1 /* Copyright (c) 2007-2010 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 /* utility routines to implement the various stopping criteria */
28 static int relstop(double vold, double vnew, double reltol, double abstol)
30 if (nlopt_isinf(vold)) return 0;
31 return(fabs(vnew - vold) < abstol
32 || fabs(vnew - vold) < reltol * (fabs(vnew) + fabs(vold)) * 0.5
33 || (reltol > 0 && vnew == vold)); /* catch vnew == vold == 0 */
36 int nlopt_stop_ftol(const nlopt_stopping *s, const double f, double oldf)
38 return (relstop(oldf, f, s->ftol_rel, s->ftol_abs));
41 int nlopt_stop_f(const nlopt_stopping *s, const double f, double oldf)
43 return (f <= s->minf_max || nlopt_stop_ftol(s, f, oldf));
46 int nlopt_stop_x(const nlopt_stopping *s, const double *x, const double *oldx)
49 for (i = 0; i < s->n; ++i)
50 if (!relstop(oldx[i], x[i], s->xtol_rel, s->xtol_abs[i]))
55 int nlopt_stop_dx(const nlopt_stopping *s, const double *x, const double *dx)
58 for (i = 0; i < s->n; ++i)
59 if (!relstop(x[i] - dx[i], x[i], s->xtol_rel, s->xtol_abs[i]))
64 static double sc(double x, double smin, double smax)
66 return smin + x * (smax - smin);
69 /* some of the algorithms rescale x to a unit hypercube, so we need to
70 scale back before we can compare to the tolerances */
71 int nlopt_stop_xs(const nlopt_stopping *s,
72 const double *xs, const double *oldxs,
73 const double *scale_min, const double *scale_max)
76 for (i = 0; i < s->n; ++i)
77 if (relstop(sc(oldxs[i], scale_min[i], scale_max[i]),
78 sc(xs[i], scale_min[i], scale_max[i]),
79 s->xtol_rel, s->xtol_abs[i]))
84 int nlopt_stop_evals(const nlopt_stopping *s)
86 return (s->maxeval > 0 && s->nevals >= s->maxeval);
89 int nlopt_stop_time(const nlopt_stopping *s)
91 return (s->maxtime > 0 && nlopt_seconds() - s->start >= s->maxtime);
94 int nlopt_stop_evalstime(const nlopt_stopping *stop)
96 return nlopt_stop_evals(stop) || nlopt_stop_time(stop);
99 int nlopt_stop_forced(const nlopt_stopping *stop)
101 return stop->force_stop && *(stop->force_stop);
104 unsigned nlopt_count_constraints(unsigned p, const nlopt_constraint *c)
106 unsigned i, count = 0;
107 for (i = 0; i < p; ++i)
112 unsigned nlopt_max_constraint_dim(unsigned p, const nlopt_constraint *c)
114 unsigned i, max_dim = 0;
115 for (i = 0; i < p; ++i)
116 if (c[i].m > max_dim)
121 void nlopt_eval_constraint(double *result, double *grad,
122 const nlopt_constraint *c,
123 unsigned n, const double *x)
126 result[0] = c->f(n, x, grad, c->f_data);
128 c->mf(c->m, result, n, x, grad, c->f_data);