JG,H,I}
new_g = unsafe_wrap(Array, g_ptr, Int(m))
x = unsafe_wrap(Array, x_ptr, Int(n))
if x_new == Cint(1)
Expand All @@ -84,9 +113,9 @@ function _Eval_Jac_G_CB(
iRow::Ptr{Cint},
jCol::Ptr{Cint},
values_ptr::Ptr{Float64},
user_data::Ptr{Cvoid},
)
prob = unsafe_pointer_to_objref(user_data)::IpoptProblem
user_data::Ptr{IpoptProblem{F,G,GF,JG,H,I}},
) where {F,G,GF,JG,H,I}
prob = unsafe_pointer_to_objref(Ptr{Cvoid}(user_data))::IpoptProblem{F,G,GF,JG,H,I}
x = unsafe_wrap(Array, x_ptr, Int(n))
rows = unsafe_wrap(Array, iRow, Int(nele_jac))
cols = unsafe_wrap(Array, jCol, Int(nele_jac))
Expand All @@ -111,9 +140,9 @@ function _Eval_H_CB(
iRow::Ptr{Cint},
jCol::Ptr{Cint},
values_ptr::Ptr{Float64},
user_data::Ptr{Cvoid},
)
prob = unsafe_pointer_to_objref(user_data)::IpoptProblem
user_data::Ptr{IpoptProblem{F,G,GF,JG,H,I}},
) where {F,G,GF,JG,H,I}
prob = unsafe_pointer_to_objref(Ptr{Cvoid}(user_data))::IpoptProblem{F,G,GF,JG,H,I}
if prob.eval_h === nothing
# No hessian. Return FALSE for failure.
return Cint(0)
Expand Down Expand Up @@ -143,11 +172,11 @@ function _Intermediate_CB(
alpha_du::Float64,
alpha_pr::Float64,
ls_trials::Cint,
user_data::Ptr{Cvoid},
)::Cint
user_data::Ptr{IpoptProblem{F,G,GF,JG,H,I}},
) where {F,G,GF,JG,H,I}
try
return reenable_sigint() do
prob = unsafe_pointer_to_objref(user_data)::IpoptProblem
ret = reenable_sigint() do
prob = unsafe_pointer_to_objref(Ptr{Cvoid}(user_data))::IpoptProblem{F,G,GF,JG,H,I}
return prob.intermediate(
alg_mod,
iter_count,
Expand All @@ -162,11 +191,12 @@ function _Intermediate_CB(
ls_trials,
)
end
return Cint(ret)
catch err
if !(err isa InterruptException)
rethrow(err)
end
return false # optimization should stop
return Cint(0) # optimization should stop
end
end

Expand All @@ -179,28 +209,30 @@ function CreateIpoptProblem(
g_U::Vector{Float64},
nele_jac::Int,
nele_hess::Int,
eval_f,
eval_g,
eval_grad_f,
eval_jac_g,
eval_h,
)
eval_f::F,
eval_g::G,
eval_grad_f::GF,
eval_jac_g::JG,
eval_h::H,
intermediate::I,
) where {F,G,GF,JG,H,I}

@assert n == length(x_L) == length(x_U)
@assert m == length(g_L) == length(g_U)
eval_f_cb = @cfunction(
_Eval_F_CB,
Cint,
(Cint, Ptr{Float64}, Cint, Ptr{Float64}, Ptr{Cvoid}),
(Cint, Ptr{Float64}, Cint, Ptr{Float64}, Ptr{IpoptProblem{F,G,GF,JG,H,I}}),
)
eval_g_cb = @cfunction(
_Eval_G_CB,
Cint,
(Cint, Ptr{Float64}, Cint, Cint, Ptr{Float64}, Ptr{Cvoid}),
(Cint, Ptr{Float64}, Cint, Cint, Ptr{Float64}, Ptr{IpoptProblem{F,G,GF,JG,H,I}}),
)
eval_grad_f_cb = @cfunction(
_Eval_Grad_F_CB,
Cint,
(Cint, Ptr{Float64}, Cint, Ptr{Float64}, Ptr{Cvoid}),
(Cint, Ptr{Float64}, Cint, Ptr{Float64}, Ptr{IpoptProblem{F,G,GF,JG,H,I}}),
)
eval_jac_g_cb = @cfunction(
_Eval_Jac_G_CB,
Expand All @@ -214,7 +246,7 @@ function CreateIpoptProblem(
Ptr{Cint},
Ptr{Cint},
Ptr{Float64},
Ptr{Cvoid},
Ptr{IpoptProblem{F,G,GF,JG,H,I}},
),
)
eval_h_cb = @cfunction(
Expand All @@ -232,7 +264,7 @@ function CreateIpoptProblem(
Ptr{Cint},
Ptr{Cint},
Ptr{Float64},
Ptr{Cvoid},
Ptr{IpoptProblem{F,G,GF,JG,H,I}},
),
)
ipopt_problem = @ccall libipopt.CreateIpoptProblem(
Expand Down Expand Up @@ -262,7 +294,29 @@ function CreateIpoptProblem(
error("IPOPT: Failed to construct problem for some unknown reason.")
end
end
prob = IpoptProblem(
intermediate_cb = @cfunction(
_Intermediate_CB,
Cint,
(
Cint,
Cint,
Float64,
Float64,
Float64,
Float64,
Float64,
Float64,
Float64,
Float64,
Cint,
Ptr{IpoptProblem{F,G,GF,JG,H,I}},
),
)
@ccall libipopt.SetIntermediateCallback(
ipopt_problem::Ptr{Cvoid},
intermediate_cb::Ptr{Cvoid},
)::Bool
prob = IpoptProblem{F,G,GF,JG,H,I}(
ipopt_problem,
n,
m,
Expand All @@ -278,12 +332,58 @@ function CreateIpoptProblem(
eval_grad_f,
eval_jac_g,
eval_h,
nothing,
intermediate,
)
finalizer(FreeIpoptProblem, prob)
return prob
end

function CreateIpoptProblem(
n::Int,
x_L::Vector{Float64},
x_U::Vector{Float64},
m::Int,
g_L::Vector{Float64},
g_U::Vector{Float64},
nele_jac::Int,
nele_hess::Int,
eval_f::F,
eval_g::G,
eval_grad_f::GF,
eval_jac_g::JG,
eval_h::H,
) where {F,G,GF,JG,H}
return CreateIpoptProblem(
n,
x_L,
x_U,
m,
g_L,
g_U,
nele_jac,
nele_hess,
eval_f,
eval_g,
eval_grad_f,
eval_jac_g,
eval_h,
IntermediateCallbackWrapper((args...) -> Cint(1)),
)
end

function SetIntermediateCallback(
prob::IpoptProblem{F,G,GF,JG,H,IntermediateCallbackWrapper},
f::Function,
) where {F,G,GF,JG,H}
prob.intermediate.f = f
return
end

function SetIntermediateCallback(prob, f)
error("Cannot SetIntermediateCallback if intermediate was set in the initial call to CreateIpoptProblem")
return
end

function FreeIpoptProblem(prob::IpoptProblem)
@ccall libipopt.FreeIpoptProblem(prob::Ptr{Cvoid})::Cvoid
return
Expand Down Expand Up @@ -373,34 +473,6 @@ function SetIpoptProblemScaling(
return
end

function SetIntermediateCallback(prob::IpoptProblem, intermediate::Function)
intermediate_cb = @cfunction(
_Intermediate_CB,
Cint,
(
Cint,
Cint,
Float64,
Float64,
Float64,
Float64,
Float64,
Float64,
Float64,
Float64,
Cint,
Ptr{Cvoid},
),
)
ret = @ccall libipopt.SetIntermediateCallback(
prob::Ptr{Cvoid},
intermediate_cb::Ptr{Cvoid},
)::Bool
@assert ret # The C++ code has `return true`
prob.intermediate = intermediate
return
end

function IpoptSolve(prob::IpoptProblem)
p_objval = Ref{Cdouble}(0.0)
disable_sigint() do
Expand Down
1 change: 1 addition & 0 deletions test/MOI_wrapper.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -15,6 +15,7 @@ function runtests()
for name in names(@__MODULE__; all = true)
if startswith("$(name)", "test_")
@testset "$(name)" begin
@info "$(name)"
getfield(@__MODULE__, name)()
end
end
Expand Down
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