From: stevenj <stevenj@alum.mit.edu>
Date: Sun, 24 Aug 2008 20:08:20 +0000 (-0400)
Subject: use recursive MMA as fallback in case of problems with dual solution
X-Git-Url: http://www.chiark.greenend.org.uk/ucgi/~ianmdlvl/git?a=commitdiff_plain;h=40135b276c318a2dcfce510e592bb6cdbd4dfb99;p=nlopt.git

use recursive MMA as fallback in case of problems with dual solution

darcs-hash:20080824200820-c8de0-9a6ae641efe8267ea62a60c77a5b5a421733770c.gz
---

diff --git a/mma/mma.c b/mma/mma.c
index 19b9f1b..aae87eb 100644
--- a/mma/mma.c
+++ b/mma/mma.c
@@ -200,11 +200,22 @@ nlopt_result mma_minimize(int n, nlopt_func f, void *f_data,
 
 	       /* solve dual problem */
 	       dd.rho = rho; dd.count = 0;
+	  dual_solution:
 	       reti = nlopt_minimize(
 		    dual_alg, m, dual_func, &dd,
 		    dual_lb, dual_ub, y, &min_dual,
 		    -HUGE_VAL, dual_tolrel,0., 0.,NULL, dual_maxeval,
 		    stop->maxtime - (nlopt_seconds() - stop->start));
+	       if (reti == NLOPT_FAILURE && dual_alg != NLOPT_LD_MMA) {
+		    /* LBFGS etc. converge quickly but are sometimes
+		       very finicky if there are any rounding errors in
+		       the gradient, etcetera; if it fails, try again
+		       with MMA called recursively for the dual */
+		    dual_alg = NLOPT_LD_MMA;
+		    if (mma_verbose)
+			 printf("MMA: switching to recursive MMA for dual\n");
+		    goto dual_solution;
+	       }
 	       if (reti < 0 || reti == NLOPT_MAXTIME_REACHED) {
 		    ret = reti;
 		    goto done;