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/* 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 <math.h>
#include "nlopt-util.h"
/* utility routines to implement the various stopping criteria */
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;
for (i = 0; i < s->n; ++i)
if (!relstop(oldx[i], x[i], s->xtol_rel, s->xtol_abs[i]))
return 0;
return 1;
}
int nlopt_stop_dx(const nlopt_stopping *s, const double *x, const double *dx)
{
unsigned i;
for (i = 0; i < s->n; ++i)
if (!relstop(x[i] - dx[i], x[i], s->xtol_rel, s->xtol_abs[i]))
return 0;
return 1;
}
static double sc(double x, double smin, double smax)
{
return smin + x * (smax - smin);
}
/* 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;
for (i = 0; i < s->n; ++i)
if (relstop(sc(oldxs[i], scale_min[i], scale_max[i]),
sc(xs[i], scale_min[i], scale_max[i]),
s->xtol_rel, s->xtol_abs[i]))
return 1;
return 0;
}
int nlopt_stop_evals(const nlopt_stopping *s)
{
return (s->maxeval > 0 && s->nevals >= 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);
}
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