1 /* Copyright (c) 2007-2014 Massachusetts Institute of Technology
3 * Permission is hereby granted, free of charge, to any person obtaining
4 * a copy of this software and associated documentation files (the
5 * "Software"), to deal in the Software without restriction, including
6 * without limitation the rights to use, copy, modify, merge, publish,
7 * distribute, sublicense, and/or sell copies of the Software, and to
8 * permit persons to whom the Software is furnished to do so, subject to
9 * the following conditions:
11 * The above copyright notice and this permission notice shall be
12 * included in all copies or substantial portions of the Software.
14 * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
15 * EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
16 * MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
17 * NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
18 * LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
19 * OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
20 * WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
24 #include "nlopt-util.h"
26 /* Return a new array of length n (> 0) that gives a rescaling factor
27 for each dimension, or NULL if out of memory, with dx being the
28 array of nonzero initial steps in each dimension. */
29 double *nlopt_compute_rescaling(unsigned n, const double *dx)
31 double *s = (double *) malloc(sizeof(double) * n);
36 for (i = 0; i < n; ++i)
37 s[i] = 1.0; /* default: no rescaling */
41 for (i = 1; i < n && dx[i] == dx[i - 1]; ++i);
42 if (i < n) { /* unequal initial steps, rescale to make equal to dx[0] */
43 for (i = 1; i < n; ++i)
49 void nlopt_rescale(unsigned n, const double *s, const double *x, double *xs)
53 for (i = 0; i < n; ++i)
56 for (i = 0; i < n; ++i)
61 void nlopt_unscale(unsigned n, const double *s, const double *x, double *xs)
65 for (i = 0; i < n; ++i)
68 for (i = 0; i < n; ++i)
73 /* return a new array of length n equal to the original array
74 x divided by the scale factors s, or NULL on a memory error */
75 double *nlopt_new_rescaled(unsigned n, const double *s, const double *x)
77 double *xs = (double *) malloc(sizeof(double) * n);
80 nlopt_rescale(n, s, x, xs);
84 /* since rescaling can flip the signs of the x components and the bounds,
85 we may have to re-order the bounds in order to ensure that they
86 remain in the correct order */
87 void nlopt_reorder_bounds(unsigned n, double *lb, double *ub)
90 for (i = 0; i < n; ++i)