/* Copyright (c) 2007-2014 Massachusetts Institute of Technology * * Permission is hereby granted, free of charge, to any person obtaining * a copy of this software and associated documentation files (the * "Software"), to deal in the Software without restriction, including * without limitation the rights to use, copy, modify, merge, publish, * distribute, sublicense, and/or sell copies of the Software, and to * permit persons to whom the Software is furnished to do so, subject to * the following conditions: * * The above copyright notice and this permission notice shall be * included in all copies or substantial portions of the Software. * * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, * EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF * MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND * NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE * LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION * OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION * WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. */ #include #include "nlopt-util.h" /* Return a new array of length n (> 0) that gives a rescaling factor for each dimension, or NULL if out of memory, with dx being the array of nonzero initial steps in each dimension. */ double *nlopt_compute_rescaling(unsigned n, const double *dx) { double *s = (double *) malloc(sizeof(double) * n); unsigned i; if (!s) return NULL; for (i = 0; i < n; ++i) s[i] = 1.0; /* default: no rescaling */ if (n == 1) return s; for (i = 1; i < n && dx[i] == dx[i - 1]; ++i); if (i < n) { /* unequal initial steps, rescale to make equal to dx[0] */ for (i = 1; i < n; ++i) s[i] = dx[i] / dx[0]; } return s; } void nlopt_rescale(unsigned n, const double *s, const double *x, double *xs) { unsigned i; if (!s) { for (i = 0; i < n; ++i) xs[i] = x[i]; } else { for (i = 0; i < n; ++i) xs[i] = x[i] / s[i]; } } void nlopt_unscale(unsigned n, const double *s, const double *x, double *xs) { unsigned i; if (!s) { for (i = 0; i < n; ++i) xs[i] = x[i]; } else { for (i = 0; i < n; ++i) xs[i] = x[i] * s[i]; } } /* return a new array of length n equal to the original array x divided by the scale factors s, or NULL on a memory error */ double *nlopt_new_rescaled(unsigned n, const double *s, const double *x) { double *xs = (double *) malloc(sizeof(double) * n); if (!xs) return NULL; nlopt_rescale(n, s, x, xs); return xs; } /* since rescaling can flip the signs of the x components and the bounds, we may have to re-order the bounds in order to ensure that they remain in the correct order */ void nlopt_reorder_bounds(unsigned n, double *lb, double *ub) { unsigned i; for (i = 0; i < n; ++i) if (lb[i] > ub[i]) { double t = lb[i]; lb[i] = ub[i]; ub[i] = t; } }