From: stevenj <stevenj@alum.mit.edu>
Date: Tue, 17 Nov 2009 20:49:52 +0000 (-0500)
Subject: detect singular case in BOBYQA
X-Git-Url: http://www.chiark.greenend.org.uk/ucgi/~ianmdlvl/git?a=commitdiff_plain;h=ed0eaab9534d43f6f8254f4c771d1d509b30069c;p=nlopt.git

detect singular case in BOBYQA

darcs-hash:20091117204952-c8de0-431f828a31642f18f4394f438e3bdb94128288ac.gz
---

diff --git a/bobyqa/bobyqa.c b/bobyqa/bobyqa.c
index f341333..51f5ddb 100644
--- a/bobyqa/bobyqa.c
+++ b/bobyqa/bobyqa.c
@@ -2747,6 +2747,12 @@ L360:
 /* L500: */
 	    suma += zmat[knew + jj * zmat_dim1] * zmat[k + jj * zmat_dim1];
 	}
+	if (nlopt_isinf(suma)) {
+	  /* SGJ: detect singularity here (happend if we run
+	     for too many iterations) ... is there another way to recover? */
+	  rc = NLOPT_ROUNDOFF_LIMITED;
+	  goto L720;
+	}
 	sumb = zero;
 	i__2 = *n;
 	for (j = 1; j <= i__2; ++j) {
diff --git a/test/testopt.cpp b/test/testopt.cpp
index 18a5a1e..4d73c01 100644
--- a/test/testopt.cpp
+++ b/test/testopt.cpp
@@ -210,8 +210,11 @@ static int test_function(int ifunc)
     printf("Minimum at x = [");
     for (i = 0; i < func.n; ++i) printf(" %g", x[i]);
     printf("]\n");
-    printf("|f - minf| = %g, |f - minf| / |minf| = %e\n",
-	   fabs(minf - func.minf), fabs(minf - func.minf) / fabs(func.minf));
+    if (func.minf == 0)
+      printf("|f - minf| = %g\n", fabs(minf - func.minf));
+    else
+      printf("|f - minf| = %g, |f - minf| / |minf| = %e\n",
+	     fabs(minf - func.minf), fabs(minf - func.minf) / fabs(func.minf));
     total_err += fabs(minf - func.minf);
     if (fabs(minf - func.minf) > max_err)
       max_err = fabs(minf - func.minf);