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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 <stdlib.h>
#include "nlopt-util.h"
/* Return a new array of length n (> 0) that gives a rescaling factor
for each dimension, or NULL if out of memory, with dx being the
array of nonzero initial steps in each dimension. */
double *nlopt_compute_rescaling(unsigned n, const double *dx)
{
double *s = (double *) malloc(sizeof(double) * n);
unsigned i;
if (!s) return NULL;
for (i = 0; i < n; ++i) s[i] = 1.0; /* default: no rescaling */
if (n == 1) return s;
for (i = 1; i < n && dx[i] == dx[i-1]; ++i) ;
if (i < n) { /* unequal initial steps, rescale to make equal to dx[0] */
for (i = 1; i < n; ++i)
s[i] = dx[i] / dx[0];
}
return s;
}
void nlopt_rescale(unsigned n, const double *s, const double *x, double *xs)
{
unsigned i;
if (!s) { for (i = 0; i < n;++i) xs[i] = x[i]; }
else { for (i = 0; i < n;++i) xs[i] = x[i] / s[i]; }
}
void nlopt_unscale(unsigned n, const double *s, const double *x, double *xs)
{
unsigned i;
if (!s) { for (i = 0; i < n;++i) xs[i] = x[i]; }
else { for (i = 0; i < n;++i) xs[i] = x[i] * s[i]; }
}
/* return a new array of length n equal to the original array
x divided by the scale factors s, or NULL on a memory error */
double *nlopt_new_rescaled(unsigned n, const double *s, const double *x)
{
double *xs = (double *) malloc(sizeof(double) * n);
if (!xs) return NULL;
nlopt_rescale(n, s, x, xs);
return xs;
}
/* since rescaling can flip the signs of the x components and the bounds,
we may have to re-order the bounds in order to ensure that they
remain in the correct order */
void nlopt_reorder_bounds(unsigned n, double *lb, double *ub)
{
unsigned i;
for (i = 0; i < n; ++i)
if (lb[i] > ub[i]) {
double t = lb[i];
lb[i] = ub[i];
ub[i] = t;
}
}
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