From: stevenj <stevenj@alum.mit.edu>
Date: Tue, 11 Nov 2008 05:57:23 +0000 (-0500)
Subject: fix xtol test in sbplx
X-Git-Url: http://www.chiark.greenend.org.uk/ucgi/~ianmdlvl/git?a=commitdiff_plain;h=416b0fd0d5ca29e2acd696cec26778f6f4527cf0;p=nlopt.git

fix xtol test in sbplx

darcs-hash:20081111055723-c8de0-ccf13dd14cb29b1278db5fdec22ae833c6798530.gz
---

diff --git a/neldermead/sbplx.c b/neldermead/sbplx.c
index cc39941..1d20480 100644
--- a/neldermead/sbplx.c
+++ b/neldermead/sbplx.c
@@ -187,8 +187,19 @@ nlopt_result sbplx_minimize(int n, nlopt_func f, void *f_data,
                goto done;
 	  }
 	  if (nlopt_stop_x(stop, x, xprev)) {
-	       ret = NLOPT_XTOL_REACHED;
-	       goto done;
+	       int j;
+	       /* as explained in Rowan's thesis, it is important
+		  to check |xstep| as well as |x-xprev|, since if
+		  the step size is too large (in early iterations),
+		  the inner Nelder-Mead may not make much progress */
+	       for (j = 0; j < n; ++j)
+		    if (fabs(xstep[j]) * psi > stop->xtol_abs[j]
+			&& fabs(xstep[j]) * psi > stop->xtol_rel * fabs(x[j]))
+			 break;
+	       if (j == n) {
+		    ret = NLOPT_XTOL_REACHED;
+		    goto done;
+	       }
 	  }
 
 	  /* compute change in optimal point */