Remove chk from optimize to allow failures to return to the user

src/NLopt.jl

@@ -890,8 +890,17 @@ function optimize!(o::Opt, x::Vector{Cdouble})
         x,
         opt_f,
     )
-    chk(o, ret)
-    return (opt_f[1], x, Symbol(ret))
+    # We do not need to check the value of `ret`, except if it is a FORCED_STOP
+    # with a Julia-related exception from a callback
+    if ret == FORCED_STOP
+        global nlopt_exception
+        e = nlopt_exception
+        nlopt_exception = nothing
+        if e !== nothing && !(e isa ForcedStop)
+            throw(e)
+        end
+    end
+    return opt_f[1], x, Symbol(ret)
 end
 
 function optimize(o::Opt, x::AbstractVector{<:Real})

test/C_API.jl

@@ -181,6 +181,33 @@ function test_tutorial()
     return
 end
 
+# It's not obvious why this test returns FAILURE. If it breaks in future, look
+# for something else.
+function test_return_FAILURE_from_optimize()
+    function objective_fn(x, grad)
+        if length(grad) > 0
+            grad[1] = -2 * (1 - x[1]) - 400 * x[1] * (x[2] - x[1]^2)
+            grad[2] = 200 * (x[2] - x[1]^2)
+        end
+        return (1 - x[1])^2 + 100 * (x[2] - x[1]^2)^2
+    end
+    function eq_constraint_fn(h, x, J)
+        if length(J) > 0
+            J[1, 1] = 2x[1]
+            J[2, 1] = 2x[2]
+        end
+        h[1] = x[1]^2 + x[2]^2 - 1.0
+        return
+    end
+    opt = Opt(:AUGLAG, 2)
+    opt.local_optimizer = Opt(:LD_LBFGS, 2)
+    opt.min_objective = objective_fn
+    equality_constraint!(opt, eq_constraint_fn, [1e-8])
+    _, _, ret = optimize(opt, [0.5, 0.5])
+    @test ret == :FAILURE
+    return
+end
+
 end  # module
 
 TestCAPI.runtests()