Don't re-create the cache in every iteration of Fminbox as it calls the objective too often

[pkofod]

#704

[codecov]

Codecov Report

Merging #850 into master will increase coverage by 0.03%.
The diff coverage is 87.12%.

@@            Coverage Diff             @@
##           master     #850      +/-   ##
==========================================
+ Coverage   81.59%   81.62%   +0.03%     
==========================================
  Files          43       43              
  Lines        2701     2749      +48     
==========================================
+ Hits         2204     2244      +40     
- Misses        497      505       +8     

Impacted Files	Coverage Δ
src/types.jl	44.70% <ø> (-1.18%)	⬇️
src/multivariate/solvers/first_order/bfgs.jl	92.98% <66.66%> (-4.85%)	⬇️
src/multivariate/solvers/constrained/fminbox.jl	72.92% <87.67%> (-0.03%)	⬇️
src/multivariate/optimize/optimize.jl	87.27% <100.00%> (+0.23%)	⬆️
src/multivariate/solvers/first_order/cg.jl	100.00% <100.00%> (ø)
...ltivariate/solvers/first_order/gradient_descent.jl	100.00% <100.00%> (ø)
src/multivariate/solvers/first_order/l_bfgs.jl	100.00% <100.00%> (+1.58%)	⬆️
...ultivariate/solvers/zeroth_order/particle_swarm.jl	98.70% <0.00%> (-0.44%)	⬇️
src/multivariate/solvers/constrained/samin.jl	77.92% <0.00%> (+1.29%)	⬆️
... and 1 more

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[neoabs]

I have it to:

My code is:
results = optimize(prices -> objective_function(prices, mdl, method_cube), lower, upper, mdl.Prices , Fminbox(NelderMead() ) )
mdl is a mutable struct method_cube is a string. Using standard simplex.

[pkofod]

Is that with this branch? That picture looks identical to the other one you posted @neoabs

[neoabs]

@pkofod you are correct, I misunderstood you.

I ll try new branch tomorrow and get back to you.

[pkofod]

Oh no worries, I was just confused if you had run it again and gotten the same thing or if this was the same run. They looked identical which makes sense given that they are identical :)

[pkofod]

Please report back if you still see issues after the new version is tagged.

[neoabs]

ERROR: LoadError: type BarrierWrapper has no field f_calls Stacktrace: [1] getproperty(::Optim.BarrierWrapper{OnceDifferentiable{Float64,Array{Float64,1},Array{Float64,1}},Optim.BoxBarrier{Array{Float64,1},Array{Float64,1}},Float64,Float64,Array{Float64,1}}, ::Symbol) at ./Base.jl:33 [2] value!!(::Optim.BarrierWrapper{OnceDifferentiable{Float64,Array{Float64,1},Array{Float64,1}},Optim.BoxBarrier{Array{Float64,1},Array{Float64,1}},Float64,Float64,Array{Float64,1}}, ::Array{Float64,1}) at /home/szpieg/.julia/packages/NLSolversBase/5oIMo/src/interface.jl:7 [3] initial_state(::NelderMead{Optim.AffineSimplexer,Optim.AdaptiveParameters}, ::Optim.Options{Float64,Nothing}, ::Optim.BarrierWrapper{OnceDifferentiable{Float64,Array{Float64,1},Array{Float64,1}},Optim.BoxBarrier{Array{Float64,1},Array{Float64,1}},Float64,Float64,Array{Float64,1}}, ::Array{Float64,1}) at /home/szpieg/.julia/packages/Optim/KE5Mt/src/multivariate/solvers/zeroth_order/nelder_mead.jl:158 [4] optimize(::OnceDifferentiable{Float64,Array{Float64,1},Array{Float64,1}}, ::Array{Float64,1}, ::Array{Float64,1}, ::Array{Float64,1}, ::Fminbox{NelderMead{Optim.AffineSimplexer,Optim.AdaptiveParameters},Float64,Optim.var"#45#47"}, ::Optim.Options{Float64,Nothing}) at /home/szpieg/.julia/packages/Optim/KE5Mt/src/multivariate/solvers/constrained/fminbox.jl:307 [5] optimize(::Function, ::Array{Float64,1}, ::Array{Float64,1}, ::Array{Float64,1}, ::Fminbox{NelderMead{Optim.AffineSimplexer,Optim.AdaptiveParameters},Float64,Optim.var"#45#47"}, ::Optim.Options{Float64,Nothing}; inplace::Bool, autodiff::Symbol) at /home/szpieg/.julia/packages/Optim/KE5Mt/src/multivariate/solvers/constrained/fminbox.jl:254 [6] optimize(::Function, ::Array{Float64,1}, ::Array{Float64,1}, ::Array{Float64,1}, ::Fminbox{NelderMead{Optim.AffineSimplexer,Optim.AdaptiveParameters},Float64,Optim.var"#45#47"}, ::Optim.Options{Float64,Nothing}) at /home/szpieg/.julia/packages/Optim/KE5Mt/src/multivariate/solvers/constrained/fminbox.jl:253 (repeats 2 times) [7] hans_solver(::ModelInit{Float64}, ::Array{Float64,1}, ::Array{Float64,1}; method_cube::String) at /home/szpieg/Julia/grant/HANS/HANS_solver/solver/solver.base.jl:7 [8] hans_solver(::ModelInit{Float64}, ::Array{Float64,1}, ::Array{Float64,1}) at /home/szpieg/Julia/grant/HANS/HANS_solver/solver/solver.base.jl:5 (repeats 2 times) [9] top-level scope at /home/szpieg/Julia/grant/HANS/HANS_solver/mymodel.jl:19 in expression starting at /home/szpieg/Julia/grant/HANS/HANS_solver/mymodel.jl:19

same code as above. I updated packages prior to that. Am I doing something wrong or is there some other issue?