inline
bool
cg_int(arma::vec& init_out_vals, std::function<double (const arma::vec& vals_inp, arma::vec* grad_out, void* opt_data)> opt_objfn, void* opt_data, algo_settings_t* settings_inp)
{
// notation: 'p' stands for '+1'.
//
bool success = false;
const size_t n_vals = init_out_vals.n_elem;
//
// CG settings
algo_settings_t settings;
if (settings_inp) {
settings = *settings_inp;
}
const uint_t conv_failure_switch = settings.conv_failure_switch;
const uint_t iter_max = settings.iter_max;
const double err_tol = settings.err_tol;
const uint_t cg_method = settings.cg_method; // update method
const double cg_restart_threshold = settings.cg_restart_threshold;
const double wolfe_cons_1 = 1E-03; // line search tuning parameters
const double wolfe_cons_2 = 0.10;
const bool vals_bound = settings.vals_bound;
const arma::vec lower_bounds = settings.lower_bounds;
const arma::vec upper_bounds = settings.upper_bounds;
const arma::uvec bounds_type = determine_bounds_type(vals_bound, n_vals, lower_bounds, upper_bounds);
// lambda function for box constraints
std::function<double (const arma::vec& vals_inp, arma::vec* grad_out, void* box_data)> box_objfn \
= [opt_objfn, vals_bound, bounds_type, lower_bounds, upper_bounds] (const arma::vec& vals_inp, arma::vec* grad_out, void* opt_data) \
-> double
{
if (vals_bound)
{
arma::vec vals_inv_trans = inv_transform(vals_inp, bounds_type, lower_bounds, upper_bounds);
double ret;
if (grad_out)
{
arma::vec grad_obj = *grad_out;
ret = opt_objfn(vals_inv_trans,&grad_obj,opt_data);
// arma::mat jacob_matrix = jacobian_adjust(vals_inp,bounds_type,lower_bounds,upper_bounds);
arma::vec jacob_vec = arma::diagvec(jacobian_adjust(vals_inp,bounds_type,lower_bounds,upper_bounds));
// *grad_out = jacob_matrix * grad_obj; // no need for transpose as jacob_matrix is diagonal
*grad_out = jacob_vec % grad_obj;
}
else
{
ret = opt_objfn(vals_inv_trans,nullptr,opt_data);
}
return ret;
}
else
{
return opt_objfn(vals_inp,grad_out,opt_data);
}
};
//
// initialization
arma::vec x = init_out_vals;
if (!x.is_finite())
{
printf("cg error: non-finite initial value(s).\n");
return false;
}
if (vals_bound) { // should we transform the parameters?
x = transform(x, bounds_type, lower_bounds, upper_bounds);
}
arma::vec grad(n_vals); // gradient
box_objfn(x,&grad,opt_data);
// double err = arma::accu(arma::abs(grad));
double err = arma::norm(grad, 2);
if (err <= err_tol) {
return true;
}
//
double t_init = 1.0; // initial value for line search
arma::vec d = - grad, d_p;
arma::vec x_p = x, grad_p = grad;
double t = line_search_mt(t_init, x_p, grad_p, d, &wolfe_cons_1, &wolfe_cons_2, box_objfn, opt_data);
err = arma::norm(grad_p, 2);
if (err <= err_tol)
{
init_out_vals = x_p;
return true;
}
//
// begin loop
uint_t iter = 0;
while (err > err_tol && iter < iter_max)
{
iter++;
//
double beta = cg_update(grad,grad_p,d,iter,cg_method,cg_restart_threshold);
d_p = - grad_p + beta*d;
t_init = t * (arma::dot(grad,d) / arma::dot(grad_p,d_p));
grad = grad_p;
t = line_search_mt(t_init, x_p, grad_p, d, &wolfe_cons_1, &wolfe_cons_2, box_objfn, opt_data);
//
err = arma::norm(grad_p, 2);
d = d_p;
x = x_p;
}
//
if (vals_bound) {
x_p = inv_transform(x_p, bounds_type, lower_bounds, upper_bounds);
}
error_reporting(init_out_vals,x_p,opt_objfn,opt_data,success,err,err_tol,iter,iter_max,conv_failure_switch,settings_inp);
//
return success;
}
bool
mcmc::de_int(const arma::vec& initial_vals, arma::cube& draws_out, std::function<double (const arma::vec& vals_inp, void* target_data)> target_log_kernel, void* target_data, algo_settings_t* settings_inp)
{
bool success = false;
const size_t n_vals = initial_vals.n_elem;
//
// DE settings
algo_settings_t settings;
if (settings_inp) {
settings = *settings_inp;
}
const size_t n_pop = settings.de_n_pop;
const size_t n_gen = settings.de_n_gen;
const size_t n_burnin = settings.de_n_burnin;
const bool jumps = settings.de_jumps;
const double par_b = settings.de_par_b;
// const double par_gamma = settings.de_par_gamma;
const double par_gamma = 2.38 / std::sqrt(2.0*n_vals);
const double par_gamma_jump = settings.de_par_gamma_jump;
const arma::vec par_initial_lb = (settings.de_initial_lb.n_elem == n_vals) ? settings.de_initial_lb : initial_vals - 0.5;
const arma::vec par_initial_ub = (settings.de_initial_ub.n_elem == n_vals) ? settings.de_initial_ub : initial_vals + 0.5;
const bool vals_bound = settings.vals_bound;
const arma::vec lower_bounds = settings.lower_bounds;
const arma::vec upper_bounds = settings.upper_bounds;
const arma::uvec bounds_type = determine_bounds_type(vals_bound, n_vals, lower_bounds, upper_bounds);
// lambda function for box constraints
std::function<double (const arma::vec& vals_inp, void* box_data)> box_log_kernel \
= [target_log_kernel, vals_bound, bounds_type, lower_bounds, upper_bounds] (const arma::vec& vals_inp, void* target_data) \
-> double
{
if (vals_bound)
{
arma::vec vals_inv_trans = inv_transform(vals_inp, bounds_type, lower_bounds, upper_bounds);
return target_log_kernel(vals_inv_trans, target_data) + log_jacobian(vals_inp, bounds_type, lower_bounds, upper_bounds);
}
else
{
return target_log_kernel(vals_inp, target_data);
}
};
//
arma::vec target_vals(n_pop);
arma::mat X(n_pop,n_vals);
#ifdef MCMC_USE_OPENMP
#pragma omp parallel for
#endif
for (size_t i=0; i < n_pop; i++)
{
X.row(i) = par_initial_lb.t() + (par_initial_ub.t() - par_initial_lb.t())%arma::randu(1,n_vals);
double prop_kernel_val = box_log_kernel(X.row(i).t(),target_data);
if (!std::isfinite(prop_kernel_val)) {
prop_kernel_val = neginf;
}
target_vals(i) = prop_kernel_val;
}
//
// begin MCMC run
draws_out.set_size(n_pop,n_vals,n_gen);
int n_accept = 0;
double par_gamma_run = par_gamma;
for (size_t j=0; j < n_gen + n_burnin; j++)
{
double temperature_j = de_cooling_schedule(j,n_gen);
if (jumps && ((j+1) % 10 == 0)) {
par_gamma_run = par_gamma_jump;
}
#ifdef MCMC_USE_OPENMP
#pragma omp parallel for
#endif
for (size_t i=0; i < n_pop; i++) {
uint_t R_1, R_2;
do {
R_1 = arma::as_scalar(arma::randi(1, arma::distr_param(0, n_pop-1)));
} while(R_1==i);
do {
R_2 = arma::as_scalar(arma::randi(1, arma::distr_param(0, n_pop-1)));
} while(R_2==i || R_2==R_1);
//
arma::vec prop_rand = arma::randu(n_vals,1)*(2*par_b) - par_b; // generate a vector of U[-b,b] RVs
arma::rowvec X_prop = X.row(i) + par_gamma_run * ( X.row(R_1) - X.row(R_2) ) + prop_rand;
double prop_kernel_val = box_log_kernel(X_prop.t(),target_data);
if (!std::isfinite(prop_kernel_val)) {
prop_kernel_val = neginf;
}
//
double comp_val = prop_kernel_val - target_vals(i);
double z = arma::as_scalar(arma::randu(1,1));
if (comp_val > temperature_j * std::log(z)) {
X.row(i) = X_prop;
target_vals(i) = prop_kernel_val;
if (j >= n_burnin) {
n_accept++;
}
}
}
//
if (j >= n_burnin) {
draws_out.slice(j-n_burnin) = X;
}
if (jumps && ((j+1) % 10 == 0)) {
par_gamma_run = par_gamma;
}
}
success = true;
//
if (vals_bound) {
#ifdef MCMC_USE_OPENMP
#pragma omp parallel for
#endif
for (size_t ii = 0; ii < n_gen; ii++) {
for (size_t jj = 0; jj < n_pop; jj++) {
draws_out.slice(ii).row(jj) = arma::trans(inv_transform(draws_out.slice(ii).row(jj).t(), bounds_type, lower_bounds, upper_bounds));
}
}
}
if (settings_inp) {
settings_inp->de_accept_rate = static_cast<double>(n_accept) / static_cast<double>(n_pop*n_gen);
}
//
return success;
}
inline
bool
pso_int(arma::vec& init_out_vals, std::function<double (const arma::vec& vals_inp, arma::vec* grad_out, void* opt_data)> opt_objfn, void* opt_data, algo_settings_t* settings_inp)
{
bool success = false;
const size_t n_vals = init_out_vals.n_elem;
//
// PSO settings
algo_settings_t settings;
if (settings_inp) {
settings = *settings_inp;
}
const uint_t conv_failure_switch = settings.conv_failure_switch;
const double err_tol = settings.err_tol;
const bool center_particle = settings.pso_center_particle;
const size_t n_pop = (center_particle) ? settings.pso_n_pop + 1 : settings.pso_n_pop;
const size_t n_gen = settings.pso_n_gen;
const uint_t check_freq = (settings.pso_check_freq > 0) ? settings.pso_check_freq : n_gen ;
const uint_t inertia_method = settings.pso_inertia_method;
double par_w = settings.pso_par_initial_w;
const double par_w_max = settings.pso_par_w_max;
const double par_w_min = settings.pso_par_w_min;
const double par_damp = settings.pso_par_w_damp;
const uint_t velocity_method = settings.pso_velocity_method;
double par_c_cog = settings.pso_par_c_cog;
double par_c_soc = settings.pso_par_c_soc;
const double par_initial_c_cog = settings.pso_par_initial_c_cog;
const double par_final_c_cog = settings.pso_par_final_c_cog;
const double par_initial_c_soc = settings.pso_par_initial_c_soc;
const double par_final_c_soc = settings.pso_par_final_c_soc;
const arma::vec par_initial_lb = (settings.pso_initial_lb.n_elem == n_vals) ? settings.pso_initial_lb : init_out_vals - 0.5;
const arma::vec par_initial_ub = (settings.pso_initial_ub.n_elem == n_vals) ? settings.pso_initial_ub : init_out_vals + 0.5;
const bool vals_bound = settings.vals_bound;
const arma::vec lower_bounds = settings.lower_bounds;
const arma::vec upper_bounds = settings.upper_bounds;
const arma::uvec bounds_type = determine_bounds_type(vals_bound, n_vals, lower_bounds, upper_bounds);
// lambda function for box constraints
std::function<double (const arma::vec& vals_inp, arma::vec* grad_out, void* box_data)> box_objfn \
= [opt_objfn, vals_bound, bounds_type, lower_bounds, upper_bounds] (const arma::vec& vals_inp, arma::vec* grad_out, void* opt_data) \
-> double
{
if (vals_bound)
{
arma::vec vals_inv_trans = inv_transform(vals_inp, bounds_type, lower_bounds, upper_bounds);
return opt_objfn(vals_inv_trans,nullptr,opt_data);
}
else
{
return opt_objfn(vals_inp,nullptr,opt_data);
}
};
//
// initialize
arma::vec objfn_vals(n_pop);
arma::mat P(n_pop,n_vals);
#ifdef OPTIM_USE_OMP
#pragma omp parallel for
#endif
for (size_t i=0; i < n_pop; i++)
{
if (center_particle && i == n_pop - 1) {
P.row(i) = arma::sum(P.rows(0,n_pop-2),0) / static_cast<double>(n_pop-1); // center vector
} else {
P.row(i) = par_initial_lb.t() + (par_initial_ub.t() - par_initial_lb.t())%arma::randu(1,n_vals);
}
double prop_objfn_val = opt_objfn(P.row(i).t(),nullptr,opt_data);
if (!std::isfinite(prop_objfn_val)) {
prop_objfn_val = inf;
}
objfn_vals(i) = prop_objfn_val;
if (vals_bound) {
P.row(i) = arma::trans( transform(P.row(i).t(), bounds_type, lower_bounds, upper_bounds) );
}
}
arma::vec best_vals = objfn_vals;
arma::mat best_vecs = P;
double global_best_val = objfn_vals.min();
double global_best_val_check = global_best_val;
arma::rowvec global_best_vec = P.row( objfn_vals.index_min() );
//
// begin loop
uint_t iter = 0;
double err = 2.0*err_tol;
arma::mat V = arma::zeros(n_pop,n_vals);
while (err > err_tol && iter < n_gen)
{
iter++;
//
// parameter updating
if (inertia_method == 1) {
par_w = par_w_min + (par_w_max - par_w_min) * (iter + 1) / n_gen;
} else {
par_w *= par_damp;
}
if (velocity_method == 2)
{
par_c_cog = par_initial_c_cog - (par_initial_c_cog - par_final_c_cog) * (iter + 1) / n_gen;
par_c_soc = par_initial_c_soc - (par_initial_c_soc - par_final_c_soc) * (iter + 1) / n_gen;
}
//
// population loop
#ifdef OPTIM_USE_OMP
#pragma omp parallel for
#endif
for (size_t i=0; i < n_pop; i++)
{
if ( !(center_particle && i == n_pop - 1) )
{
V.row(i) = par_w*V.row(i) + par_c_cog*arma::randu(1,n_vals)%(best_vecs.row(i) - P.row(i)) + par_c_soc*arma::randu(1,n_vals)%(global_best_vec - P.row(i));
P.row(i) += V.row(i);
}
else
{
P.row(i) = arma::sum(P.rows(0,n_pop-2),0) / static_cast<double>(n_pop-1); // center vector
}
//
double prop_objfn_val = box_objfn(P.row(i).t(),nullptr,opt_data);
if (!std::isfinite(prop_objfn_val)) {
prop_objfn_val = inf;
}
objfn_vals(i) = prop_objfn_val;
if (objfn_vals(i) < best_vals(i))
{
best_vals(i) = objfn_vals(i);
best_vecs.row(i) = P.row(i);
}
}
uint_t min_objfn_val_index = best_vals.index_min();
double min_objfn_val = best_vals(min_objfn_val_index);
if (min_objfn_val < global_best_val)
{
global_best_val = min_objfn_val;
global_best_vec = best_vecs.row( min_objfn_val_index );
}
if (iter%check_freq == 0)
{
err = std::abs(global_best_val - global_best_val_check) / (1.0 + std::abs(global_best_val));
if (global_best_val < global_best_val_check) {
global_best_val_check = global_best_val;
}
}
}
//
if (vals_bound) {
global_best_vec = arma::trans( inv_transform(global_best_vec.t(), bounds_type, lower_bounds, upper_bounds) );
}
error_reporting(init_out_vals,global_best_vec.t(),opt_objfn,opt_data,success,err,err_tol,iter,n_gen,conv_failure_switch,settings_inp);
//
return true;
}
inline
bool
de_prmm_int(arma::vec& init_out_vals, std::function<double (const arma::vec& vals_inp, arma::vec* grad_out, void* opt_data)> opt_objfn, void* opt_data, algo_settings_t* settings_inp)
{
bool success = false;
const size_t n_vals = init_out_vals.n_elem;
//
// DE settings
algo_settings_t settings;
if (settings_inp) {
settings = *settings_inp;
}
const uint_t conv_failure_switch = settings.conv_failure_switch;
const double err_tol = settings.err_tol;
size_t n_pop = settings.de_n_pop;
// const size_t check_freq = settings.de_check_freq;
const double par_initial_F = settings.de_par_F;
const double par_initial_CR = settings.de_par_CR;
const arma::vec par_initial_lb = (settings.de_initial_lb.n_elem == n_vals) ? settings.de_initial_lb : init_out_vals - 0.5;
const arma::vec par_initial_ub = (settings.de_initial_ub.n_elem == n_vals) ? settings.de_initial_ub : init_out_vals + 0.5;
const double F_l = settings.de_par_F_l;
const double F_u = settings.de_par_F_u;
const double tau_F = settings.de_par_tau_F;
const double tau_CR = settings.de_par_tau_CR;
arma::vec F_vec(n_pop), CR_vec(n_pop);
F_vec.fill(par_initial_F);
CR_vec.fill(par_initial_CR);
const uint_t max_fn_eval = settings.de_max_fn_eval;
const uint_t pmax = settings.de_pmax;
const size_t n_pop_best = settings.de_n_pop_best;
const double d_eps = 0.5;
size_t n_gen = std::ceil(max_fn_eval / (pmax*n_pop));
const bool vals_bound = settings.vals_bound;
const arma::vec lower_bounds = settings.lower_bounds;
const arma::vec upper_bounds = settings.upper_bounds;
const arma::uvec bounds_type = determine_bounds_type(vals_bound, n_vals, lower_bounds, upper_bounds);
// lambda function for box constraints
std::function<double (const arma::vec& vals_inp, arma::vec* grad_out, void* box_data)> box_objfn \
= [opt_objfn, vals_bound, bounds_type, lower_bounds, upper_bounds] (const arma::vec& vals_inp, arma::vec* grad_out, void* opt_data) \
-> double
{
if (vals_bound)
{
arma::vec vals_inv_trans = inv_transform(vals_inp, bounds_type, lower_bounds, upper_bounds);
return opt_objfn(vals_inv_trans,nullptr,opt_data);
}
else
{
return opt_objfn(vals_inp,nullptr,opt_data);
}
};
//
// setup
arma::vec objfn_vals(n_pop);
arma::mat X(n_pop,n_vals), X_next(n_pop,n_vals);
#ifdef OPTIM_USE_OMP
#pragma omp parallel for
#endif
for (size_t i=0; i < n_pop; i++)
{
X_next.row(i) = par_initial_lb.t() + (par_initial_ub.t() - par_initial_lb.t())%arma::randu(1,n_vals);
double prop_objfn_val = opt_objfn(X_next.row(i).t(),nullptr,opt_data);
if (!std::isfinite(prop_objfn_val)) {
prop_objfn_val = inf;
}
objfn_vals(i) = prop_objfn_val;
if (vals_bound) {
X_next.row(i) = arma::trans( transform(X_next.row(i).t(), bounds_type, lower_bounds, upper_bounds) );
}
}
double best_objfn_val_running = objfn_vals.min();
// double best_objfn_val_check = best_objfn_val_running;
double best_val_main = best_objfn_val_running;
double best_val_best = best_objfn_val_running;
arma::rowvec best_sol_running = X_next.row( objfn_vals.index_min() );
arma::rowvec best_vec_main = best_sol_running;
arma::rowvec best_vec_best = best_sol_running;
arma::rowvec xchg_vec = best_sol_running;
//
uint_t n_reset = 1;
uint_t iter = 0;
double err = 2*err_tol;
while (err > err_tol && iter < n_gen + 1)
{
iter++;
//
// population reduction step
if (iter == n_gen && n_reset < 4)
{
size_t n_pop_temp = n_pop/2;
arma::vec objfn_vals_reset(n_pop_temp);
arma::mat X_reset(n_pop_temp,n_vals);
#ifdef OPTIM_USE_OMP
#pragma omp parallel for
#endif
for (size_t j=0; j < n_pop_temp; j++)
{
if (objfn_vals(j) < objfn_vals(j + n_pop_temp))
{
X_reset.row(j) = X_next.row(j);
objfn_vals_reset(j) = objfn_vals(j);
}
else
{
X_reset.row(j) = X_next.row(j + n_pop_temp);
objfn_vals_reset(j) = objfn_vals(j + n_pop_temp);
}
}
objfn_vals = objfn_vals_reset;
X_next = X_reset;
n_pop /= 2;
n_gen *= 2;
iter = 1;
n_reset++;
}
X = X_next;
//
// first population: n_pop - n_pop_best
#ifdef OPTIM_USE_OMP
#pragma omp parallel for
#endif
for (size_t i=0; i < n_pop - n_pop_best; i++)
{
arma::vec rand_pars = arma::randu(4);
if (rand_pars(0) < tau_F) {
F_vec(i) = F_l + (F_u-F_l)*rand_pars(1);
}
if (rand_pars(2) < tau_CR) {
CR_vec(i) = rand_pars(3);
}
//
uint_t c_1, c_2, c_3;
do {
c_1 = arma::as_scalar(arma::randi(1, arma::distr_param(0, n_pop-1)));
} while(c_1==i);
do {
c_2 = arma::as_scalar(arma::randi(1, arma::distr_param(0, n_pop-1)));
} while(c_2==i || c_2==c_1);
do {
c_3 = arma::as_scalar(arma::randi(1, arma::distr_param(0, n_pop-1)));
} while(c_3==i || c_3==c_1 || c_3==c_2);
//
size_t j = arma::as_scalar(arma::randi(1, arma::distr_param(0, n_vals-1)));
arma::vec rand_unif = arma::randu(n_vals);
arma::rowvec X_prop(n_vals);
for (size_t k=0; k < n_vals; k++)
{
if ( rand_unif(k) < CR_vec(i) || k == j )
{
double r_s = arma::as_scalar(arma::randu(1));
if ( r_s < 0.75 || n_pop >= 100 ) {
X_prop(k) = X(c_3,k) + F_vec(i)*(X(c_1,k) - X(c_2,k));
} else {
X_prop(k) = best_vec_main(k) + F_vec(i)*(X(c_1,k) - X(c_2,k));
}
}
else
{
X_prop(k) = X(i,k);
}
}
//
double prop_objfn_val = box_objfn(X_prop.t(),nullptr,opt_data);
if (prop_objfn_val <= objfn_vals(i))
{
X_next.row(i) = X_prop;
objfn_vals(i) = prop_objfn_val;
}
else
{
X_next.row(i) = X.row(i);
}
}
best_val_main = objfn_vals.rows(0,n_pop - n_pop_best - 1).min();
best_vec_main = X_next.rows(0,n_pop - n_pop_best - 1).row( objfn_vals.rows(0,n_pop - n_pop_best - 1).index_min() );
if (best_val_main < best_val_best) {
xchg_vec = best_vec_main;
}
//
// second population
for (size_t i = n_pop - n_pop_best; i < n_pop; i++)
{
arma::vec rand_pars = arma::randu(4);
if (rand_pars(0) < tau_F) {
F_vec(i) = F_l + (F_u-F_l)*rand_pars(1);
}
if (rand_pars(2) < tau_CR) {
CR_vec(i) = rand_pars(3);
}
//
uint_t c_1, c_2;
do {
c_1 = arma::as_scalar(arma::randi(1, arma::distr_param(0, n_pop-1)));
} while(c_1==i);
do {
c_2 = arma::as_scalar(arma::randi(1, arma::distr_param(0, n_pop-1)));
} while(c_2==i || c_2==c_1);
//
size_t j = arma::as_scalar(arma::randi(1, arma::distr_param(0, n_vals-1)));
arma::vec rand_unif = arma::randu(n_vals);
arma::rowvec X_prop(n_vals);
for (size_t k=0; k < n_vals; k++) {
if ( rand_unif(k) < CR_vec(i) || k == j ) {
X_prop(k) = best_vec_best(k) + F_vec(i)*(X(c_1,k) - X(c_2,k));
} else {
X_prop(k) = X(i,k);
}
}
//
double prop_objfn_val = box_objfn(X_prop.t(),nullptr,opt_data);
if (prop_objfn_val <= objfn_vals(i))
{
X_next.row(i) = X_prop;
objfn_vals(i) = prop_objfn_val;
}
else
{
X_next.row(i) = X.row(i);
}
}
best_val_best = objfn_vals.rows(n_pop - n_pop_best, n_pop - 1).min();
best_vec_best = X_next.rows(n_pop - n_pop_best, n_pop - 1).row( objfn_vals.rows(n_pop - n_pop_best, n_pop - 1).index_min() );
if (best_val_best < best_val_main)
{
double the_sum = 0;
for (size_t j=0; j < n_vals; j++)
{
double min_val = X.col(j).min();
the_sum += (best_vec_best(j) - min_val) / (xchg_vec(j) - min_val);
}
the_sum /= static_cast<double>(n_vals);
if (std::abs(the_sum - 1.0) > d_eps) {
best_vec_main = best_vec_best;
} else {
best_vec_best = best_vec_main;
}
}
else
{
best_vec_best = best_vec_main;
}
//
// assign running global minimum
if (objfn_vals.min() < best_objfn_val_running)
{
best_objfn_val_running = objfn_vals.min();
best_sol_running = X_next.row( objfn_vals.index_min() );
}
// if (iter%check_freq == 0) {
// // err = std::abs(objfn_vals.min() - best_objfn_val) / (std::abs(best_objfn_val) + 1E-08);
// err = std::abs(best_objfn_val_running - best_objfn_val_check);
// // best_objfn_val_check = objfn_vals.min();
// if (best_objfn_val_running < best_objfn_val_check) {
// best_objfn_val_check = best_objfn_val_running;
// }
// }
}
//
if (vals_bound) {
best_sol_running = arma::trans( inv_transform(best_sol_running.t(), bounds_type, lower_bounds, upper_bounds) );
}
error_reporting(init_out_vals,best_sol_running.t(),opt_objfn,opt_data,success,err,err_tol,iter,n_gen,conv_failure_switch,settings_inp);
//
return true;
}
