bug fix in preconditioned CCSA

Ignore-this: fe3491084f60e094c208c260cf908084

darcs-hash:20111116192013-c8de0-b88c5b10cc4ab35d115d18522e1314503bb77e76.gz

diff --git a/mma/ccsa_quadratic.c b/mma/ccsa_quadratic.c
index eb3715b2248bcacb902423b519748872cb9268a2..1c829cea21c9165148dc3463b101825fbc34e5d0 100644 (file)
--- a/mma/ccsa_quadratic.c
+++ b/mma/ccsa_quadratic.c
@@ -173,7 +173,7 @@ static double gfunc(unsigned n, double f, const double *dfdx,
               val += 0.5 * dx[j] * Hdx[j];
          if (grad)
               for (j = 0; j < n; ++j)
-                   grad[j] = Hdx[j];
+                   grad[j] += Hdx[j];
      }
 
      return val;
@@ -289,13 +289,13 @@ nlopt_result ccsa_quadratic_minimize(
               no_precond = no_precond && dd.prec[i] == NULL;
 
      if (!no_precond) {
-         dd.scratch = (double*) malloc(sizeof(double) * (2*n));
+         dd.scratch = (double*) malloc(sizeof(double) * (4*n));
          if (!dd.scratch) {
               free(sigma);
               return NLOPT_OUT_OF_MEMORY;
          }
-         pre_lb = dual_lb;
-         pre_ub = dual_ub;
+         pre_lb = dd.scratch + 2*n;
+         pre_ub = pre_lb + n;
 
          pre_opt = nlopt_create(NLOPT_LD_CCSAQ, n);
          if (!pre_opt) { ret = NLOPT_FAILURE; goto done; }