handle case of negative rescalings (from negative dx) in COBYLA and BOBYQA; thanks...

[nlopt.git] / util / rescale.c

diff --git a/util/rescale.c b/util/rescale.c
index 11f2608e8f9e15020de2f048ff7e78ffd717755c..58004e808791462ecf93e5d14c17f7cc365c96d7 100644 (file)
--- a/util/rescale.c
+++ b/util/rescale.c
@@ -66,3 +66,17 @@ double *nlopt_new_rescaled(unsigned n, const double *s, const double *x)
      nlopt_rescale(n, s, x, xs);
      return xs;
 }
+
+/* since rescaling can flip the signs of the x components and the bounds,
+   we may have to re-order the bounds in order to ensure that they
+   remain in the correct order */
+void nlopt_reorder_bounds(unsigned n, double *lb, double *ub)
+{
+     unsigned i;
+     for (i = 0; i < n; ++i)
+         if (lb[i] > ub[i]) {
+              double t = lb[i];
+              lb[i] = ub[i];
+              ub[i] = t;
+         }
+}