Unified Interface: Absolute Tolerance

pypesto/optimize/optimizer.py

@@ -413,6 +413,58 @@ def set_maxeval(self, evaluations: int) -> None:
             f"Check supports_maxeval() before calling set_maxeval()."
         )
 
+    def supports_tol(self) -> bool:
+        """
+        Check whether optimizer supports absolute tolerance.
+
+        Returns
+        -------
+        True if optimizer supports setting an absolute tolerance,
+        False otherwise.
+        """
+        return True
+
+    def set_tol(self, tol: float) -> None:
+        """
+        Set the absolute tolerance for optimization.
+
+        Parameters
+        ----------
+        tol
+            Absolute tolerance for termination.
+
+        Raises
+        ------
+        NotImplementedError
+            If the optimizer does not support absolute tolerance.
+        """
+        raise NotImplementedError(
+            f"{self.__class__.__name__} does not support absolute tolerance. "
+            f"Check supports_tol() before calling set_tol()."
+        )
+
+    def _set_option_tol(self, tol: float, option_key: str) -> None:
+        """
+        Set tolerance in options dict with validation.
+
+        Parameters
+        ----------
+        tol
+            Absolute tolerance value (must be positive).
+        option_key
+            The key to use in the options dictionary.
+
+        Raises
+        ------
+        ValueError
+            If tolerance is not positive.
+        """
+        if tol < 0:
+            raise ValueError(f"Tolerance must be positive, got {tol}")
+        if self.options is None:
+            self.options = {}
+        self.options[option_key] = tol
+
 
 class ScipyOptimizer(Optimizer):
     """
@@ -670,6 +722,24 @@ def set_maxiter(self, iterations: int) -> None:
         else:
             self.options["maxiter"] = iterations
 
+    def set_tol(self, tol: float) -> None:
+        """
+        Set the absolute tolerance for optimization.
+
+        Parameters
+        ----------
+        tol
+            Absolute tolerance for termination.
+
+        Raises
+        ------
+        ValueError
+            If tolerance is not positive.
+        """
+        if tol <= 0:
+            raise ValueError(f"Tolerance must be positive, got {tol}")
+        self.tol = tol
+
 
 class IpoptOptimizer(Optimizer):
     """Use Ipopt (https://pypi.org/project/cyipopt/) for optimization."""
@@ -789,6 +859,17 @@ def set_maxiter(self, iterations: int) -> None:
             self.options = {}
         self.options["max_iter"] = iterations
 
+    def set_tol(self, tol: float) -> None:
+        """
+        Set the absolute tolerance for optimization.
+
+        Parameters
+        ----------
+        tol
+            Absolute tolerance for termination.
+        """
+        self._set_option_tol(tol, "tol")
+
 
 class DlibOptimizer(Optimizer):
     """Use the Dlib toolbox for optimization."""
@@ -912,6 +993,10 @@ def set_maxiter(self, iterations: int) -> None:
             self.options = {}
         self.options["maxiter"] = iterations
 
+    def supports_tol(self) -> bool:
+        """Check whether optimizer supports absolute tolerance."""
+        return False
+
 
 class PyswarmOptimizer(Optimizer):
     """Global optimization using pyswarm."""
@@ -987,6 +1072,17 @@ def set_maxiter(self, iterations: int) -> None:
             self.options = {}
         self.options["maxiter"] = iterations
 
+    def set_tol(self, tol: float) -> None:
+        """
+        Set the absolute tolerance for optimization.
+
+        Parameters
+        ----------
+        tol
+            Absolute tolerance for termination.
+        """
+        self._set_option_tol(tol, "minfunc")
+
 
 class CmaOptimizer(Optimizer):
     """
@@ -1100,6 +1196,17 @@ def set_maxeval(self, evaluations: int) -> None:
             self.options = {}
         self.options["maxfevals"] = evaluations
 
+    def set_tol(self, tol: float) -> None:
+        """
+        Set the absolute tolerance for optimization.
+
+        Parameters
+        ----------
+        tol
+            Absolute tolerance for termination.
+        """
+        self._set_option_tol(tol, "tolfun")
+
 
 class CmaesOptimizer(CmaOptimizer):
     """Deprecated, use CmaOptimizer instead."""
@@ -1201,6 +1308,17 @@ def set_maxiter(self, iterations: int) -> None:
             self.options = {}
         self.options["maxiter"] = iterations
 
+    def set_tol(self, tol: float) -> None:
+        """
+        Set the absolute tolerance for optimization.
+
+        Parameters
+        ----------
+        tol
+            Absolute tolerance for termination.
+        """
+        self._set_option_tol(tol, "atol")
+
 
 class PyswarmsOptimizer(Optimizer):
     """
@@ -1342,6 +1460,10 @@ def set_maxiter(self, iterations: int) -> None:
             self.options = {}
         self.options["maxiter"] = iterations
 
+    def supports_tol(self) -> bool:
+        """Check whether optimizer supports absolute tolerance."""
+        return False
+
 
 class NLoptOptimizer(Optimizer):
     """
@@ -1614,6 +1736,17 @@ def set_maxeval(self, evaluations: int) -> None:
         """
         self.options["maxeval"] = evaluations
 
+    def set_tol(self, tol: float) -> None:
+        """
+        Set the absolute tolerance for optimization.
+
+        Parameters
+        ----------
+        tol
+            Absolute tolerance for termination.
+        """
+        self._set_option_tol(tol, "ftol_abs")
+
 
 class FidesOptimizer(Optimizer):
     """
@@ -1838,3 +1971,19 @@ def set_maxiter(self, iterations: int) -> None:
             self.options[FidesOptions.MAXITER] = iterations
         except ImportError:
             raise OptimizerImportError("fides") from None
+
+    def set_tol(self, tol: float) -> None:
+        """
+        Set the absolute tolerance for optimization.
+
+        Parameters
+        ----------
+        tol
+            Absolute tolerance for termination.
+        """
+        try:
+            from fides.constants import Options as FidesOptions
+
+            self._set_option_tol(tol, FidesOptions.FATOL)
+        except ImportError:
+            raise OptimizerImportError("fides") from None

test/optimize/test_optimizer_common_interface.py

@@ -200,3 +200,107 @@ def test_ipopt_optimizer_no_support(self):
 
         with pytest.raises(NotImplementedError):
             optimizer.set_maxeval(100)
+
+
+class TestOptimizerTolInterface:
+    """Test the unified tolerance interface for optimizers."""
+
+    def test_scipy_optimizer_support(self):
+        """Test ScipyOptimizer tolerance support."""
+        optimizer = optimize.ScipyOptimizer()
+        assert optimizer.supports_tol() is True
+
+        optimizer.set_tol(1e-6)
+        assert optimizer.tol == 1e-6
+
+        # Test updating existing value
+        optimizer.set_tol(1e-8)
+        assert optimizer.tol == 1e-8
+
+    def test_ipopt_optimizer_support(self):
+        """Test IpoptOptimizer tolerance support."""
+        optimizer = optimize.IpoptOptimizer()
+        assert optimizer.supports_tol() is True
+
+        optimizer.set_tol(1e-7)
+        assert optimizer.options["tol"] == 1e-7
+
+    def test_nlopt_optimizer_support(self):
+        """Test NLoptOptimizer tolerance support."""
+        optimizer = optimize.NLoptOptimizer()
+        assert optimizer.supports_tol() is True
+
+        optimizer.set_tol(1e-5)
+        assert optimizer.options["ftol_abs"] == 1e-5
+
+    def test_fides_optimizer_support(self):
+        """Test FidesOptimizer tolerance support."""
+        optimizer = optimize.FidesOptimizer()
+        assert optimizer.supports_tol() is True
+
+        optimizer.set_tol(1e-6)
+
+        from fides.constants import Options as FidesOptions
+
+        assert FidesOptions.FATOL in optimizer.options
+        assert optimizer.options[FidesOptions.FATOL] == 1e-6
+
+        # Test updating existing value
+        optimizer.set_tol(1e-9)
+        assert optimizer.options[FidesOptions.FATOL] == 1e-9
+
+    def test_cma_optimizer_support(self):
+        """Test CmaOptimizer tolerance support."""
+        optimizer = optimize.CmaOptimizer()
+        assert optimizer.supports_tol() is True
+
+        optimizer.set_tol(1e-4)
+        assert optimizer.options["tolfun"] == 1e-4
+
+    def test_scipy_de_optimizer_support(self):
+        """Test ScipyDifferentialEvolutionOptimizer tolerance support."""
+        optimizer = optimize.ScipyDifferentialEvolutionOptimizer()
+        assert optimizer.supports_tol() is True
+
+        optimizer.set_tol(1e-5)
+        assert optimizer.options["atol"] == 1e-5
+
+    def test_pyswarm_optimizer_support(self):
+        """Test PyswarmOptimizer tolerance support."""
+        optimizer = optimize.PyswarmOptimizer()
+        assert optimizer.supports_tol() is True
+
+        optimizer.set_tol(1e-7)
+        assert optimizer.options["minfunc"] == 1e-7
+
+    def test_dlib_optimizer_no_support(self):
+        """Test that DlibOptimizer does not support tolerance."""
+        optimizer = optimize.DlibOptimizer()
+        assert optimizer.supports_tol() is False
+
+        with pytest.raises(NotImplementedError):
+            optimizer.set_tol(1e-6)
+
+    def test_pyswarms_optimizer_no_support(self):
+        """Test that PyswarmsOptimizer does not support tolerance."""
+        optimizer = optimize.PyswarmsOptimizer()
+        assert optimizer.supports_tol() is False
+
+        with pytest.raises(NotImplementedError):
+            optimizer.set_tol(1e-6)
+
+    def test_tolerance_validation(self):
+        """Test that invalid tolerance values are rejected."""
+        optimizer = optimize.ScipyOptimizer()
+
+        # Test that positive values work
+        optimizer.set_tol(1e-6)
+        assert optimizer.tol == 1e-6
+
+    def test_tolerance_validation_options_based(self):
+        """Test tolerance validation for options-based optimizers."""
+        optimizer = optimize.IpoptOptimizer()
+
+        # Test that positive values work
+        optimizer.set_tol(1e-7)
+        assert optimizer.options["tol"] == 1e-7