/* 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 #include #include #include #include "nlopt-util.h" /* utility routines to implement the various stopping criteria */ static double sc(double x, double smin, double smax) { return smin + x * (smax - smin); } static double vector_norm(unsigned n, const double *vec, const double *w, const double *scale_min, const double *scale_max) { unsigned i; double ret = 0; if (scale_min && scale_max) { if (w) for (i = 0; i < n; i++) ret += w[i] * fabs(sc(vec[i], scale_min[i], scale_max[i])); else for (i = 0; i < n; i++) ret += fabs(sc(vec[i], scale_min[i], scale_max[i])); } else { if (w) for (i = 0; i < n; i++) ret += w[i] * fabs(vec[i]); else for (i = 0; i < n; i++) ret += fabs(vec[i]); } return ret; } static double diff_norm(unsigned n, const double *x, const double *oldx, const double *w, const double *scale_min, const double *scale_max) { unsigned i; double ret = 0; if (scale_min && scale_max) { if (w) for (i = 0; i < n; i++) ret += w[i] * fabs(sc(x[i], scale_min[i], scale_max[i]) - sc(oldx[i], scale_min[i], scale_max[i])); else for (i = 0; i < n; i++) ret += fabs(sc(x[i], scale_min[i], scale_max[i]) - sc(oldx[i], scale_min[i], scale_max[i])); } else { if (w) for (i = 0; i < n; i++) ret += w[i] * fabs(x[i] - oldx[i]); else for (i = 0; i < n; i++) ret += fabs(x[i] - oldx[i]); } return ret; } static int relstop(double vold, double vnew, double reltol, double abstol) { if (nlopt_isinf(vold)) return 0; return (fabs(vnew - vold) < abstol || fabs(vnew - vold) < reltol * (fabs(vnew) + fabs(vold)) * 0.5 || (reltol > 0 && vnew == vold)); /* catch vnew == vold == 0 */ } int nlopt_stop_ftol(const nlopt_stopping * s, double f, double oldf) { return (relstop(oldf, f, s->ftol_rel, s->ftol_abs)); } int nlopt_stop_f(const nlopt_stopping * s, double f, double oldf) { return (f <= s->minf_max || nlopt_stop_ftol(s, f, oldf)); } int nlopt_stop_x(const nlopt_stopping * s, const double *x, const double *oldx) { unsigned i; if (diff_norm(s->n, x, oldx, s->x_weights, NULL, NULL) < s->xtol_rel * vector_norm(s->n, x, s->x_weights, NULL, NULL)) return 1; if (!s->xtol_abs) return 0; for (i = 0; i < s->n; ++i) if (fabs(x[i] - oldx[i]) >= s->xtol_abs[i]) return 0; return 1; } int nlopt_stop_dx(const nlopt_stopping * s, const double *x, const double *dx) { unsigned i; if (vector_norm(s->n, dx, s->x_weights, NULL, NULL) < s->xtol_rel * vector_norm(s->n, x, s->x_weights, NULL, NULL)) return 1; if (!s->xtol_abs) return 0; for (i = 0; i < s->n; ++i) if (fabs(dx[i]) >= s->xtol_abs[i]) return 0; return 1; } /* some of the algorithms rescale x to a unit hypercube, so we need to scale back before we can compare to the tolerances */ int nlopt_stop_xs(const nlopt_stopping * s, const double *xs, const double *oldxs, const double *scale_min, const double *scale_max) { unsigned i; if (diff_norm(s->n, xs, oldxs, s->x_weights, scale_min, scale_max) < s->xtol_rel * vector_norm(s->n, xs, s->x_weights, scale_min, scale_max)) return 1; if (!s->xtol_abs) return 0; for (i = 0; i < s->n; ++i) if (fabs(sc(xs[i], scale_min[i], scale_max[i]) - sc(oldxs[i], scale_min[i], scale_max[i])) >= s->xtol_abs[i]) return 0; return 1; } int nlopt_stop_evals(const nlopt_stopping * s) { return (s->maxeval > 0 && *(s->nevals_p) >= s->maxeval); } int nlopt_stop_time_(double start, double maxtime) { return (maxtime > 0 && nlopt_seconds() - start >= maxtime); } int nlopt_stop_time(const nlopt_stopping * s) { return nlopt_stop_time_(s->start, s->maxtime); } int nlopt_stop_evalstime(const nlopt_stopping * stop) { return nlopt_stop_evals(stop) || nlopt_stop_time(stop); } int nlopt_stop_forced(const nlopt_stopping * stop) { return stop->force_stop && *(stop->force_stop); } unsigned nlopt_count_constraints(unsigned p, const nlopt_constraint * c) { unsigned i, count = 0; for (i = 0; i < p; ++i) count += c[i].m; return count; } unsigned nlopt_max_constraint_dim(unsigned p, const nlopt_constraint * c) { unsigned i, max_dim = 0; for (i = 0; i < p; ++i) if (c[i].m > max_dim) max_dim = c[i].m; return max_dim; } void nlopt_eval_constraint(double *result, double *grad, const nlopt_constraint * c, unsigned n, const double *x) { if (c->f) result[0] = c->f(n, x, grad, c->f_data); else c->mf(c->m, result, n, x, grad, c->f_data); } char *nlopt_vsprintf(char *p, const char *format, va_list ap) { size_t len = strlen(format) + 128; int ret; p = (char *) realloc(p, len); if (!p) abort(); /* TODO: check HAVE_VSNPRINTF, and fallback to vsprintf otherwise */ while ((ret = vsnprintf(p, len, format, ap)) < 0 || (size_t) ret >= len) { /* C99 vsnprintf returns the required number of bytes (excluding \0) if the buffer is too small; older versions (e.g. MS) return -1 */ len = ret >= 0 ? (size_t) (ret + 1) : (len * 3) >> 1; p = (char *) realloc(p, len); if (!p) abort(); } return p; } void nlopt_stop_msg(const nlopt_stopping * s, const char *format, ...) { va_list ap; if (s->stop_msg) { va_start(ap, format); *(s->stop_msg) = nlopt_vsprintf(*(s->stop_msg), format, ap); va_end(ap); } } /*************************************************************************/ int nlopt_isinf(double x) { return (fabs(x) >= HUGE_VAL * 0.99) #if defined(HAVE_ISINF) || isinf(x) #else || (!nlopt_isnan(x) && nlopt_isnan(x - x)) #endif ; } int nlopt_isfinite(double x) { return (fabs(x) <= DBL_MAX) #if defined(HAVE_ISFINITE) || isfinite(x) #elif defined(_WIN32) || _finite(x) #endif ; } int nlopt_istiny(double x) { if (x == 0.0) return 1; else { #if defined(HAVE_FPCLASSIFY) return fpclassify(x) == FP_SUBNORMAL; #elif defined(_WIN32) int c = _fpclass(x); return c == _FPCLASS_ND || c == _FPCLASS_PD; #else return fabs(x) < 2.2250738585072014e-308; /* assume IEEE 754 double */ #endif } } int nlopt_isnan(double x) { #if defined(HAVE_ISNAN) return isnan(x); #elif defined(_WIN32) return _isnan(x); #else return (x != x); /* might fail with aggressive optimization */ #endif }