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 <math.h>
24 #include "nlopt-util.h"
25
26 /* utility routines to implement the various stopping criteria */
27
relstop(double vold,double vnew,double reltol,double abstol)28 static int relstop(double vold, double vnew, double reltol, double abstol)
29 {
30 if (nlopt_isinf(vold)) return 0;
31 return(fabs(vnew - vold) < abstol
32 || fabs(vnew - vold) < reltol * (fabs(vnew) + fabs(vold)) * 0.5
33 || (reltol > 0 && vnew == vold)); /* catch vnew == vold == 0 */
34 }
35
nlopt_stop_ftol(const nlopt_stopping * s,double f,double oldf)36 int nlopt_stop_ftol(const nlopt_stopping *s, double f, double oldf)
37 {
38 return (relstop(oldf, f, s->ftol_rel, s->ftol_abs));
39 }
40
nlopt_stop_f(const nlopt_stopping * s,double f,double oldf)41 int nlopt_stop_f(const nlopt_stopping *s, double f, double oldf)
42 {
43 return (f <= s->minf_max || nlopt_stop_ftol(s, f, oldf));
44 }
45
nlopt_stop_x(const nlopt_stopping * s,const double * x,const double * oldx)46 int nlopt_stop_x(const nlopt_stopping *s, const double *x, const double *oldx)
47 {
48 unsigned i;
49 for (i = 0; i < s->n; ++i)
50 if (!relstop(oldx[i], x[i], s->xtol_rel, s->xtol_abs[i]))
51 return 0;
52 return 1;
53 }
54
nlopt_stop_dx(const nlopt_stopping * s,const double * x,const double * dx)55 int nlopt_stop_dx(const nlopt_stopping *s, const double *x, const double *dx)
56 {
57 unsigned i;
58 for (i = 0; i < s->n; ++i)
59 if (!relstop(x[i] - dx[i], x[i], s->xtol_rel, s->xtol_abs[i]))
60 return 0;
61 return 1;
62 }
63
sc(double x,double smin,double smax)64 static double sc(double x, double smin, double smax)
65 {
66 return smin + x * (smax - smin);
67 }
68
69 /* some of the algorithms rescale x to a unit hypercube, so we need to
70 scale back before we can compare to the tolerances */
nlopt_stop_xs(const nlopt_stopping * s,const double * xs,const double * oldxs,const double * scale_min,const double * scale_max)71 int nlopt_stop_xs(const nlopt_stopping *s,
72 const double *xs, const double *oldxs,
73 const double *scale_min, const double *scale_max)
74 {
75 unsigned i;
76 for (i = 0; i < s->n; ++i)
77 if (relstop(sc(oldxs[i], scale_min[i], scale_max[i]),
78 sc(xs[i], scale_min[i], scale_max[i]),
79 s->xtol_rel, s->xtol_abs[i]))
80 return 1;
81 return 0;
82 }
83
nlopt_stop_evals(const nlopt_stopping * s)84 int nlopt_stop_evals(const nlopt_stopping *s)
85 {
86 return (s->maxeval > 0 && s->nevals >= s->maxeval);
87 }
88
nlopt_stop_time_(double start,double maxtime)89 int nlopt_stop_time_(double start, double maxtime)
90 {
91 return (maxtime > 0 && nlopt_seconds() - start >= maxtime);
92 }
93
nlopt_stop_time(const nlopt_stopping * s)94 int nlopt_stop_time(const nlopt_stopping *s)
95 {
96 return nlopt_stop_time_(s->start, s->maxtime);
97 }
98
nlopt_stop_evalstime(const nlopt_stopping * stop)99 int nlopt_stop_evalstime(const nlopt_stopping *stop)
100 {
101 return nlopt_stop_evals(stop) || nlopt_stop_time(stop);
102 }
103
nlopt_stop_forced(const nlopt_stopping * stop)104 int nlopt_stop_forced(const nlopt_stopping *stop)
105 {
106 return stop->force_stop && *(stop->force_stop);
107 }
108
nlopt_count_constraints(unsigned p,const nlopt_constraint * c)109 unsigned nlopt_count_constraints(unsigned p, const nlopt_constraint *c)
110 {
111 unsigned i, count = 0;
112 for (i = 0; i < p; ++i)
113 count += c[i].m;
114 return count;
115 }
116
nlopt_max_constraint_dim(unsigned p,const nlopt_constraint * c)117 unsigned nlopt_max_constraint_dim(unsigned p, const nlopt_constraint *c)
118 {
119 unsigned i, max_dim = 0;
120 for (i = 0; i < p; ++i)
121 if (c[i].m > max_dim)
122 max_dim = c[i].m;
123 return max_dim;
124 }
125
nlopt_eval_constraint(double * result,double * grad,const nlopt_constraint * c,unsigned n,const double * x)126 void nlopt_eval_constraint(double *result, double *grad,
127 const nlopt_constraint *c,
128 unsigned n, const double *x)
129 {
130 if (c->f)
131 result[0] = c->f(n, x, grad, c->f_data);
132 else
133 c->mf(c->m, result, n, x, grad, c->f_data);
134 }
135