Add option for disabling warnings (#1058)

docs/src/user/config.md

@@ -49,6 +49,7 @@ In addition to the solver, you can alter the behavior of the Optim package by us
 * `store_trace`: Should a trace of the optimization algorithm's state be stored? Defaults to `false`.
 * `show_trace`: Should a trace of the optimization algorithm's state be shown on `stdout`? Defaults to `false`.
 * `extended_trace`: Save additional information. Solver dependent. Defaults to `false`.
+* `show_warnings`: Should warnings due to NaNs or Inf be shown? Defaults to `true`.
 * `trace_simplex`: Include the full simplex in the trace for `NelderMead`. Defaults to `false`.
 * `show_every`: Trace output is printed every `show_every`th iteration.
 * `callback`: A function to be called during tracing. A return value of `true` stops the `optimize` call. The callback function is called every `show_every`th iteration. If `store_trace` is false, the argument to the callback is of the type  [`OptimizationState`](https://github.com/JuliaNLSolvers/Optim.jl/blob/a1035134ca1f3ebe855f1cde034e32683178225a/src/types.jl#L155), describing the state of the current iteration. If `store_trace` is true, the argument is a list of all the states from the first iteration to the current. 
@@ -73,7 +74,8 @@ res = optimize(f, g!,
                Optim.Options(g_tol = 1e-12,
                              iterations = 10,
                              store_trace = true,
-                             show_trace = false))
+                             show_trace = false,
+                             show_warnings = true))
 ```
 Another interface is also available, based directly on keywords:
 ```jl
@@ -83,7 +85,8 @@ res = optimize(f, g!,
                g_tol = 1e-12,
                iterations = 10,
                store_trace = true,
-               show_trace = false)
+               show_trace = false,
+               show_warnings = true)
 ```
 Notice the need to specify the method using a keyword if this syntax is used.
 This approach might be deprecated in the future, and as a result we recommend writing code

docs/src/user/minimization.md

@@ -152,7 +152,7 @@ If we want to manually specify this method, we use the usual syntax as for multi
     optimize(f, lower, upper, GoldenSection(); kwargs...)
 ```
 
-Keywords are used to set options for this special type of optimization. In addition to the `iterations`, `store_trace`, `show_trace` and `extended_trace` options, the following options are also available:
+Keywords are used to set options for this special type of optimization. In addition to the `iterations`, `store_trace`, `show_trace`, `show_warnings`, and `extended_trace` options, the following options are also available:
 
 * `rel_tol`: The relative tolerance used for determining convergence. Defaults to `sqrt(eps(T))`.
 * `abs_tol`: The absolute tolerance used for determining convergence. Defaults to `eps(T)`.

src/deprecate.jl

@@ -15,6 +15,7 @@ function optimize(
         store_trace::Bool = false,
         show_trace::Bool = false,
         extended_trace::Bool = false,
+        show_warnings::Bool = true,
         callback = nothing,
         show_every::Integer = 1,
         linesearch = LineSearches.HagerZhang{T}(),
@@ -25,7 +26,8 @@ function optimize(
         optimizer = ConjugateGradient,
         optimizer_o = Options(store_trace = store_trace,
                                           show_trace = show_trace,
-                                          extended_trace = extended_trace),
+                                          extended_trace = extended_trace,
+                                          show_warnings = show_warnings),
         nargs...) where T<:AbstractFloat
         if !has_deprecated_fminbox[]
             @warn("Fminbox with the optimizer keyword is deprecated, construct Fminbox{optimizer}() and pass it to optimize(...) instead.")
@@ -37,6 +39,7 @@ function optimize(
                  store_trace=store_trace,
                  show_trace=show_trace,
                  extended_trace=extended_trace,
+                 show_warnings=show_warnings,
                  show_every=show_every,
                  callback=callback,
                  linesearch=linesearch,

src/multivariate/optimize/optimize.jl

@@ -95,11 +95,11 @@ function optimize(d::D, initial_x::Tx, method::M,
         end
 
         if g_calls(d) > 0 && !all(isfinite, gradient(d))
-            @warn "Terminated early due to NaN in gradient."
+            options.show_warnings && @warn "Terminated early due to NaN in gradient."
             break
         end
         if h_calls(d) > 0 && !(d isa TwiceDifferentiableHV) && !all(isfinite, hessian(d))
-            @warn "Terminated early due to NaN in Hessian."
+            options.show_warnings && @warn "Terminated early due to NaN in Hessian."
             break
         end
     end # while

src/types.jl

@@ -34,6 +34,7 @@ outer_iterations::Int = 1000,
 store_trace::Bool = false,
 show_trace::Bool = false,
 extended_trace::Bool = false,
+show_warnings::Bool = true,
 show_every::Int = 1,
 callback = nothing,
 time_limit = NaN
@@ -65,6 +66,7 @@ struct Options{T, TCallback}
     trace_simplex::Bool
     show_trace::Bool
     extended_trace::Bool
+    show_warnings::Bool
     show_every::Int
     callback::TCallback
     time_limit::Float64
@@ -101,6 +103,7 @@ function Options(;
         trace_simplex::Bool = false,
         show_trace::Bool = false,
         extended_trace::Bool = false,
+        show_warnings::Bool = true,
         show_every::Int = 1,
         callback = nothing,
         time_limit = NaN)
@@ -127,7 +130,7 @@ function Options(;
         outer_f_reltol = outer_f_tol
     end
     Options(promote(x_abstol, x_reltol, f_abstol, f_reltol, g_abstol, g_reltol, outer_x_abstol, outer_x_reltol, outer_f_abstol, outer_f_reltol, outer_g_abstol, outer_g_reltol)..., f_calls_limit, g_calls_limit, h_calls_limit,
-        allow_f_increases, allow_outer_f_increases, successive_f_tol, Int(iterations), Int(outer_iterations), store_trace, trace_simplex, show_trace, extended_trace,
+        allow_f_increases, allow_outer_f_increases, successive_f_tol, Int(iterations), Int(outer_iterations), store_trace, trace_simplex, show_trace, extended_trace, show_warnings,
         Int(show_every), callback, Float64(time_limit))
 end
 

src/univariate/optimize/interface.jl

@@ -8,6 +8,7 @@ function optimize(f,
      iterations::Integer = 1_000,
      store_trace::Bool = false,
      show_trace::Bool = false,
+     show_warnings::Bool = true,
      callback = nothing,
      show_every = 1,
      extended_trace::Bool = false) where T <: Real
@@ -24,6 +25,7 @@ function optimize(f,
              iterations = iterations,
              store_trace = store_trace,
              show_trace = show_trace,
+             show_warnings = show_warnings,
              show_every = show_every,
              callback = callback,
              extended_trace = extended_trace)

src/univariate/solvers/brent.jl

@@ -28,11 +28,12 @@ function optimize(
         iterations::Integer = 1_000,
         store_trace::Bool = false,
         show_trace::Bool = false,
+        show_warnings::Bool = true,
         callback = nothing,
         show_every = 1,
         extended_trace::Bool = false) where T <: AbstractFloat
     t0 = time()
-    options = (store_trace=store_trace, show_trace=show_trace, show_every=show_every, callback=callback)
+    options = (store_trace=store_trace, show_trace=show_trace, show_warnings=show_warnings, show_every=show_every, callback=callback)
     if x_lower > x_upper
         error("x_lower must be less than x_upper")
     end

src/univariate/solvers/golden_section.jl

@@ -25,6 +25,7 @@ function optimize(f, x_lower::T, x_upper::T,
      iterations::Integer = 1_000,
      store_trace::Bool = false,
      show_trace::Bool = false,
+     show_warnings::Bool = true,
      callback = nothing,
      show_every = 1,
      extended_trace::Bool = false,
@@ -33,7 +34,7 @@ function optimize(f, x_lower::T, x_upper::T,
         error("x_lower must be less than x_upper")
     end
     t0 = time()
-    options = (store_trace=store_trace, show_trace=show_trace, show_every=show_every, callback=callback)
+    options = (store_trace=store_trace, show_trace=show_trace, show_warnings=show_warnings, show_every=show_every, callback=callback)
     # Save for later
     initial_lower = x_lower
     initial_upper = x_upper