support forced stops in ORIG_DIRECT

darcs-hash:20100715193406-c8de0-57853932f731ace7580a80e8fdb66cbb6f753cb6.gz

diff --git a/api/optimize.c b/api/optimize.c
index ef9402ab18da8049f62b93a42cbf5511fc5c475c..e52216d6afe8e03eaa8284bcf90cd2155b60f34c 100644 (file)
--- a/api/optimize.c
+++ b/api/optimize.c
@@ -229,6 +229,7 @@ static nlopt_result nlopt_optimize_(nlopt_opt opt, double *x, double *minf)
              dret = direct_optimize(f_direct, opt, ni, lb, ub, x, minf,
                                     stop.maxeval, -1, 0.0, 0.0,
                                     pow(stop.xtol_rel, (double) n), -1.0,
+                                    stop.force_stop,
                                     stop.minf_max, 0.0,
                                     NULL, 
                                     algorithm == NLOPT_GN_ORIG_DIRECT
@@ -254,6 +255,8 @@ static nlopt_result nlopt_optimize_(nlopt_opt opt, double *x, double *minf)
                       return NLOPT_XTOL_REACHED;
                  case DIRECT_OUT_OF_MEMORY:
                       return NLOPT_OUT_OF_MEMORY;
+                 case DIRECT_FORCED_STOP:
+                      return NLOPT_FORCED_STOP;
              }
              break;
         }

diff --git a/direct/DIRect.c b/direct/DIRect.c
index 3e675e897bf41b4a822c3bb2a04eb50fcfe8f605..1bd4bbfa204acf254dcb6229b82a874a7a605898 100644 (file)
--- a/direct/DIRect.c
+++ b/direct/DIRect.c
@@ -44,7 +44,7 @@
 /* |   Lipschitz continues. However, DIRECT has proven to be effective on  | */
 /* |   more complex problems than these.                                   | */
 /* +-----------------------------------------------------------------------+ */
-/* Subroutine */ void direct_direct_(fp fcn, doublereal *x, integer *n, doublereal *eps, doublereal epsabs, integer *maxf, integer *maxt, doublereal *minf, doublereal *l, 
+/* Subroutine */ void direct_direct_(fp fcn, doublereal *x, integer *n, doublereal *eps, doublereal epsabs, integer *maxf, integer *maxt, int *force_stop, doublereal *minf, doublereal *l, 
        doublereal *u, integer *algmethod, integer *ierror, FILE *logfile, 
        doublereal *fglobal, doublereal *fglper, doublereal *volper, 
        doublereal *sigmaper, void *fcn_data)
@@ -405,7 +405,8 @@
     direct_dirinit_(f, fcn, c__, length, &actdeep, point, anchor, &ifree,
            logfile, arrayi, &maxi, list2, w, &x[1], &l[1], &u[1], 
            minf, &minpos, thirds, levels, &MAXFUNC, &MAXDEEP, n, n, &
-           fmax, &ifeasiblef, &iinfesiblef, ierror, fcn_data, jones);
+           fmax, &ifeasiblef, &iinfesiblef, ierror, fcn_data, jones,
+            force_stop);
 /* +-----------------------------------------------------------------------+ */
 /* | Added error checking.                                                 | */
 /* +-----------------------------------------------------------------------+ */
@@ -420,6 +421,7 @@
                 fprintf(logfile, "WARNING: Error occured in routine DIRsamplef..\n");
            goto cleanup;
        }
+       if (*ierror == -102) goto L100;
     }
     numfunc = maxi + 1 + maxi;
     actmaxdeep = 1;
@@ -544,7 +546,11 @@
                            logfile, f, &ifree, &maxi, point, fcn, &x[
                        1], &l[1], minf, &minpos, &u[1], n, &MAXFUNC, &
                        MAXDEEP, &oops, &fmax, &ifeasiblef, &iinfesiblef, 
-                       fcn_data);
+                                  fcn_data, force_stop);
+               if (force_stop && *force_stop) {
+                    *ierror = -102;
+                    goto L100;
+               }
                if (oops > 0) {
                    if (logfile)
                         fprintf(logfile, "WARNING: Error occured in routine DIRsamplef.\n");

diff --git a/direct/DIRserial.c b/direct/DIRserial.c
index 0f7eec81385e7f290567084a5b2f6dda0302b8c2..03dd91d40d31d518deb7ce88e38302f1ae9c3654 100644 (file)
--- a/direct/DIRserial.c
+++ b/direct/DIRserial.c
@@ -20,7 +20,7 @@
        integer *point, fp fcn, doublereal *x, doublereal *l, doublereal *
        minf, integer *minpos, doublereal *u, integer *n, integer *maxfunc, 
        const integer *maxdeep, integer *oops, doublereal *fmax, integer *
-       ifeasiblef, integer *iinfesiblef, void *fcn_data)
+       ifeasiblef, integer *iinfesiblef, void *fcn_data, int *force_stop)
 {
     /* System generated locals */
     integer length_dim1, length_offset, c_dim1, c_offset, i__1, i__2;
@@ -80,8 +80,13 @@
 /* +-----------------------------------------------------------------------+ */
 /* | Call the function.                                                    | */
 /* +-----------------------------------------------------------------------+ */
-       direct_dirinfcn_(fcn, &x[1], &l[1], &u[1], n, &f[(pos << 1) + 1], 
-                        &kret, fcn_data);
+       if (force_stop && *force_stop)  /* skip eval after forced stop */
+            f[(pos << 1) + 1] = *fmax;
+       else
+            direct_dirinfcn_(fcn, &x[1], &l[1], &u[1], n, &f[(pos << 1) + 1], 
+                             &kret, fcn_data);
+       if (force_stop && *force_stop)
+            kret = -1; /* mark as invalid point */
 /* +-----------------------------------------------------------------------+ */
 /* | Remember IF an infeasible point has been found.                       | */
 /* +-----------------------------------------------------------------------+ */
@@ -128,7 +133,7 @@
 /* | Iterate over all evaluated points and see, IF the minimal             | */
 /* | value of the function has changed.  IF this has happEND,               | */
 /* | store the minimal value and its position in the array.                | */
-/* | Attention: Only valied values are checked!!                           | */
+/* | Attention: Only valid values are checked!!                           | */
 /* +-----------------------------------------------------------------------+ */
     i__1 = *maxi + *maxi;
     for (j = 1; j <= i__1; ++j) {

diff --git a/direct/DIRsubrout.c b/direct/DIRsubrout.c
index 4ff5e5dd207e50e2ecfee3e1647812455832e5ef..79b094a3d7797c70a169c8b317d74440c8d9eab6 100644 (file)
--- a/direct/DIRsubrout.c
+++ b/direct/DIRsubrout.c
@@ -1148,7 +1148,7 @@ L50:
        doublereal *thirds, doublereal *levels, integer *maxfunc, const integer *
        maxdeep, integer *n, integer *maxor, doublereal *fmax, integer *
        ifeasiblef, integer *iinfeasible, integer *ierror, void *fcndata,
-                                     integer jones)
+                                     integer jones, int *force_stop)
 {
     /* System generated locals */
     integer c_dim1, c_offset, length_dim1, length_offset, list2_dim1, 
@@ -1242,6 +1242,10 @@ L50:
 /* L20: */
     }
     direct_dirinfcn_(fcn, &x[1], &l[1], &u[1], n, &f[3], &help, fcndata);
+    if (force_stop && *force_stop) {
+        *ierror = -102;
+        return;
+    }
     f[4] = (doublereal) help;
     *iinfeasible = help;
     *fmax = f[3];
@@ -1282,7 +1286,12 @@ L50:
     direct_dirsamplef_(&c__[c_offset], &arrayi[1], &delta, &c__1, &new__, &length[
            length_offset], logfile, &f[3], free, maxi, &point[
            1], fcn, &x[1], &l[1], minf, minpos, &u[1], n, maxfunc, 
-           maxdeep, &oops, fmax, ifeasiblef, iinfeasible, fcndata);
+           maxdeep, &oops, fmax, ifeasiblef, iinfeasible, fcndata,
+           force_stop);
+    if (force_stop && *force_stop) {
+        *ierror = -102;
+        return;
+    }
 /* +-----------------------------------------------------------------------+ */
 /* | JG 01/23/01 Added error checking.                                     | */
 /* +-----------------------------------------------------------------------+ */

diff --git a/direct/direct-internal.h b/direct/direct-internal.h
index 996ca1073caf2bcc12ed3eb2a09bcbb01b1fdbfc..ed3e4dfbfc99f7044d2939698234cf82ae42361e 100644 (file)
--- a/direct/direct-internal.h
+++ b/direct/direct-internal.h
@@ -40,7 +40,7 @@ extern void direct_dirinit_(
      doublereal *thirds, doublereal *levels, integer *maxfunc, const integer *
      maxdeep, integer *n, integer *maxor, doublereal *fmax, integer *
      ifeasiblef, integer *iinfeasible, integer *ierror, void *fcndata,
-     integer jones);
+     integer jones, int *force_stop);
 extern void direct_dirinitlist_(
      integer *anchor, integer *free, integer *
      point, doublereal *f, integer *maxfunc, const integer *maxdeep);
@@ -103,12 +103,12 @@ extern void direct_dirsamplef_(
      integer *point, fp fcn, doublereal *x, doublereal *l, doublereal *
      minf, integer *minpos, doublereal *u, integer *n, integer *maxfunc, 
      const integer *maxdeep, integer *oops, doublereal *fmax, integer *
-     ifeasiblef, integer *iinfesiblef, void *fcn_data);
+     ifeasiblef, integer *iinfesiblef, void *fcn_data, int *force_stop);
 
 /* DIRect.c */
 extern void direct_direct_(
      fp fcn, doublereal *x, integer *n, doublereal *eps, doublereal epsabs,
-     integer *maxf, integer *maxt, doublereal *minf, doublereal *l, 
+     integer *maxf, integer *maxt, int *force_stop, doublereal *minf, doublereal *l, 
      doublereal *u, integer *algmethod, integer *ierror, FILE *logfile, 
      doublereal *fglobal, doublereal *fglper, doublereal *volper, 
      doublereal *sigmaper, void *fcn_data);

diff --git a/direct/direct.h b/direct/direct.h
index f35784389d7a01c3addf6bf24b044099bb1f9815..cd6a1247f84979f45f0941ce9b194652b088bb5a 100644 (file)
--- a/direct/direct.h
+++ b/direct/direct.h
@@ -30,7 +30,8 @@ typedef enum {
      DIRECT_SIGMATOL = 5,
 
      DIRECT_OUT_OF_MEMORY = -100,
-     DIRECT_INVALID_ARGS = -101
+     DIRECT_INVALID_ARGS = -101,
+     DIRECT_FORCED_STOP = -102
 } direct_return_code;
 
 #define DIRECT_UNKNOWN_FGLOBAL (-HUGE_VAL)
@@ -46,6 +47,7 @@ extern direct_return_code direct_optimize(
      int max_feval, int max_iter,
      double magic_eps, double magic_eps_abs,
      double volume_reltol, double sigma_reltol,
+     int *force_stop,
 
      double fglobal,
      double fglobal_reltol,

diff --git a/direct/direct_wrap.c b/direct/direct_wrap.c
index 6e857cd736eb1e83499fbccf1f32391c7fa2b508..330743d566b633e11ad1f6cdb9d3a7cc5f1cfe6e 100644 (file)
--- a/direct/direct_wrap.c
+++ b/direct/direct_wrap.c
@@ -50,6 +50,7 @@ direct_return_code direct_optimize(
      int max_feval, int max_iter,
      double magic_eps, double magic_eps_abs,
      double volume_reltol, double sigma_reltol,
+     int *force_stop,
 
      double fglobal,
      double fglobal_reltol,
@@ -85,7 +86,7 @@ direct_return_code direct_optimize(
      }
      
      direct_direct_(f, x, &dimension, &magic_eps, magic_eps_abs,
-                   &max_feval, &max_iter,
+                   &max_feval, &max_iter, force_stop,
                    minf,
                    l, u,
                    &algmethod,

diff --git a/test/testopt.cpp b/test/testopt.cpp
index 307fddfc781b1ab96de50b39ccf7f401f3d9cc94..107993575cf0a771b19a35b9116ea6875fbdd904 100644 (file)
--- a/test/testopt.cpp
+++ b/test/testopt.cpp
@@ -207,7 +207,8 @@ static int test_function(int ifunc)
                         maxeval, maxtime);
     printf("finished after %g seconds.\n", nlopt_seconds() - start);
     printf("return code %d from nlopt_minimize\n", ret);
-    if (ret < 0 && ret != NLOPT_ROUNDOFF_LIMITED) {
+    if (ret < 0 && ret != NLOPT_ROUNDOFF_LIMITED
+       && ret != NLOPT_FORCED_STOP) {
       fprintf(stderr, "testopt: error in nlopt_minimize\n");
       free(x);
       return 0;
@@ -236,6 +237,7 @@ static int test_function(int ifunc)
     if (val != minf) {
       fprintf(stderr, "Mismatch %g between returned minf=%g and f(x) = %g\n", 
              minf - val, minf, val);
+      free(x);
       return 0;
     }
   }