Add OptimizationOptimJL.Optim.BFGS() tests for issues 747, 754

SciML#754
SciML#747

partially addressing SciML#755

NB: unrelated problem, tests using Optimization.AutoModelingToolkit() were failing,
added code
    @test (sol = solve(prob, Optim.Newton())) isa Any  # test exception not thrown
and similar so exception is caught and other tests run

lib/OptimizationOptimJL/test/runtests.jl

@@ -31,6 +31,12 @@ end
 
 @testset "OptimizationOptimJL.jl" begin
     rosenbrock(x, p) = (p[1] - x[1])^2 + p[2] * (x[2] - x[1]^2)^2
+    function rosenbrock_grad!(dx, x, p)
+        dx[1] = -2*(p[1] - x[1]) -4 * p[2] * (x[2] - x[1]^2)*x[1]
+        dx[2]= 2*p[2]*(x[2]-x[1]^2)
+        return nothing
+    end
+
     x0 = zeros(2)
     _p = [1.0, 100.0]
     l1 = rosenbrock(x0, _p)
@@ -89,7 +95,7 @@ end
         cons = cons)
 
     prob = OptimizationProblem(optprob, x0, _p, lcons = [-5.0], ucons = [10.0])
-    sol = solve(prob, IPNewton())
+    @test (sol = solve(prob, IPNewton())) isa Any  # test exception not thrown
     @test 10 * sol.objective < l1
 
     optprob = OptimizationFunction(rosenbrock, Optimization.AutoForwardDiff();
@@ -156,18 +162,36 @@ end
     sol = solve(prob, BFGS())
     @test 10 * sol.objective < l1
 
+    # https://github.com/SciML/Optimization.jl/issues/747
+    optprob = OptimizationFunction(rosenbrock, Optimization.AutoForwardDiff()) 
+    prob = OptimizationProblem(optprob, x0, _p;  lb = [-1.0, -1.0], ub = [0.8, 0.8])
+    @test (sol = solve(prob, Optim.BFGS())) isa Any # test exception not thrown
+    @test 10 * sol.objective < l1
+
+    # https://github.com/SciML/Optimization.jl/issues/754
+    optprob = OptimizationFunction(rosenbrock; grad=rosenbrock_grad!)
+    prob = OptimizationProblem(optprob, x0, _p)
+    @test (sol = solve(prob, Optim.BFGS())) isa Any # test exception not thrown
+    @test 10 * sol.objective < l1
+
+    # https://github.com/SciML/Optimization.jl/issues/754
+    optprob = OptimizationFunction(rosenbrock; grad=rosenbrock_grad!)
+    prob = OptimizationProblem(optprob, x0, _p;  lb = [-1.0, -1.0], ub = [0.8, 0.8])
+    @test (sol = solve(prob, Optim.BFGS())) isa Any  # test exception not thrown
+    @test 10 * sol.objective < l1
+
     optprob = OptimizationFunction(rosenbrock, Optimization.AutoModelingToolkit())
     prob = OptimizationProblem(optprob, x0, _p)
-    sol = solve(prob, Optim.BFGS())
+    @test (sol = solve(prob, Optim.BFGS())) isa Any  # test exception not thrown
     @test 10 * sol.objective < l1
 
-    optprob = OptimizationFunction(rosenbrock,
-        Optimization.AutoModelingToolkit(true, false))
+    @test (optprob = OptimizationFunction(rosenbrock,
+        Optimization.AutoModelingToolkit(true, false))) isa Any  # test exception not thrown
     prob = OptimizationProblem(optprob, x0, _p)
-    sol = solve(prob, Optim.Newton())
+    @test (sol = solve(prob, Optim.Newton())) isa Any  # test exception not thrown
     @test 10 * sol.objective < l1
 
-    sol = solve(prob, Optim.KrylovTrustRegion())
+    @test (sol = solve(prob, Optim.KrylovTrustRegion())) isa Any  # test exception not thrown
     @test 10 * sol.objective < l1
 
     @testset "cache" begin