Add GridSampler test for failed trials (optuna#4721)

tests/samplers_tests/test_grid.py

@@ -14,6 +14,7 @@
 from optuna import samplers
 from optuna.samplers._grid import GridValueType
 from optuna.storages import RetryFailedTrialCallback
+from optuna.testing.objectives import fail_objective
 from optuna.testing.objectives import pruned_objective
 from optuna.testing.storages import StorageSupplier
 from optuna.trial import Trial
@@ -94,6 +95,18 @@ def test_study_optimize_with_pruning() -> None:
     assert len(study.trials) == 2
 
 
+def test_study_optimize_with_fail() -> None:
+    def objective(trial: Trial) -> float:
+        return trial.suggest_int("a", 0, 100)
+
+    # Failed trials should count towards grid consumption.
+    search_space: Dict[str, List[GridValueType]] = {"a": [0, 50]}
+    study = optuna.create_study(sampler=samplers.GridSampler(search_space))
+    study.optimize(fail_objective, n_trials=1, catch=ValueError)
+    study.optimize(objective, n_trials=None)
+    assert len(study.trials) == 2
+
+
 def test_study_optimize_with_numpy_related_search_space() -> None:
     def objective(trial: Trial) -> float:
         a = trial.suggest_float("a", 0, 10)