1 /* Copyright (c) 2007-2014 Massachusetts Institute of Technology
2 *
3 * Permission is hereby granted, free of charge, to any person obtaining
4 * a copy of this software and associated documentation files (the
5 * "Software"), to deal in the Software without restriction, including
6 * without limitation the rights to use, copy, modify, merge, publish,
7 * distribute, sublicense, and/or sell copies of the Software, and to
8 * permit persons to whom the Software is furnished to do so, subject to
9 * the following conditions:
10 *
11 * The above copyright notice and this permission notice shall be
12 * included in all copies or substantial portions of the Software.
13 *
14 * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
15 * EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
16 * MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
17 * NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
18 * LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
19 * OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
20 * WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
21 */
22
23 #include <stdlib.h>
24 #include "nlopt-util.h"
25
26 /* Return a new array of length n (> 0) that gives a rescaling factor
27 for each dimension, or NULL if out of memory, with dx being the
28 array of nonzero initial steps in each dimension. */
nlopt_compute_rescaling(unsigned n,const double * dx)29 double *nlopt_compute_rescaling(unsigned n, const double *dx)
30 {
31 double *s = (double *) malloc(sizeof(double) * n);
32 unsigned i;
33
34 if (!s) return NULL;
35 for (i = 0; i < n; ++i) s[i] = 1.0; /* default: no rescaling */
36 if (n == 1) return s;
37
38 for (i = 1; i < n && dx[i] == dx[i-1]; ++i) ;
39 if (i < n) { /* unequal initial steps, rescale to make equal to dx[0] */
40 for (i = 1; i < n; ++i)
41 s[i] = dx[i] / dx[0];
42 }
43 return s;
44 }
45
nlopt_rescale(unsigned n,const double * s,const double * x,double * xs)46 void nlopt_rescale(unsigned n, const double *s, const double *x, double *xs)
47 {
48 unsigned i;
49 if (!s) { for (i = 0; i < n;++i) xs[i] = x[i]; }
50 else { for (i = 0; i < n;++i) xs[i] = x[i] / s[i]; }
51 }
52
nlopt_unscale(unsigned n,const double * s,const double * x,double * xs)53 void nlopt_unscale(unsigned n, const double *s, const double *x, double *xs)
54 {
55 unsigned i;
56 if (!s) { for (i = 0; i < n;++i) xs[i] = x[i]; }
57 else { for (i = 0; i < n;++i) xs[i] = x[i] * s[i]; }
58 }
59
60 /* return a new array of length n equal to the original array
61 x divided by the scale factors s, or NULL on a memory error */
nlopt_new_rescaled(unsigned n,const double * s,const double * x)62 double *nlopt_new_rescaled(unsigned n, const double *s, const double *x)
63 {
64 double *xs = (double *) malloc(sizeof(double) * n);
65 if (!xs) return NULL;
66 nlopt_rescale(n, s, x, xs);
67 return xs;
68 }
69
70 /* since rescaling can flip the signs of the x components and the bounds,
71 we may have to re-order the bounds in order to ensure that they
72 remain in the correct order */
nlopt_reorder_bounds(unsigned n,double * lb,double * ub)73 void nlopt_reorder_bounds(unsigned n, double *lb, double *ub)
74 {
75 unsigned i;
76 for (i = 0; i < n; ++i)
77 if (lb[i] > ub[i]) {
78 double t = lb[i];
79 lb[i] = ub[i];
80 ub[i] = t;
81 }
82 }
83