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#include <limits.h>
#include <stdlib.h>
#include <math.h>
#include <string.h>
#include "luksan.h"
#define MAX2(a,b) ((a) > (b) ? (a) : (b))
#define MIN2(a,b) ((a) < (b) ? (a) : (b))
/* Table of constant values */
static double c_b7 = 0.;
/* *********************************************************************** */
/* SUBROUTINE PNET ALL SYSTEMS 01/09/22 */
/* PURPOSE : */
/* GENERAL SUBROUTINE FOR LARGE-SCALE BOX CONSTRAINED MINIMIZATION THAT */
/* USE THE LIMITED MEMORY VARIABLE METRIC METHOD BASED ON THE STRANG */
/* RECURRENCES. */
/* PARAMETERS : */
/* II NF NUMBER OF VARIABLES. */
/* II NB CHOICE OF SIMPLE BOUNDS. NB=0-SIMPLE BOUNDS SUPPRESSED. */
/* NB>0-SIMPLE BOUNDS ACCEPTED. */
/* RI X(NF) VECTOR OF VARIABLES. */
/* II IX(NF) VECTOR CONTAINING TYPES OF BOUNDS. IX(I)=0-VARIABLE */
/* X(I) IS UNBOUNDED. IX(I)=1-LOVER BOUND XL(I).LE.X(I). */
/* IX(I)=2-UPPER BOUND X(I).LE.XU(I). IX(I)=3-TWO SIDE BOUND */
/* XL(I).LE.X(I).LE.XU(I). IX(I)=5-VARIABLE X(I) IS FIXED. */
/* RI XL(NF) VECTOR CONTAINING LOWER BOUNDS FOR VARIABLES. */
/* RI XU(NF) VECTOR CONTAINING UPPER BOUNDS FOR VARIABLES. */
/* RO GF(NF) GRADIENT OF THE OBJECTIVE FUNCTION. */
/* RA GN(NF) OLD GRADIENT OF THE OBJECTIVE FUNCTION. */
/* RO S(NF) DIRECTION VECTOR. */
/* RA XO(NF) ARRAY CONTAINING INCREMENTS OF VARIABLES. */
/* RA GO(NF) ARRAY CONTAINING INCREMENTS OF GRADIENTS. */
/* RA XS(NF) AUXILIARY VECTOR. */
/* RA GS(NF) AUXILIARY VECTOR. */
/* RA XM(NF*MF) ARRAY CONTAINING INCREMENTS OF VARIABLES. */
/* RA GM(NF*MF) ARRAY CONTAINING INCREMENTS OF GRADIENTS. */
/* RA U1(MF) AUXILIARY VECTOR. */
/* RA U2(MF) AUXILIARY VECTOR. */
/* RI XMAX MAXIMUM STEPSIZE. */
/* RI TOLX TOLERANCE FOR CHANGE OF VARIABLES. */
/* RI TOLF TOLERANCE FOR CHANGE OF FUNCTION VALUES. */
/* RI TOLB TOLERANCE FOR THE FUNCTION VALUE. */
/* RI TOLG TOLERANCE FOR THE GRADIENT NORM. */
/* RI MINF_EST ESTIMATION OF THE MINIMUM FUNCTION VALUE. */
/* RO GMAX MAXIMUM PARTIAL DERIVATIVE. */
/* RO F VALUE OF THE OBJECTIVE FUNCTION. */
/* II MIT MAXIMUM NUMBER OF ITERATIONS. */
/* II MFV MAXIMUM NUMBER OF FUNCTION EVALUATIONS. */
/* II MFG MAXIMUM NUMBER OF GRADIENT EVALUATIONS. */
/* II IEST ESTIMATION INDICATOR. IEST=0-MINIMUM IS NOT ESTIMATED. */
/* IEST=1-MINIMUM IS ESTIMATED BY THE VALUE MINF_EST. */
/* II MOS1 CHOICE OF RESTARTS AFTER A CONSTRAINT CHANGE. */
/* MOS1=1-RESTARTS ARE SUPPRESSED. MOS1=2-RESTARTS WITH */
/* STEEPEST DESCENT DIRECTIONS ARE USED. */
/* II MOS1 CHOICE OF DIRECTION VECTORS AFTER RESTARTS. MOS1=1-THE */
/* NEWTON DIRECTIONS ARE USED. MOS1=2-THE STEEPEST DESCENT */
/* DIRECTIONS ARE USED. */
/* II MOS2 CHOICE OF PRECONDITIONING STRATEGY. MOS2=1-PRECONDITIONING */
/* IS NOT USED. MOS2=2-PRECONDITIONING BY THE LIMITED MEMORY */
/* BFGS METHOD IS USED. */
/* II MF THE NUMBER OF LIMITED-MEMORY VARIABLE METRIC UPDATES */
/* IN EACH ITERATION (THEY USE 2*MF STORED VECTORS). */
/* IO ITERM VARIABLE THAT INDICATES THE CAUSE OF TERMINATION. */
/* ITERM=1-IF ABS(X-XO) WAS LESS THAN OR EQUAL TO TOLX IN */
/* MTESX (USUALLY TWO) SUBSEQUEBT ITERATIONS. */
/* ITERM=2-IF ABS(F-FO) WAS LESS THAN OR EQUAL TO TOLF IN */
/* MTESF (USUALLY TWO) SUBSEQUEBT ITERATIONS. */
/* ITERM=3-IF F IS LESS THAN OR EQUAL TO TOLB. */
/* ITERM=4-IF GMAX IS LESS THAN OR EQUAL TO TOLG. */
/* ITERM=6-IF THE TERMINATION CRITERION WAS NOT SATISFIED, */
/* BUT THE SOLUTION OBTAINED IS PROBABLY ACCEPTABLE. */
/* ITERM=11-IF NIT EXCEEDED MIT. ITERM=12-IF NFV EXCEEDED MFV. */
/* ITERM=13-IF NFG EXCEEDED MFG. ITERM<0-IF THE METHOD FAILED. */
/* VARIABLES IN COMMON /STAT/ (STATISTICS) : */
/* IO NRES NUMBER OF RESTARTS. */
/* IO NDEC NUMBER OF MATRIX DECOMPOSITION. */
/* IO NIN NUMBER OF INNER ITERATIONS. */
/* IO NIT NUMBER OF ITERATIONS. */
/* IO NFV NUMBER OF FUNCTION EVALUATIONS. */
/* IO NFG NUMBER OF GRADIENT EVALUATIONS. */
/* IO NFH NUMBER OF HESSIAN EVALUATIONS. */
/* SUBPROGRAMS USED : */
/* S PCBS04 ELIMINATION OF BOX CONSTRAINT VIOLATIONS. */
/* S PS1L01 STEPSIZE SELECTION USING LINE SEARCH. */
/* S PYADC0 ADDITION OF A BOX CONSTRAINT. */
/* S PYFUT1 TEST ON TERMINATION. */
/* S PYRMC0 DELETION OF A BOX CONSTRAINT. */
/* S PYTRCD COMPUTATION OF PROJECTED DIFFERENCES FOR THE VARIABLE METRIC */
/* UPDATE. */
/* S PYTRCG COMPUTATION OF THE PROJECTED GRADIENT. */
/* S PYTRCS COMPUTATION OF THE PROJECTED DIRECTION VECTOR. */
/* S MXDRCB BACKWARD PART OF THE STRANG FORMULA FOR PREMULTIPLICATION */
/* OF THE VECTOR X BY AN IMPLICIT BFGS UPDATE. */
/* S MXDRCF FORWARD PART OF THE STRANG FORMULA FOR PREMULTIPLICATION */
/* OF THE VECTOR X BY AN IMPLICIT BFGS UPDATE. */
/* S MXDRSU SHIFT OF COLUMNS OF THE RECTANGULAR MATRICES A AND B. */
/* SHIFT OF ELEMENTS OF THE VECTOR U. THESE SHIFTS ARE USED IN */
/* THE LIMITED MEMORY BFGS METHOD. */
/* S MXUDIR VECTOR AUGMENTED BY THE SCALED VECTOR. */
/* RF MXUDOT DOT PRODUCT OF TWO VECTORS. */
/* S MXVNEG COPYING OF A VECTOR WITH CHANGE OF THE SIGN. */
/* S MXVCOP COPYING OF A VECTOR. */
/* S MXVSCL SCALING OF A VECTOR. */
/* S MXVSET INITIATINON OF A VECTOR. */
/* S MXVDIF DIFFERENCE OF TWO VECTORS. */
/* EXTERNAL SUBROUTINES : */
/* SE OBJ COMPUTATION OF THE VALUE OF THE OBJECTIVE FUNCTION. */
/* CALLING SEQUENCE: CALL OBJ(NF,X,FF) WHERE NF IS THE NUMBER */
/* OF VARIABLES, X(NF) IS THE VECTOR OF VARIABLES AND FF IS */
/* THE VALUE OF THE OBJECTIVE FUNCTION. */
/* SE DOBJ COMPUTATION OF THE GRADIENT OF THE OBJECTIVE FUNCTION. */
/* CALLING SEQUENCE: CALL DOBJ(NF,X,GF) WHERE NF IS THE NUMBER */
/* OF VARIABLES, X(NF) IS THE VECTOR OF VARIABLES AND GF(NF) */
/* IS THE GRADIENT OF THE OBJECTIVE FUNCTION. */
/* -- OBJ and DOBJ are replaced by a single function, objgrad, in NLopt */
/* METHOD : */
/* LIMITED MEMORY VARIABLE METRIC METHOD BASED ON THE STRANG */
/* RECURRENCES. */
static void pnet_(int *nf, int *nb, double *x, int *
ix, double *xl, double *xu, double *gf, double *gn,
double *s, double *xo, double *go, double *xs,
double *gs, double *xm, double *gm, double *u1,
double *u2, double *xmax, double *tolx, double *tolf,
double *tolb, double *tolg, nlopt_stopping *stop,
double *minf_est, double *
gmax, double *f, int *mit, int *mfv, int *mfg,
int *iest, int *mos1, int *mos2, int *mf,
int *iterm, stat_common *stat_1,
nlopt_func objgrad, void *objgrad_data)
{
/* System generated locals */
int i__1;
double d__1, d__2;
/* Builtin functions */
/* Local variables */
double a, b;
int i__, n;
double p, r__;
int kd, ld;
double fo, fp, po, pp, ro, rp;
int mx, kbf;
double alf;
double par;
int mes, kit;
double rho, eps;
int mmx;
double alf1, alf2, eta0, eta9, par1, par2;
int mes1, mes2, mes3;
double rho1, rho2, eps8, eps9;
int mred, iold, nred;
double maxf, dmax__;
int xstop = 0;
int inew;
double told;
int ites;
double rmin, rmax, umax, tolp, tols;
int isys;
int ires1, ires2;
int iterd, mtesf, ntesf;
double gnorm;
int iters, irest, inits, kters, maxst;
double snorm;
int mtesx, ntesx;
ps1l01_state state;
/* INITIATION */
/* Parameter adjustments */
--u2;
--u1;
--gm;
--xm;
--gs;
--xs;
--go;
--xo;
--s;
--gn;
--gf;
--xu;
--xl;
--ix;
--x;
/* Function Body */
kbf = 0;
if (*nb > 0) {
kbf = 2;
}
stat_1->nres = 0;
stat_1->ndec = 0;
stat_1->nin = 0;
stat_1->nit = 0;
stat_1->nfg = 0;
stat_1->nfh = 0;
isys = 0;
ites = 1;
mtesx = 2;
mtesf = 2;
inits = 2;
*iterm = 0;
iterd = 0;
iters = 2;
kters = 3;
irest = 0;
ires1 = 999;
ires2 = 0;
mred = 10;
mes = 4;
mes1 = 2;
mes2 = 2;
mes3 = 2;
eps = .8;
eta0 = 1e-15;
eta9 = 1e120;
eps8 = 1.;
eps9 = 1e-8;
alf1 = 1e-10;
alf2 = 1e10;
rmax = eta9;
dmax__ = eta9;
maxf = 1e20;
if (*iest <= 0) {
*minf_est = -HUGE_VAL; /* changed from -1e60 by SGJ */
}
if (*iest > 0) {
*iest = 1;
}
if (*xmax <= 0.) {
*xmax = 1e16;
}
if (*tolx <= 0.) {
*tolx = 1e-16;
}
if (*tolf <= 0.) {
*tolf = 1e-14;
}
if (*tolg <= 0.) {
*tolg = 1e-8; /* SGJ: was 1e-6, but this sometimes stops too soon */
}
#if 0
/* removed by SGJ: this check prevented us from using minf_max <= 0,
which doesn't make sense. Instead, if you don't want to have a
lower limit, you should set minf_max = -HUGE_VAL */
if (*tolb <= 0.) {
*tolb = *minf_est + 1e-16;
}
#endif
told = 1e-4;
tols = 1e-4;
tolp = .9;
/* changed by SGJ: default is no limit (INT_MAX) on # iterations/fevals */
if (*mit <= 0) {
*mit = INT_MAX;
}
if (*mfv <= 0) {
*mfv = INT_MAX;
}
if (*mfg <= 0) {
*mfg = INT_MAX;
}
if (*mos1 <= 0) {
*mos1 = 1;
}
if (*mos2 <= 0) {
*mos2 = 1;
}
kd = 1;
ld = -1;
kit = -(ires1 * *nf + ires2);
fo = *minf_est;
/* INITIAL OPERATIONS WITH SIMPLE BOUNDS */
if (kbf > 0) {
i__1 = *nf;
for (i__ = 1; i__ <= i__1; ++i__) {
if ((ix[i__] == 3 || ix[i__] == 4) && xu[i__] <= xl[i__]) {
xu[i__] = xl[i__];
ix[i__] = 5;
} else if (ix[i__] == 5 || ix[i__] == 6) {
xl[i__] = x[i__];
xu[i__] = x[i__];
ix[i__] = 5;
}
/* L2: */
}
luksan_pcbs04__(nf, &x[1], &ix[1], &xl[1], &xu[1], &eps9, &kbf);
luksan_pyadc0__(nf, &n, &x[1], &ix[1], &xl[1], &xu[1], &inew);
}
*f = objgrad(*nf, &x[1], &gf[1], objgrad_data);
++stop->nevals;
++stat_1->nfg;
if (nlopt_stop_time(stop)) { *iterm = 100; goto L11080; }
ld = kd;
L11020:
luksan_pytrcg__(nf, nf, &ix[1], &gf[1], &umax, gmax, &kbf, &iold);
luksan_mxvcop__(nf, &gf[1], &gn[1]);
luksan_pyfut1__(nf, f, &fo, &umax, gmax, xstop, stop, tolg,
&kd, &stat_1->nit, &kit, mit, &stat_1->nfg, mfg, &
ntesx, &mtesx, &ntesf, &mtesf, &ites, &ires1, &ires2, &irest, &
iters, iterm);
if (*iterm != 0) {
goto L11080;
}
if (nlopt_stop_time(stop)) { *iterm = 100; goto L11080; }
if (kbf > 0) {
luksan_pyrmc0__(nf, &n, &ix[1], &gn[1], &eps8, &umax, gmax, &rmax, &
iold, &irest);
if (umax > eps8 * *gmax) {
irest = MAX2(irest,1);
}
}
luksan_mxvcop__(nf, &x[1], &xo[1]);
L11040:
/* DIRECTION DETERMINATION */
if (irest != 0) {
if (kit < stat_1->nit) {
mx = 0;
++stat_1->nres;
kit = stat_1->nit;
} else {
*iterm = -10;
if (iters < 0) {
*iterm = iters - 5;
}
goto L11080;
}
if (*mos1 > 1) {
luksan_mxvneg__(nf, &gn[1], &s[1]);
gnorm = sqrt(luksan_mxudot__(nf, &gn[1], &gn[1], &ix[1], &kbf));
snorm = gnorm;
goto L12560;
}
}
rho1 = luksan_mxudot__(nf, &gn[1], &gn[1], &ix[1], &kbf);
gnorm = sqrt(rho1);
/* Computing MIN */
d__1 = eps, d__2 = sqrt(gnorm);
par = MIN2(d__1,d__2);
if (par > .01) {
/* Computing MIN */
d__1 = par, d__2 = 1. / (double) stat_1->nit;
par = MIN2(d__1,d__2);
}
par *= par;
/* CG INITIATION */
rho = rho1;
snorm = 0.;
luksan_mxvset__(nf, &c_b7, &s[1]);
luksan_mxvneg__(nf, &gn[1], &gs[1]);
luksan_mxvcop__(nf, &gs[1], &xs[1]);
if (*mos2 > 1) {
if (mx == 0) {
b = 0.;
} else {
b = luksan_mxudot__(nf, &xm[1], &gm[1], &ix[1], &kbf);
}
if (b > 0.) {
u1[1] = 1. / b;
luksan_mxdrcb__(nf, &mx, &xm[1], &gm[1], &u1[1], &u2[1], &xs[1], &
ix[1], &kbf);
a = luksan_mxudot__(nf, &gm[1], &gm[1], &ix[1], &kbf);
if (a > 0.) {
d__1 = b / a;
luksan_mxvscl__(nf, &d__1, &xs[1], &xs[1]);
}
luksan_mxdrcf__(nf, &mx, &xm[1], &gm[1], &u1[1], &u2[1], &xs[1], &
ix[1], &kbf);
}
}
rho = luksan_mxudot__(nf, &gs[1], &xs[1], &ix[1], &kbf);
/* SIG=RHO */
mmx = *nf + 3;
nred = 0;
L12520:
++nred;
if (nred > mmx) {
goto L12550;
}
fo = *f;
pp = sqrt(eta0 / luksan_mxudot__(nf, &xs[1], &xs[1], &ix[1], &kbf));
ld = 0;
luksan_mxudir__(nf, &pp, &xs[1], &xo[1], &x[1], &ix[1], &kbf);
objgrad(*nf, &x[1], &gf[1], objgrad_data);
++stop->nevals;
++stat_1->nfg;
ld = kd;
luksan_mxvdif__(nf, &gf[1], &gn[1], &go[1]);
*f = fo;
d__1 = 1. / pp;
luksan_mxvscl__(nf, &d__1, &go[1], &go[1]);
alf = luksan_mxudot__(nf, &xs[1], &go[1], &ix[1], &kbf);
if (alf <= 1. / eta9) {
/* IF (ALF.LE.1.0D-8*SIG) THEN */
/* CG FAILS (THE MATRIX IS NOT POSITIVE DEFINITE) */
if (nred == 1) {
luksan_mxvneg__(nf, &gn[1], &s[1]);
snorm = gnorm;
}
iterd = 0;
goto L12560;
} else {
iterd = 2;
}
/* CG STEP */
alf = rho / alf;
luksan_mxudir__(nf, &alf, &xs[1], &s[1], &s[1], &ix[1], &kbf);
d__1 = -alf;
luksan_mxudir__(nf, &d__1, &go[1], &gs[1], &gs[1], &ix[1], &kbf);
rho2 = luksan_mxudot__(nf, &gs[1], &gs[1], &ix[1], &kbf);
snorm = sqrt(luksan_mxudot__(nf, &s[1], &s[1], &ix[1], &kbf));
if (rho2 <= par * rho1) {
goto L12560;
}
if (nred >= mmx) {
goto L12550;
}
if (*mos2 > 1) {
if (b > 0.) {
luksan_mxvcop__(nf, &gs[1], &go[1]);
luksan_mxdrcb__(nf, &mx, &xm[1], &gm[1], &u1[1], &u2[1], &go[1], &
ix[1], &kbf);
if (a > 0.) {
d__1 = b / a;
luksan_mxvscl__(nf, &d__1, &go[1], &go[1]);
}
luksan_mxdrcf__(nf, &mx, &xm[1], &gm[1], &u1[1], &u2[1], &go[1], &
ix[1], &kbf);
rho2 = luksan_mxudot__(nf, &gs[1], &go[1], &ix[1], &kbf);
alf = rho2 / rho;
luksan_mxudir__(nf, &alf, &xs[1], &go[1], &xs[1], &ix[1], &kbf);
} else {
alf = rho2 / rho;
luksan_mxudir__(nf, &alf, &xs[1], &gs[1], &xs[1], &ix[1], &kbf);
}
} else {
alf = rho2 / rho;
luksan_mxudir__(nf, &alf, &xs[1], &gs[1], &xs[1], &ix[1], &kbf);
}
rho = rho2;
/* SIG=RHO2+ALF*ALF*SIG */
goto L12520;
L12550:
/* AN INEXACT SOLUTION IS OBTAINED */
L12560:
/* ------------------------------ */
/* END OF DIRECTION DETERMINATION */
/* ------------------------------ */
luksan_mxvcop__(nf, &xo[1], &x[1]);
luksan_mxvcop__(nf, &gn[1], &gf[1]);
if (kd > 0) {
p = luksan_mxudot__(nf, &gn[1], &s[1], &ix[1], &kbf);
}
if (iterd < 0) {
*iterm = iterd;
} else {
/* TEST ON DESCENT DIRECTION */
if (snorm <= 0.) {
irest = MAX2(irest,1);
} else if (p + told * gnorm * snorm <= 0.) {
irest = 0;
} else {
/* UNIFORM DESCENT CRITERION */
irest = MAX2(irest,1);
}
if (irest == 0) {
/* PREPARATION OF LINE SEARCH */
nred = 0;
rmin = alf1 * gnorm / snorm;
/* Computing MIN */
d__1 = alf2 * gnorm / snorm, d__2 = *xmax / snorm;
rmax = MIN2(d__1,d__2);
}
}
ld = kd;
if (*iterm != 0) {
goto L11080;
}
if (nlopt_stop_time(stop)) { *iterm = 100; goto L11080; }
if (irest != 0) {
goto L11040;
}
luksan_pytrcs__(nf, &x[1], &ix[1], &xo[1], &xl[1], &xu[1], &gf[1], &go[1],
&s[1], &ro, &fp, &fo, f, &po, &p, &rmax, &eta9, &kbf);
if (rmax == 0.) {
goto L11075;
}
L11060:
luksan_ps1l01__(&r__, &rp, f, &fo, &fp, &p, &po, &pp, minf_est, &maxf, &rmin,
&rmax, &tols, &tolp, &par1, &par2, &kd, &ld, &stat_1->nit, &kit, &
nred, &mred, &maxst, iest, &inits, &iters, &kters, &mes,
&isys, &state);
if (isys == 0) {
goto L11064;
}
luksan_mxudir__(nf, &r__, &s[1], &xo[1], &x[1], &ix[1], &kbf);
luksan_pcbs04__(nf, &x[1], &ix[1], &xl[1], &xu[1], &eps9, &kbf);
*f = objgrad(*nf, &x[1], &gf[1], objgrad_data);
++stop->nevals;
++stat_1->nfg;
ld = kd;
p = luksan_mxudot__(nf, &gf[1], &s[1], &ix[1], &kbf);
goto L11060;
L11064:
if (iters <= 0) {
r__ = 0.;
*f = fo;
p = po;
luksan_mxvcop__(nf, &xo[1], &x[1]);
luksan_mxvcop__(nf, &go[1], &gf[1]);
irest = MAX2(irest,1);
ld = kd;
goto L11040;
}
luksan_pytrcd__(nf, &x[1], &ix[1], &xo[1], &gf[1], &go[1], &r__, f, &fo, &
p, &po, &dmax__, &kbf, &kd, &ld, &iters);
xstop = nlopt_stop_dx(stop, &x[1], &xo[1]);
if (*mos2 > 1) {
/* Computing MIN */
i__1 = mx + 1;
mx = MIN2(i__1,*mf);
luksan_mxdrsu__(nf, &mx, &xm[1], &gm[1], &u1[1]);
luksan_mxvcop__(nf, &xo[1], &xm[1]);
luksan_mxvcop__(nf, &go[1], &gm[1]);
}
L11075:
if (kbf > 0) {
luksan_pyadc0__(nf, &n, &x[1], &ix[1], &xl[1], &xu[1], &inew);
if (inew > 0) {
irest = MAX2(irest,1);
}
}
goto L11020;
L11080:
return;
} /* pnet_ */
/* NLopt wrapper around pnet_, handling dynamic allocation etc. */
nlopt_result luksan_pnet(int n, nlopt_func f, void *f_data,
const double *lb, const double *ub, /* bounds */
double *x, /* in: initial guess, out: minimizer */
double *minf,
nlopt_stopping *stop,
int mf, /* subspace dimension (0 for default) */
int mos1, int mos2) /* 1 or 2 */
{
int i, *ix, nb = 1;
double *work;
double *xl, *xu, *gf, *gn, *s, *xo, *go, *xs, *gs, *xm, *gm, *u1, *u2;
double gmax, minf_est;
double xmax = 0; /* no maximum */
double tolg = 0; /* default gradient tolerance */
int iest = 0; /* we have no estimate of min function value */
int mit = 0, mfg = 0; /* default no limit on #iterations */
int mfv = stop->maxeval;
stat_common stat;
int iterm;
ix = (int*) malloc(sizeof(int) * n);
if (!ix) return NLOPT_OUT_OF_MEMORY;
if (mf <= 0) {
mf = MAX2(MEMAVAIL/n, 10);
if (stop->maxeval && stop->maxeval <= mf)
mf = MAX2(stop->maxeval, 1);
}
retry_alloc:
work = (double*) malloc(sizeof(double) * (n * 9 + MAX2(n,n*mf)*2 +
MAX2(n,mf)*2));
if (!work) {
if (mf > 0) {
mf = 0; /* allocate minimal memory */
goto retry_alloc;
}
free(ix);
return NLOPT_OUT_OF_MEMORY;
}
xl = work; xu = xl + n;
gf = xu + n; gn = gf + n; s = gn + n;
xo = s + n; go = xo + n; xs = go + n; gs = xs + n;
xm = gs + n; gm = xm + MAX2(n*mf,n);
u1 = gm + MAX2(n*mf,n); u2 = u1 + MAX2(n,mf);
for (i = 0; i < n; ++i) {
int lbu = lb[i] <= -0.99 * HUGE_VAL; /* lb unbounded */
int ubu = ub[i] >= 0.99 * HUGE_VAL; /* ub unbounded */
ix[i] = lbu ? (ubu ? 0 : 2) : (ubu ? 1 : (lb[i] == ub[i] ? 5 : 3));
xl[i] = lb[i];
xu[i] = ub[i];
}
/* ? xo does not seem to be initialized in the
original Fortran code, but it is used upon
input to pnet if mf > 0 ... perhaps ALLOCATE initializes
arrays to zero by default? */
memset(xo, 0, sizeof(double) * MAX2(n,n*mf));
pnet_(&n, &nb, x, ix, xl, xu,
gf, gn, s, xo, go, xs, gs, xm, gm, u1, u2,
&xmax,
/* fixme: pass tol_rel and tol_abs and use NLopt check */
&stop->xtol_rel,
&stop->ftol_rel,
&stop->minf_max,
&tolg,
stop,
&minf_est, &gmax,
minf,
&mit, &mfv, &mfg,
&iest,
&mos1, &mos2,
&mf,
&iterm, &stat,
f, f_data);
free(work);
free(ix);
switch (iterm) {
case 1: return NLOPT_XTOL_REACHED;
case 2: return NLOPT_FTOL_REACHED;
case 3: return NLOPT_MINF_MAX_REACHED;
case 4: return NLOPT_SUCCESS; /* gradient tolerance reached */
case 6: return NLOPT_SUCCESS;
case 12: case 13: return NLOPT_MAXEVAL_REACHED;
case 100: return NLOPT_MAXTIME_REACHED;
case -999: return NLOPT_FORCED_STOP;
default: return NLOPT_FAILURE;
}
}
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