bug fix in ISRES; it seems to work, albeit worse than CRS2

darcs-hash:20091118061857-c8de0-60c4151d03f119b56a96db1f830c23c06602cee3.gz

diff --git a/isres/isres.c b/isres/isres.c
index e6bf7aa36c01ae0bdedc6b3756669fbe694f9ae7..b9a052dc3f735346d03191736a59a9f494d8535b 100644 (file)
--- a/isres/isres.c
+++ b/isres/isres.c
@@ -212,29 +212,31 @@ nlopt_result isres_minimize(int n, nlopt_func f, void *f_data,
               }
          }
          memcpy(x0, xs, n * sizeof(double));
-         for (k = 0; k+1 < survivors; ++k) { /* differential variation */
-              int rk = irank[k];
-              for (j = 0; j < n; ++j)
-                   xs[rk*n+j] += GAMMA * (x0[j] - xs[(k+1)*n+j]);
-         }
-         /* standard mutation for last survivor and for any
-            survivor components that are now outside the bounds */
-         for (k = 0; k < survivors; ++k) {
+         for (k = 0; k < survivors; ++k) { /* differential variation */
               double taup_rand = taup * nlopt_nrand(0,1);
               int rk = irank[k];
-              for (j = 0; j < n; ++j) if (k == survivors - 1
-                                          || xs[rk*n+j] < lb[j]
-                                          || xs[rk*n+j] > ub[j]) {
-                   double sigmamax = (ub[j] - lb[j]) / sqrt(n);
+              for (j = 0; j < n; ++j) {
                    double xi = xs[rk*n+j];
-                   double sigi = sigmas[rk*n+j];
-                   sigmas[rk*n+j] *= exp(taup_rand + tau*nlopt_nrand(0,1));
-                   if (sigmas[rk*n+j] > sigmamax)
-                        sigmas[rk*n+j] = sigmamax;
-                   do {
-                        xs[rk*n+j] = xi + sigmas[rk*n+j] * nlopt_nrand(0,1);
-                   } while (xs[rk*n+j] < lb[j] || xs[rk*n+j] > ub[j]);
-                   sigmas[rk*n+j] = sigi + ALPHA * (sigmas[rk*n+j] - sigi);
+                   if (k+1 < survivors)
+                        xs[rk*n+j] += GAMMA * (x0[j] - xs[(k+1)*n+j]);
+                   if (k+1 == survivors
+                       || xs[rk*n+j] < lb[j] || xs[rk*n+j] > ub[j]) {
+                        /* standard mutation for last survivor and
+                           for any survivor components that are now
+                           outside the bounds */
+                        double sigmamax = (ub[j] - lb[j]) / sqrt(n);
+                        double sigi = sigmas[rk*n+j];
+                        sigmas[rk*n+j] *= exp(taup_rand 
+                                              + tau*nlopt_nrand(0,1));
+                        if (sigmas[rk*n+j] > sigmamax)
+                             sigmas[rk*n+j] = sigmamax;
+                        do {
+                             xs[rk*n+j] = xi 
+                                  + sigmas[rk*n+j] * nlopt_nrand(0,1);
+                        } while (xs[rk*n+j] < lb[j] || xs[rk*n+j] > ub[j]);
+                        sigmas[rk*n+j] = sigi 
+                             + ALPHA * (sigmas[rk*n+j] - sigi);
+                   }
               }
          }
      }