allow BOBYQA and COBYLA to use unequal initial step sizes in different dimensions...

[nlopt.git] / api / optimize.c

diff --git a/api/optimize.c b/api/optimize.c
index 6221b2474807139875bccf386a73f6f3fad8b31e..ef9402ab18da8049f62b93a42cbf5511fc5c475c 100644 (file)
--- a/api/optimize.c
+++ b/api/optimize.c
@@ -426,21 +426,27 @@ static nlopt_result nlopt_optimize_(nlopt_opt opt, double *x, double *minf)
              nlopt_set_maxeval(dual_opt, LO(maxeval, 100000));
 #undef LO
 
-             ret = mma_minimize(ni, f, f_data, (int) (opt->m), opt->fc,
+             ret = mma_minimize(n, f, f_data, opt->m, opt->fc,
                                 lb, ub, x, minf, &stop, dual_opt);
              nlopt_destroy(dual_opt);
              return ret;
         }
 
         case NLOPT_LN_COBYLA: {
-             double step;
-             if (initial_step(opt, x, &step) != NLOPT_SUCCESS)
-                  return NLOPT_OUT_OF_MEMORY;
-             return cobyla_minimize(ni, f, f_data, 
+             nlopt_result ret;
+             int freedx = 0;
+             if (!opt->dx) {
+                  freedx = 1;
+                  if (nlopt_set_default_initial_step(opt, x) != NLOPT_SUCCESS)
+                       return NLOPT_OUT_OF_MEMORY;
+             }
+             return cobyla_minimize(n, f, f_data, 
                                     opt->m, opt->fc,
                                     opt->p, opt->h,
                                     lb, ub, x, minf, &stop,
-                                    step);
+                                    opt->dx);
+             if (freedx) { free(opt->dx); opt->dx = NULL; }
+             return ret;
         }
                                     
         case NLOPT_LN_NEWUOA: {
@@ -460,11 +466,17 @@ static nlopt_result nlopt_optimize_(nlopt_opt opt, double *x, double *minf)
         }
 
         case NLOPT_LN_BOBYQA: {
-             double step;
-             if (initial_step(opt, x, &step) != NLOPT_SUCCESS)
-                  return NLOPT_OUT_OF_MEMORY;
-             return bobyqa(ni, 2*n+1, x, lb, ub, step,
-                           &stop, minf, f_noderiv, opt);
+             nlopt_result ret;
+             int freedx = 0;
+             if (!opt->dx) {
+                  freedx = 1;
+                  if (nlopt_set_default_initial_step(opt, x) != NLOPT_SUCCESS)
+                       return NLOPT_OUT_OF_MEMORY;
+             }
+             ret = bobyqa(ni, 2*n+1, x, lb, ub, opt->dx,
+                          &stop, minf, opt->f, opt->f_data);
+             if (freedx) { free(opt->dx); opt->dx = NULL; }
+             return ret;
         }
 
         case NLOPT_LN_NELDERMEAD: