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.
28 #include "nlopt-util.h"
30 /* utility routines to implement the various stopping criteria */
32 static int relstop(double vold, double vnew, double reltol, double abstol)
34 if (nlopt_isinf(vold)) return 0;
35 return(fabs(vnew - vold) < abstol
36 || fabs(vnew - vold) < reltol * (fabs(vnew) + fabs(vold)) * 0.5
37 || (reltol > 0 && vnew == vold)); /* catch vnew == vold == 0 */
40 int nlopt_stop_ftol(const nlopt_stopping *s, double f, double oldf)
42 return (relstop(oldf, f, s->ftol_rel, s->ftol_abs));
45 int nlopt_stop_f(const nlopt_stopping *s, double f, double oldf)
47 return (f <= s->minf_max || nlopt_stop_ftol(s, f, oldf));
50 int nlopt_stop_x(const nlopt_stopping *s, const double *x, const double *oldx)
53 for (i = 0; i < s->n; ++i)
54 if (!relstop(oldx[i], x[i], s->xtol_rel, s->xtol_abs[i]))
59 int nlopt_stop_dx(const nlopt_stopping *s, const double *x, const double *dx)
62 for (i = 0; i < s->n; ++i)
63 if (!relstop(x[i] - dx[i], x[i], s->xtol_rel, s->xtol_abs[i]))
68 static double sc(double x, double smin, double smax)
70 return smin + x * (smax - smin);
73 /* some of the algorithms rescale x to a unit hypercube, so we need to
74 scale back before we can compare to the tolerances */
75 int nlopt_stop_xs(const nlopt_stopping *s,
76 const double *xs, const double *oldxs,
77 const double *scale_min, const double *scale_max)
80 for (i = 0; i < s->n; ++i)
81 if (relstop(sc(oldxs[i], scale_min[i], scale_max[i]),
82 sc(xs[i], scale_min[i], scale_max[i]),
83 s->xtol_rel, s->xtol_abs[i]))
88 int nlopt_stop_evals(const nlopt_stopping *s)
90 return (s->maxeval > 0 && s->nevals >= s->maxeval);
93 int nlopt_stop_time_(double start, double maxtime)
95 return (maxtime > 0 && nlopt_seconds() - start >= maxtime);
98 int nlopt_stop_time(const nlopt_stopping *s)
100 return nlopt_stop_time_(s->start, s->maxtime);
103 int nlopt_stop_evalstime(const nlopt_stopping *stop)
105 return nlopt_stop_evals(stop) || nlopt_stop_time(stop);
108 int nlopt_stop_forced(const nlopt_stopping *stop)
110 return stop->force_stop && *(stop->force_stop);
113 unsigned nlopt_count_constraints(unsigned p, const nlopt_constraint *c)
115 unsigned i, count = 0;
116 for (i = 0; i < p; ++i)
121 unsigned nlopt_max_constraint_dim(unsigned p, const nlopt_constraint *c)
123 unsigned i, max_dim = 0;
124 for (i = 0; i < p; ++i)
125 if (c[i].m > max_dim)
130 void nlopt_eval_constraint(double *result, double *grad,
131 const nlopt_constraint *c,
132 unsigned n, const double *x)
135 result[0] = c->f(n, x, grad, c->f_data);
137 c->mf(c->m, result, n, x, grad, c->f_data);
140 char *nlopt_vsprintf(char *p, const char *format, va_list ap)
142 size_t len = strlen(format) + 128;
145 p = (char *) realloc(p, len);
148 /* TODO: check HAVE_VSNPRINTF, and fallback to vsprintf otherwise */
149 while ((ret = vsnprintf(p, len, format, ap)) < 0 || (size_t)ret >= len) {
150 /* C99 vsnprintf returns the required number of bytes (excluding \0)
151 if the buffer is too small; older versions (e.g. MS) return -1 */
152 len = ret >= 0 ? (size_t)(ret + 1) : (len*3)>>1;
153 p = (char *) realloc(p, len);
159 void nlopt_stop_msg(const nlopt_stopping *s, const char *format, ...)
163 va_start(ap, format);
164 *(s->stop_msg) = nlopt_vsprintf(*(s->stop_msg), format, ap);
169 /*************************************************************************/
171 int nlopt_isinf(double x)
173 return (fabs(x) >= HUGE_VAL * 0.99)
174 #if defined(HAVE_ISINF)
177 || (!nlopt_isnan(x) && nlopt_isnan(x - x))
182 int nlopt_isfinite(double x)
184 return (fabs(x) <= DBL_MAX)
185 #if defined(HAVE_ISFINITE)
187 #elif defined(_WIN32)
193 int nlopt_istiny(double x)
198 #if defined(HAVE_FPCLASSIFY)
199 return fpclassify(x) == FP_SUBNORMAL;
200 #elif defined(_WIN32)
202 return c == _FPCLASS_ND || c == _FPCLASS_PD;
204 return fabs(x) < 2.2250738585072014e-308; /* assume IEEE 754 double */
209 int nlopt_isnan(double x)
211 #if defined(HAVE_ISNAN)
213 #elif defined(_WIN32)
216 return (x != x); /* might fail with aggressive optimization */