implemented a couple more division strategies
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bug fix in Gablonsky measure for cdirect
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added option to StoGO (currently disabled) to use NLopt LBFGS for local minimization instead of StoGO's version
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add initial re-implementation of DIRECT (still too slow because convex hull is re-created from scratch each iter)
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use HUGE_VAL instead of 1e6 for "infinity" in DIRECT
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added simple convex test function
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some rearrangement to allow us to swap in a different local optimizer
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use nlopt_stopping in StoGO (currently only for maxevals and maxtime)
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prevent StoGO from redundant function evaluations
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recenter coords so that starting guess is utilized by global routines
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support both randomized and deterministic versions of StoGO
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bug fix in stogo - rm uninitialized read (doesn't change results since result wasn't used, but still...)
darcs-hash:
20070825034229-c8de0-
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transpose [*][maxfuncs] arrays to [maxfuncs][*], so that we can grow them dynamically using realloc in the future
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remove hard-coded limit on number of dimensions from DIRECT
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clearer constants (but still hard-coded, ugh)
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label maxfunc and maxdeep clearly
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supported more stopping criteria in subplex (still a little too pessimistic)
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added common random-number generation and timer utilities
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support for bound constraints in NLOPT_LOCAL_SUBPLEX
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support both Jones and Gablonsky direct variants
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got MIT-license permission from K. Madsen, author of StooGO
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include copies of (unpublished) paper and technical report graciously sent to me by K. Madsen
darcs-hash:
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added test program and some test objectives
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autoconfiscated, and got to compile
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