Nelder Mead asks for gradients

[aris-mav]

Describe the bug 🐞

I was playing around with optimizing a problem using some code that looks as follows:

using Optimization
using OptimizationOptimJL

function cost(u,p)
# define the cost function here
end

prob = Optimization.OptimizationProblem(
Optimization.OptimizationFunction(cost),
[2e-5], #u0
(p1, p2, p3, p4), # p
lb=[1e-8], ub=[1e-4]
)
ρ = OptimizationOptimJL.solve(prob, NelderMead(), maxiters=50, maxtime=10^5)

But when I try to run it, it unexpectedly asks for derivatives.

Error & Stacktrace ⚠️

ERROR: ArgumentError: Fminbox(NelderMead{Optim.AffineSimplexer, Opt
im.AdaptiveParameters}(Optim.AffineSimplexer(0.025, 0.5), Optim.Ada
ptiveParameters(1.0, 1.0, 0.75, 1.0))) requires gradients, use `Opt
imizationFunction` either with a valid AD backend https://docs.scim
l.ai/Optimization/stable/API/ad/ or a provided 'grad' function. 

Environment (please complete the following information):

• Output of using Pkg; Pkg.status()

  [7a1cc6ca] FFTW v1.8.0
⌃ [e9467ef8] GLMakie v0.10.13
  [16fef848] LiveServer v1.4.0
  [55c20db2] NMRInversions v0.9.2 `..\..\dev\NMRInversions.jl`     
  [e1fe445b] NativeFileDialog v0.2.1
  [429524aa] Optim v1.10.0
⌅ [7f7a1694] Optimization v3.28.0
⌅ [36348300] OptimizationOptimJL v0.3.2
⌃ [91a5bcdd] Plots v1.40.8
  [647866c9] PolygonOps v0.1.2
⌃ [276daf66] SpecialFunctions v2.4.0
  [0c5d862f] Symbolics v6.22.0
  [51b3953f] VimBindings v0.3.14

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

Status `C:\Users\f21157am\.julia\environments\v1.11\Manifest.toml`
⌃ [47edcb42] ADTypes v1.9.0
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⌃ [7d9f7c33] Accessors v0.1.38        
⌃ [79e6a3ab] Adapt v4.0.4
  [35492f91] AdaptivePredicates v1.2.0
  [66dad0bd] AliasTables v1.1.3       
⌃ [27a7e980] Animations v0.4.1        
  [ec485272] ArnoldiMethod v0.4.0     
⌃ [4fba245c] ArrayInterface v7.16.0   
  [67c07d97] Automa v1.1.0
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  [e2ed5e7c] Bijections v0.1.9
  [d1d4a3ce] BitFlags v0.1.9
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  [d360d2e6] ChainRulesCore v1.25.0
  [944b1d66] CodecZlib v0.7.6
  [a2cac450] ColorBrewer v0.4.0
⌃ [35d6a980] ColorSchemes v3.26.0
⌅ [3da002f7] ColorTypes v0.11.5
⌅ [c3611d14] ColorVectorSpace v0.10.0
⌅ [5ae59095] Colors v0.12.11
  [861a8166] Combinatorics v1.0.2
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  [bbf7d656] CommonSubexpressions v0.3.1
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  [88cd18e8] ConsoleProgressMonitor v0.1.2
  [187b0558] ConstructionBase v1.5.8
  [d38c429a] Contour v0.6.3
⌅ [717857b8] DSP v0.7.10
  [9a962f9c] DataAPI v1.16.0
  [864edb3b] DataStructures v0.18.20
  [e2d170a0] DataValueInterfaces v1.0.0
⌃ [927a84f5] DelaunayTriangulation v1.6.1
  [8bb1440f] DelimitedFiles v1.9.1
⌃ [85a47980] Dictionaries v0.4.2
  [163ba53b] DiffResults v1.1.0
  [b552c78f] DiffRules v1.15.1
⌃ [31c24e10] Distributions v0.25.112
  [ffbed154] DocStringExtensions v0.9.3
  [5b8099bc] DomainSets v0.7.14
⌃ [7c1d4256] DynamicPolynomials v0.6.0
  [b7d42ee7] Einsum v0.4.1
  [4e289a0a] EnumX v1.0.4
  [429591f6] ExactPredicates v2.2.8
⌃ [460bff9d] ExceptionUnwrapping v0.1.10
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⌅ [6b7a57c9] Expronicon v0.8.5
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  [c87230d0] FFMPEG v0.4.2
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⌃ [5789e2e9] FileIO v1.16.4
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⌃ [e9467ef8] GLMakie v0.10.13
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⌃ [28b8d3ca] GR v0.73.8
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⌃ [cf35fbd7] GeoInterface v1.3.7
⌅ [5c1252a2] GeometryBasics v0.4.11
  [86223c79] Graphs v1.12.0
⌃ [3955a311] GridLayoutBase v0.11.0
  [42e2da0e] Grisu v1.0.2
⌃ [cd3eb016] HTTP v1.10.8
  [1baab800] HybridArrays v0.4.16
⌃ [34004b35] HypergeometricFunctions v0.3.24
  [615f187c] IfElse v0.1.1
⌃ [2803e5a7] ImageAxes v0.6.11
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⌃ [a09fc81d] ImageCore v0.10.2
⌃ [82e4d734] ImageIO v0.6.8
⌃ [bc367c6b] ImageMetadata v0.9.9
  [313cdc1a] Indexing v1.1.1
  [9b13fd28] IndirectArrays v1.0.0
  [d25df0c9] Inflate v0.1.5
  [18e54dd8] IntegerMathUtils v0.1.2
  [a98d9a8b] Interpolations v0.15.1
⌃ [d1acc4aa] IntervalArithmetic v0.22.17
  [8197267c] IntervalSets v0.7.10
  [3587e190] InverseFunctions v0.1.17
  [92d709cd] IrrationalConstants v0.2.2
  [f1662d9f] Isoband v0.1.1
  [c8e1da08] IterTools v1.10.0
  [82899510] IteratorInterfaceExtensions v1.0.0
⌃ [1019f520] JLFzf v0.1.8
  [692b3bcd] JLLWrappers v1.6.1
  [682c06a0] JSON v0.21.4
  [b835a17e] JpegTurbo v0.1.5
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  [b964fa9f] LaTeXStrings v1.4.0
  [23fbe1c1] Latexify v0.16.5
  [8cdb02fc] LazyModules v0.3.1
  [1d6d02ad] LeftChildRightSiblingTrees v0.2.0
  [d3d80556] LineSearches v7.3.0
  [7a12625a] LinearMaps v3.11.3
  [16fef848] LiveServer v1.4.0
  [2ab3a3ac] LogExpFunctions v0.3.28
⌃ [e6f89c97] LoggingExtras v1.0.3
⌅ [6c6e2e6c] MIMEs v0.1.4
  [d8e11817] MLStyle v0.4.17
  [1914dd2f] MacroTools v0.5.13
⌅ [ee78f7c6] Makie v0.21.13
⌅ [20f20a25] MakieCore v0.8.9
⌅ [af67fdf4] ManifoldDiff v0.3.12
⌅ [1cead3c2] Manifolds v0.9.20
⌃ [3362f125] ManifoldsBase v0.15.19
  [dbb5928d] MappedArrays v0.4.2
⌃ [0a4f8689] MathTeXEngine v0.6.1
  [99c1a7ee] MatrixEquations v2.4.2
  [739be429] MbedTLS v1.1.9
  [442fdcdd] Measures v0.3.2
⌅ [7269a6da] MeshIO v0.4.12
  [e1d29d7a] Missings v1.2.0
  [66fc600b] ModernGL v1.1.7
  [e94cdb99] MosaicViews v0.3.4
  [102ac46a] MultivariatePolynomials v0.5.7
⌃ [d8a4904e] MutableArithmetics v1.5.2
  [d41bc354] NLSolversBase v7.8.3
  [55c20db2] NMRInversions v0.9.2 `..\..\dev\NMRInversions.jl`     
  [77ba4419] NaNMath v1.0.2
  [356022a1] NamedDims v1.2.2
  [e1fe445b] NativeFileDialog v0.2.1
  [f09324ee] Netpbm v1.1.1
  [510215fc] Observables v0.5.5
⌃ [6fe1bfb0] OffsetArrays v1.14.1
⌃ [52e1d378] OpenEXR v0.3.2
  [4d8831e6] OpenSSL v1.4.3
  [429524aa] Optim v1.10.0
⌅ [7f7a1694] Optimization v3.28.0
⌅ [bca83a33] OptimizationBase v1.5.0
⌅ [36348300] OptimizationOptimJL v0.3.2
⌃ [bac558e1] OrderedCollections v1.6.3
  [90014a1f] PDMats v0.11.31
  [f57f5aa1] PNGFiles v0.4.3
⌃ [19eb6ba3] Packing v0.5.0
  [5432bcbf] PaddedViews v0.5.12
  [d96e819e] Parameters v0.12.3
  [69de0a69] Parsers v2.8.1
  [b98c9c47] Pipe v1.3.0
  [eebad327] PkgVersion v0.3.3
⌃ [ccf2f8ad] PlotThemes v3.2.0
⌃ [995b91a9] PlotUtils v1.4.2
⌃ [91a5bcdd] Plots v1.40.8
  [647866c9] PolygonOps v0.1.2
⌃ [f27b6e38] Polynomials v4.0.11
  [85a6dd25] PositiveFactorizations v0.2.4
  [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
⌃ [4b34888f] QOI v1.0.0
  [1fd47b50] QuadGK v2.11.1
  [94ee1d12] Quaternions v0.7.6
  [b3c3ace0] RangeArrays v0.3.2
  [c84ed2f1] Ratios v0.4.5
  [c1ae055f] RealDot v0.1.0
  [3cdcf5f2] RecipesBase v1.3.4
  [01d81517] RecipesPipeline v0.6.12
⌃ [731186ca] RecursiveArrayTools v3.27.0
  [189a3867] Reexport v1.2.2
  [05181044] RelocatableFolders v1.0.1
  [ae029012] Requires v1.3.0
  [79098fc4] Rmath v0.8.0
  [5eaf0fd0] RoundingEmulator v0.2.1
  [7e49a35a] RuntimeGeneratedFunctions v0.5.13
⌃ [fdea26ae] SIMD v3.6.0
⌃ [0bca4576] SciMLBase v2.56.4
⌃ [c0aeaf25] SciMLOperators v0.3.11
⌃ [53ae85a6] SciMLStructures v1.5.0
  [6c6a2e73] Scratch v1.2.1
  [efcf1570] Setfield v1.1.1
⌅ [65257c39] ShaderAbstractions v0.4.1
  [992d4aef] Showoff v1.0.3
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  [699a6c99] SimpleTraits v0.9.4
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  [45858cf5] Sixel v0.1.3
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⌃ [276daf66] SpecialFunctions v2.4.0
  [860ef19b] StableRNGs v1.0.2
  [cae243ae] StackViews v0.1.1
⌃ [90137ffa] StaticArrays v1.9.7
  [1e83bf80] StaticArraysCore v1.4.3
  [10745b16] Statistics v1.11.1
  [82ae8749] StatsAPI v1.7.0
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  [4c63d2b9] StatsFuns v1.3.2
⌅ [09ab397b] StructArrays v0.6.18
  [4297ee4d] SymbolicAnalysis v0.3.0
⌃ [2efcf032] SymbolicIndexingInterface v0.3.33
  [19f23fe9] SymbolicLimits v0.2.2
  [d1185830] SymbolicUtils v3.7.2
  [0c5d862f] Symbolics v6.22.0
  [3783bdb8] TableTraits v1.0.1
  [bd369af6] Tables v1.12.0
  [62fd8b95] TensorCore v0.1.1
  [8ea1fca8] TermInterface v2.0.0
  [5d786b92] TerminalLoggers v0.1.7
⌅ [731e570b] TiffImages v0.10.2
⌃ [a759f4b9] TimerOutputs v0.5.25
  [3bb67fe8] TranscodingStreams v0.11.3
  [981d1d27] TriplotBase v0.1.0
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⌃ [1986cc42] Unitful v1.21.0
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⌃ [2702e6a9] EpollShim_jll v0.0.20230411+0
⌃ [2e619515] Expat_jll v2.6.2+0
⌅ [b22a6f82] FFMPEG_jll v4.4.4+1
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⌃ [a3f928ae] Fontconfig_jll v2.13.96+0
⌃ [d7e528f0] FreeType2_jll v2.13.2+0
  [559328eb] FriBidi_jll v1.0.14+0
  [0656b61e] GLFW_jll v3.4.0+1
⌅ [d2c73de3] GR_jll v0.73.8+0
  [77ec8976] GTK3_jll v3.24.31+0
  [78b55507] Gettext_jll v0.21.0+0
⌃ [7746bdde] Glib_jll v2.80.5+0
⌃ [3b182d85] Graphite2_jll v1.3.14+0
⌃ [2e76f6c2] HarfBuzz_jll v8.3.1+0
  [905a6f67] Imath_jll v3.1.11+0
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  [81d17ec3] L_BFGS_B_jll v3.0.1+0
  [42c93a91] Libepoxy_jll v1.5.10+0
⌅ [e9f186c6] Libffi_jll v3.2.2+1
⌃ [d4300ac3] Libgcrypt_jll v1.8.11+0
⌃ [7e76a0d4] Libglvnd_jll v1.6.0+0
⌃ [7add5ba3] Libgpg_error_jll v1.49.0+0
⌃ [94ce4f54] Libiconv_jll v1.17.0+0
⌃ [4b2f31a3] Libmount_jll v2.40.1+0
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  [458c3c95] OpenSSL_jll v3.0.15+1
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  [91d4177d] Opus_jll v1.3.3+0
  [36c8627f] Pango_jll v1.54.1+0
⌅ [30392449] Pixman_jll v0.43.4+0
  [c0090381] Qt6Base_jll v6.7.1+1
  [629bc702] Qt6Declarative_jll v6.7.1+2
  [ce943373] Qt6ShaderTools_jll v6.7.1+1
  [e99dba38] Qt6Wayland_jll v6.7.1+1
  [f50d1b31] Rmath_jll v0.5.1+0
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  [a2964d1f] Wayland_jll v1.21.0+1
  [2381bf8a] Wayland_protocols_jll v1.31.0+0
⌃ [02c8fc9c] XML2_jll v2.13.3+0
⌃ [aed1982a] XSLT_jll v1.1.41+0
⌃ [ffd25f8a] XZ_jll v5.4.6+0
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  [c834827a] Xorg_libSM_jll v1.2.4+0
⌃ [4f6342f7] Xorg_libX11_jll v1.8.6+0
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⌃ [a3789734] Xorg_libXdmcp_jll v1.1.4+0
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⌃ [c7cfdc94] Xorg_libxcb_jll v1.17.0+0
  [cc61e674] Xorg_libxkbfile_jll v1.1.2+0
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  [12413925] Xorg_xcb_util_image_jll v0.4.0+1
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  [975044d2] Xorg_xcb_util_keysyms_jll v0.4.0+1
  [0d47668e] Xorg_xcb_util_renderutil_jll v0.3.9+1
  [c22f9ab0] Xorg_xcb_util_wm_jll v0.4.1+1
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⌃ [c5fb5394] Xorg_xtrans_jll v1.5.0+0
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⌅ [214eeab7] fzf_jll v0.53.0+0
  [da03df04] gdk_pixbuf_jll v2.42.10+0
⌃ [1a1c6b14] gperf_jll v3.1.1+0
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⌅ [1270edf5] x264_jll v2021.5.5+0
⌅ [dfaa095f] x265_jll v3.5.0+0
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  [9fa8497b] Future v1.11.0
  [b77e0a4c] InteractiveUtils v1.11.0
  [4af54fe1] LazyArtifacts v1.11.0
  [b27032c2] LibCURL v0.6.4
  [76f85450] LibGit2 v1.11.0
  [8f399da3] Libdl v1.11.0
  [37e2e46d] LinearAlgebra v1.11.0
  [56ddb016] Logging v1.11.0
  [d6f4376e] Markdown v1.11.0
  [a63ad114] Mmap v1.11.0
  [ca575930] NetworkOptions v1.2.0
  [44cfe95a] Pkg v1.11.0
  [de0858da] Printf v1.11.0
  [3fa0cd96] REPL v1.11.0
  [9a3f8284] Random v1.11.0
  [ea8e919c] SHA v0.7.0
  [9e88b42a] Serialization v1.11.0
  [1a1011a3] SharedArrays v1.11.0
  [6462fe0b] Sockets v1.11.0
  [2f01184e] SparseArrays v1.11.0
  [f489334b] StyledStrings v1.11.0
  [4607b0f0] SuiteSparse
  [fa267f1f] TOML v1.0.3
  [a4e569a6] Tar v1.10.0
  [8dfed614] Test v1.11.0
  [cf7118a7] UUIDs v1.11.0
  [4ec0a83e] Unicode v1.11.0
  [e66e0078] CompilerSupportLibraries_jll v1.1.1+0
  [deac9b47] LibCURL_jll v8.6.0+0
  [e37daf67] LibGit2_jll v1.7.2+0
  [29816b5a] LibSSH2_jll v1.11.0+1
  [c8ffd9c3] MbedTLS_jll v2.28.6+0
  [14a3606d] MozillaCACerts_jll v2023.12.12
  [4536629a] OpenBLAS_jll v0.3.27+1
  [05823500] OpenLibm_jll v0.8.1+2
  [efcefdf7] PCRE2_jll v10.42.0+1
  [bea87d4a] SuiteSparse_jll v7.7.0+0
  [83775a58] Zlib_jll v1.2.13+1
  [8e850b90] libblastrampoline_jll v5.11.0+0
  [8e850ede] nghttp2_jll v1.59.0+0
  [3f19e933] p7zip_jll v17.4.0+2

• Output of versioninfo()

Julia Version 1.11.2
Commit 5e9a32e7af (2024-12-01 20:02 UTC)
Build Info:
  Official https://julialang.org/ release
Platform Info:
  OS: Windows (x86_64-w64-mingw32)
  CPU: 8 × 11th Gen Intel(R) Core(TM) i7-1165G7 @ 2.80GHz
  WORD_SIZE: 64
  LLVM: libLLVM-16.0.6 (ORCJIT, tigerlake)
Threads: 1 default, 0 interactive, 1 GC (on 8 virtual cores)       

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