int nlopt_stop_time(const nlopt_stopping *s)
{
return nlopt_stop_time_(s->start, s->maxtime);
}
/* +-----------------------------------------------------------------------+ */
/* Subroutine */ void direct_direct_(fp fcn, doublereal *x, integer *n, doublereal *eps, doublereal epsabs, integer *maxf, integer *maxt, double starttime, double maxtime, int *force_stop, doublereal *minf, doublereal *l,
doublereal *u, integer *algmethod, integer *ierror, FILE *logfile,
doublereal *fglobal, doublereal *fglper, doublereal *volper,
doublereal *sigmaper, void *fcn_data)
{
/* System generated locals */
integer i__1, i__2;
doublereal d__1;
/* changed by SGJ to be dynamically allocated ... would be
even better to use realloc, below, to grow these as needed */
integer MAXFUNC = *maxf <= 0 ? 101000 : (*maxf + 1000 + *maxf / 2);
integer MAXDEEP = *maxt <= 0 ? MAXFUNC/5: *maxt + 1000;
const integer MAXDIV = 5000;
/* Local variables */
integer increase;
doublereal *c__ = 0 /* was [90000][64] */, *f = 0 /*
was [90000][2] */;
integer i__, j, *s = 0 /* was [3000][2] */, t;
doublereal *w = 0;
doublereal divfactor;
integer ifeasiblef, iepschange, actmaxdeep;
integer actdeep_div__, iinfesiblef;
integer pos1, newtosample;
integer ifree, help;
doublereal *oldl = 0, fmax;
integer maxi;
doublereal kmax, *oldu = 0;
integer oops, *list2 = 0 /* was [64][2] */, cheat;
doublereal delta;
integer mdeep, *point = 0, start;
integer *anchor = 0, *length = 0 /* was [90000][64] */, *arrayi = 0;
doublereal *levels = 0, *thirds = 0;
integer writed;
doublereal epsfix;
integer oldpos, minpos, maxpos, tstart, actdeep, ifreeold, oldmaxf;
integer numfunc, version;
integer jones;
/* FIXME: change sizes dynamically? */
#define MY_ALLOC(p, t, n) p = (t *) malloc(sizeof(t) * (n)); \
if (!(p)) { *ierror = -100; goto cleanup; }
/* Note that I've transposed c__, length, and f relative to the
original Fortran code. e.g. length was length(maxfunc,n)
in Fortran [ or actually length(maxfunc, maxdims), but by
using malloc I can just allocate n ], corresponding to
length[n][maxfunc] in C, but I've changed the code to access
it as length[maxfunc][n]. That is, the maxfunc direction
is the discontiguous one. This makes it easier to resize
dynamically (by adding contiguous rows) using realloc, without
having to move data around manually. */
MY_ALLOC(c__, doublereal, MAXFUNC * (*n));
MY_ALLOC(length, integer, MAXFUNC * (*n));
MY_ALLOC(f, doublereal, MAXFUNC * 2);
MY_ALLOC(point, integer, MAXFUNC);
if (*maxf <= 0) *maxf = MAXFUNC - 1000;
MY_ALLOC(s, integer, MAXDIV * 2);
MY_ALLOC(anchor, integer, MAXDEEP + 2);
MY_ALLOC(levels, doublereal, MAXDEEP + 1);
MY_ALLOC(thirds, doublereal, MAXDEEP + 1);
if (*maxt <= 0) *maxt = MAXDEEP;
MY_ALLOC(w, doublereal, (*n));
MY_ALLOC(oldl, doublereal, (*n));
MY_ALLOC(oldu, doublereal, (*n));
MY_ALLOC(list2, integer, (*n) * 2);
MY_ALLOC(arrayi, integer, (*n));
/* +-----------------------------------------------------------------------+ */
/* | SUBROUTINE Direct | */
/* | On entry | */
/* | fcn -- The argument containing the name of the user-supplied | */
/* | SUBROUTINE that returns values for the function to be | */
/* | minimized. | */
/* | n -- The dimension of the problem. | */
/* | eps -- Exceeding value. If eps > 0, we use the same epsilon for | */
/* | all iterations. If eps < 0, we use the update formula from | */
/* | Jones: | */
/* | eps = max(1.D-4*abs(minf),epsfix), | */
/* | where epsfix = abs(eps), the absolute value of eps which is| */
/* | passed to the function. | */
/* | maxf -- The maximum number of function evaluations. | */
/* | maxT -- The maximum number of iterations. | */
/* | Direct stops when either the maximum number of iterations | */
/* | is reached or more than maxf function-evalutions were made.| */
/* | l -- The lower bounds of the hyperbox. | */
/* | u -- The upper bounds of the hyperbox. | */
/* |algmethod-- Choose the method, that is either use the original method | */
/* | as described by Jones et.al. (0) or use our modification(1)| */
/* | logfile -- File-Handle for the logfile. DIRECT expects this file to be| */
/* | opened and closed by the user outside of DIRECT. We moved | */
/* | this to the outside so the user can add extra information | */
/* | to this file before and after the call to DIRECT. | */
/* | fglobal -- Function value of the global optimum. If this value is not | */
/* | known (that is, we solve a real problem, not a testproblem)| */
/* | set this value to -1.D100 and fglper (see below) to 0.D0. | */
/* | fglper -- Terminate the optimization when the percent error | */
/* | 100(f_min - fglobal)/max(1,abs(fglobal)) < fglper. | */
/* | volper -- Terminate the optimization when the volume of the | */
/* | hyperrectangle S with f(c(S)) = minf is less then volper | */
/* | percent of the volume of the original hyperrectangle. | */
/* |sigmaper -- Terminate the optimization when the measure of the | */
/* | hyperrectangle S with f(c(S)) = minf is less then sigmaper.| */
/* | | */
/* | User data that is passed through without being changed: | */
/* | fcn_data - opaque pointer to any user data | */
/* | | */
/* | On return | */
/* | | */
/* | x -- The final point obtained in the optimization process. | */
/* | X should be a good approximation to the global minimum | */
/* | for the function within the hyper-box. | */
/* | | */
/* | minf -- The value of the function at x. | */
/* | Ierror -- Error flag. If Ierror is lower 0, an error has occurred. The| */
/* | values of Ierror mean | */
/* | Fatal errors : | */
/* | -1 u(i) <= l(i) for some i. | */
/* | -2 maxf is too large. | */
/* | -3 Initialization in DIRpreprc failed. | */
/* | -4 Error in DIRSamplepoints, that is there was an error | */
/* | in the creation of the sample points. | */
/* | -5 Error in DIRSamplef, that is an error occurred while | */
/* | the function was sampled. | */
/* | -6 Error in DIRDoubleInsert, that is an error occurred | */
/* | DIRECT tried to add all hyperrectangles with the same| */
/* | size and function value at the center. Either | */
/* | increase maxdiv or use our modification (Jones = 1). | */
/* | Termination values : | */
/* | 1 Number of function evaluations done is larger then | */
/* | maxf. | */
/* | 2 Number of iterations is equal to maxT. | */
/* | 3 The best function value found is within fglper of | */
/* | the (known) global optimum, that is | */
/* | 100(minf - fglobal/max(1,|fglobal|)) < fglper. | */
/* | Note that this termination signal only occurs when | */
/* | the global optimal value is known, that is, a test | */
/* | function is optimized. | */
/* | 4 The volume of the hyperrectangle with minf at its | */
/* | center is less than volper percent of the volume of | */
/* | the original hyperrectangle. | */
/* | 5 The measure of the hyperrectangle with minf at its | */
/* | center is less than sigmaper. | */
/* | | */
/* | SUBROUTINEs used : | */
/* | | */
/* | DIRheader, DIRInitSpecific, DIRInitList, DIRpreprc, DIRInit, DIRChoose| */
/* | DIRDoubleInsert, DIRGet_I, DIRSamplepoints, DIRSamplef, DIRDivide | */
/* | DIRInsertList, DIRreplaceInf, DIRWritehistbox, DIRsummary, Findareas | */
/* | | */
/* | Functions used : | */
/* | | */
/* | DIRgetMaxdeep, DIRgetlevel | */
/* +-----------------------------------------------------------------------+ */
/* +-----------------------------------------------------------------------+ */
/* | Parameters | */
/* +-----------------------------------------------------------------------+ */
/* +-----------------------------------------------------------------------+ */
/* | The maximum of function evaluations allowed. | */
/* | The maximum dept of the algorithm. | */
/* | The maximum number of divisions allowed. | */
/* | The maximal dimension of the problem. | */
/* +-----------------------------------------------------------------------+ */
/* +-----------------------------------------------------------------------+ */
/* | Global Variables. | */
/* +-----------------------------------------------------------------------+ */
/* +-----------------------------------------------------------------------+ */
/* | EXTERNAL Variables. | */
/* +-----------------------------------------------------------------------+ */
/* +-----------------------------------------------------------------------+ */
/* | User Variables. | */
/* | These can be used to pass user defined data to the function to be | */
/* | optimized. | */
/* +-----------------------------------------------------------------------+ */
/* +-----------------------------------------------------------------------+ */
/* | Place to define, if needed, some application-specific variables. | */
/* | Note: You should try to use the arrays defined above for this. | */
/* +-----------------------------------------------------------------------+ */
/* +-----------------------------------------------------------------------+ */
/* | End of application - specific variables ! | */
/* +-----------------------------------------------------------------------+ */
/* +-----------------------------------------------------------------------+ */
/* | Internal variables : | */
/* | f -- values of functions. | */
/* |divfactor-- Factor used for termination with known global minimum. | */
/* | anchor -- anchors of lists with deepness i, -1 is anchor for list of | */
/* | NaN - values. | */
/* | S -- List of potentially optimal points. | */
/* | point -- lists | */
/* | ifree -- first free position | */
/* | c -- midpoints of arrays | */
/* | thirds -- Precalculated values of 1/3^i. | */
/* | levels -- Length of intervals. | */
/* | length -- Length of intervall (index) | */
/* | t -- actual iteration | */
/* | j -- loop-variable | */
/* | actdeep -- the actual minimal interval-length index | */
/* | Minpos -- position of the actual minimum | */
/* | file -- The filehandle for a datafile. | */
/* | maxpos -- The number of intervalls, which are truncated. | */
/* | help -- A help variable. | */
/* | numfunc -- The actual number of function evaluations. | */
/* | file2 -- The filehandle for an other datafile. | */
/* | ArrayI -- Array with the indexes of the sides with maximum length. | */
/* | maxi -- Number of directions with maximal side length. | */
/* | oops -- Flag which shows if anything went wrong in the | */
/* | initialisation. | */
/* | cheat -- Obsolete. If equal 1, we don't allow Ktilde > kmax. | */
/* | writed -- If writed=1, store final division to plot with Matlab. | */
/* | List2 -- List of indicies of intervalls, which are to be truncated. | */
/* | i -- Another loop-variable. | */
/* |actmaxdeep-- The actual maximum (minimum) of possible Interval length. | */
/* | oldpos -- The old index of the minimum. Used to print only, if there | */
/* | is a new minimum found. | */
/* | tstart -- The start of the outer loop. | */
/* | start -- The postion of the starting point in the inner loop. | */
/* | Newtosample -- The total number of points to sample in the inner loop.| */
/* | w -- Array used to divide the intervalls | */
/* | kmax -- Obsolete. If cheat = 1, Ktilde was not allowed to be larger| */
/* | than kmax. If Ktilde > kmax, we set ktilde = kmax. | */
/* | delta -- The distance to new points from center of old hyperrec. | */
/* | pos1 -- Help variable used as an index. | */
/* | version -- Store the version number of DIRECT. | */
/* | oldmaxf -- Store the original function budget. | */
/* |increase -- Flag used to keep track if function budget was increased | */
/* | because no feasible point was found. | */
/* | ifreeold -- Keep track which index was free before. Used with | */
/* | SUBROUTINE DIRReplaceInf. | */
/* |actdeep_div-- Keep track of the current depths for divisions. | */
/* | oldl -- Array used to store the original bounds of the domain. | */
/* | oldu -- Array used to store the original bounds of the domain. | */
/* | epsfix -- If eps < 0, we use Jones update formula. epsfix stores the | */
/* | absolute value of epsilon. | */
/* |iepschange-- flag iepschange to store if epsilon stays fixed or is | */
/* | changed. | */
/* |DIRgetMaxdeep-- Function to calculate the level of a hyperrectangle. | */
/* |DIRgetlevel-- Function to calculate the level and stage of a hyperrec. | */
/* | fmax -- Keep track of the maximum value of the function found. | */
/* |Ifeasiblef-- Keep track if a feasible point has been found so far. | */
/* | Ifeasiblef = 0 means a feasible point has been found, | */
/* | Ifeasiblef = 1 no feasible point has been found. | */
/* +-----------------------------------------------------------------------+ */
/* +-----------------------------------------------------------------------+ */
/* | JG 09/25/00 Version counter. | */
/* +-----------------------------------------------------------------------+ */
/* +-----------------------------------------------------------------------+ */
/* | JG 09/24/00 Add another actdeep to keep track of the current depths | */
/* | for divisions. | */
/* +-----------------------------------------------------------------------+ */
/* +-----------------------------------------------------------------------+ */
/* |JG 01/13/01 Added epsfix for epsilon update. If eps < 0, we use Jones | */
/* | update formula. epsfix stores the absolute value of epsilon| */
/* | then. Also added flag iepschange to store if epsilon stays | */
/* | fixed or is changed. | */
/* +-----------------------------------------------------------------------+ */
/* +-----------------------------------------------------------------------+ */
/* | JG 01/22/01 fmax is used to keep track of the maximum value found. | */
/* +-----------------------------------------------------------------------+ */
/* +-----------------------------------------------------------------------+ */
/* | JG 01/22/01 Ifeasiblef is used to keep track if a feasible point has | */
/* | been found so far. Ifeasiblef = 0 means a feasible point | */
/* | has been found, Ifeasiblef = 1 if not. | */
/* | JG 03/09/01 IInfeasible is used to keep track if an infeasible point | */
/* | has been found. IInfeasible > 0 means a infeasible point | */
/* | has been found, IInfeasible = 0 if not. | */
/* +-----------------------------------------------------------------------+ */
/* +-----------------------------------------------------------------------+ */
/* +-----------------------------------------------------------------------+ */
/* | Start of code. | */
/* +-----------------------------------------------------------------------+ */
/* +-----------------------------------------------------------------------+ */
/* Parameter adjustments */
--u;
--l;
--x;
/* Function Body */
writed = 0;
jones = *algmethod;
/* +-----------------------------------------------------------------------+ */
/* | Save the upper and lower bounds. | */
/* +-----------------------------------------------------------------------+ */
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
oldu[i__ - 1] = u[i__];
oldl[i__ - 1] = l[i__];
/* L150: */
}
/* +-----------------------------------------------------------------------+ */
/* | Set version. | */
/* +-----------------------------------------------------------------------+ */
version = 204;
/* +-----------------------------------------------------------------------+ */
/* | Set parameters. | */
/* | If cheat > 0, we do not allow \tilde{K} to be larger than kmax, and| */
/* | set \tilde{K} to set value if necessary. Not used anymore. | */
/* +-----------------------------------------------------------------------+ */
cheat = 0;
kmax = 1e10;
mdeep = MAXDEEP;
/* +-----------------------------------------------------------------------+ */
/* | Write the header of the logfile. | */
/* +-----------------------------------------------------------------------+ */
direct_dirheader_(logfile, &version, &x[1], n, eps, maxf, maxt, &l[1], &u[1],
algmethod, &MAXFUNC, &MAXDEEP, fglobal, fglper, ierror, &epsfix, &
iepschange, volper, sigmaper);
/* +-----------------------------------------------------------------------+ */
/* | If an error has occurred while writing the header (we do some checking | */
/* | of variables there), return to the main program. | */
/* +-----------------------------------------------------------------------+ */
if (*ierror < 0) {
goto cleanup;
}
/* +-----------------------------------------------------------------------+ */
/* | If the known global minimum is equal 0, we cannot divide by it. | */
/* | Therefore we set it to 1. If not, we set the divisionfactor to the | */
/* | absolute value of the global minimum. | */
/* +-----------------------------------------------------------------------+ */
if (*fglobal == 0.) {
divfactor = 1.;
} else {
divfactor = fabs(*fglobal);
}
/* +-----------------------------------------------------------------------+ */
/* | Save the budget given by the user. The variable maxf will be changed | */
/* | if in the beginning no feasible points are found. | */
/* +-----------------------------------------------------------------------+ */
oldmaxf = *maxf;
increase = 0;
/* +-----------------------------------------------------------------------+ */
/* | Initialiase the lists. | */
/* +-----------------------------------------------------------------------+ */
direct_dirinitlist_(anchor, &ifree, point, f, &MAXFUNC, &MAXDEEP);
/* +-----------------------------------------------------------------------+ */
/* | Call the routine to initialise the mapping of x from the n-dimensional| */
/* | unit cube to the hypercube given by u and l. If an error occurred, | */
/* | give out a error message and return to the main program with the error| */
/* | flag set. | */
/* | JG 07/16/01 Changed call to remove unused data. | */
/* +-----------------------------------------------------------------------+ */
direct_dirpreprc_(&u[1], &l[1], n, &l[1], &u[1], &oops);
if (oops > 0) {
if (logfile)
fprintf(logfile,"WARNING: Initialization in DIRpreprc failed.\n");
*ierror = -3;
goto cleanup;
}
tstart = 2;
/* +-----------------------------------------------------------------------+ */
/* | Initialise the algorithm DIRECT. | */
/* +-----------------------------------------------------------------------+ */
/* +-----------------------------------------------------------------------+ */
/* | Added variable to keep track of the maximum value found. | */
/* +-----------------------------------------------------------------------+ */
direct_dirinit_(f, fcn, c__, length, &actdeep, point, anchor, &ifree,
logfile, arrayi, &maxi, list2, w, &x[1], &l[1], &u[1],
minf, &minpos, thirds, levels, &MAXFUNC, &MAXDEEP, n, n, &
fmax, &ifeasiblef, &iinfesiblef, ierror, fcn_data, jones,
starttime, maxtime, force_stop);
/* +-----------------------------------------------------------------------+ */
/* | Added error checking. | */
/* +-----------------------------------------------------------------------+ */
if (*ierror < 0) {
if (*ierror == -4) {
if (logfile)
fprintf(logfile, "WARNING: Error occurred in routine DIRsamplepoints.\n");
goto cleanup;
}
if (*ierror == -5) {
if (logfile)
fprintf(logfile, "WARNING: Error occurred in routine DIRsamplef..\n");
goto cleanup;
}
if (*ierror == -102) goto L100;
}
else if (*ierror == DIRECT_MAXTIME_EXCEEDED) goto L100;
numfunc = maxi + 1 + maxi;
actmaxdeep = 1;
oldpos = 0;
tstart = 2;
/* +-----------------------------------------------------------------------+ */
/* | If no feasible point has been found, give out the iteration, the | */
/* | number of function evaluations and a warning. Otherwise, give out | */
/* | the iteration, the number of function evaluations done and minf. | */
/* +-----------------------------------------------------------------------+ */
if (ifeasiblef > 0) {
if (logfile)
fprintf(logfile, "No feasible point found in %d iterations "
"and %d function evaluations.\n", tstart-1, numfunc);
} else {
if (logfile)
fprintf(logfile, "%d, %d, %g, %g\n",
tstart-1, numfunc, *minf, fmax);
}
/* +-----------------------------------------------------------------------+ */
/* +-----------------------------------------------------------------------+ */
/* | Main loop! | */
/* +-----------------------------------------------------------------------+ */
/* +-----------------------------------------------------------------------+ */
i__1 = *maxt;
for (t = tstart; t <= i__1; ++t) {
/* +-----------------------------------------------------------------------+ */
/* | Choose the sample points. The indices of the sample points are stored | */
/* | in the list S. | */
/* +-----------------------------------------------------------------------+ */
actdeep = actmaxdeep;
direct_dirchoose_(anchor, s, &MAXDEEP, f, minf, *eps, epsabs, levels, &maxpos, length,
&MAXFUNC, &MAXDEEP, &MAXDIV, n, logfile, &cheat, &
kmax, &ifeasiblef, jones);
/* +-----------------------------------------------------------------------+ */
/* | Add other hyperrectangles to S, which have the same level and the same| */
/* | function value at the center as the ones found above (that are stored | */
/* | in S). This is only done if we use the original DIRECT algorithm. | */
/* | JG 07/16/01 Added Errorflag. | */
/* +-----------------------------------------------------------------------+ */
if (*algmethod == 0) {
direct_dirdoubleinsert_(anchor, s, &maxpos, point, f, &MAXDEEP, &MAXFUNC,
&MAXDIV, ierror);
if (*ierror == -6) {
if (logfile)
fprintf(logfile,
"WARNING: Capacity of array S in DIRDoubleInsert reached. Increase maxdiv.\n"
"This means that there are a lot of hyperrectangles with the same function\n"
"value at the center. We suggest to use our modification instead (Jones = 1)\n"
);
goto cleanup;
}
}
oldpos = minpos;
/* +-----------------------------------------------------------------------+ */
/* | Initialise the number of sample points in this outer loop. | */
/* +-----------------------------------------------------------------------+ */
newtosample = 0;
i__2 = maxpos;
for (j = 1; j <= i__2; ++j) {
actdeep = s[j + MAXDIV-1];
/* +-----------------------------------------------------------------------+ */
/* | If the actual index is a point to sample, do it. | */
/* +-----------------------------------------------------------------------+ */
if (s[j - 1] > 0) {
/* +-----------------------------------------------------------------------+ */
/* | JG 09/24/00 Calculate the value delta used for sampling points. | */
/* +-----------------------------------------------------------------------+ */
actdeep_div__ = direct_dirgetmaxdeep_(&s[j - 1], length, &MAXFUNC,
n);
delta = thirds[actdeep_div__ + 1];
actdeep = s[j + MAXDIV-1];
/* +-----------------------------------------------------------------------+ */
/* | If the current dept of division is only one under the maximal allowed | */
/* | dept, stop the computation. | */
/* +-----------------------------------------------------------------------+ */
if (actdeep + 1 >= mdeep) {
if (logfile)
fprintf(logfile, "WARNING: Maximum number of levels reached. Increase maxdeep.\n");
*ierror = -6;
goto L100;
}
actmaxdeep = MAX(actdeep,actmaxdeep);
help = s[j - 1];
if (! (anchor[actdeep + 1] == help)) {
pos1 = anchor[actdeep + 1];
while(! (point[pos1 - 1] == help)) {
pos1 = point[pos1 - 1];
}
point[pos1 - 1] = point[help - 1];
} else {
anchor[actdeep + 1] = point[help - 1];
}
if (actdeep < 0) {
actdeep = (integer) f[(help << 1) - 2];
}
/* +-----------------------------------------------------------------------+ */
/* | Get the Directions in which to decrease the intervall-length. | */
/* +-----------------------------------------------------------------------+ */
direct_dirget_i__(length, &help, arrayi, &maxi, n, &MAXFUNC);
/* +-----------------------------------------------------------------------+ */
/* | Sample the function. To do this, we first calculate the points where | */
/* | we need to sample the function. After checking for errors, we then do | */
/* | the actual evaluation of the function, again followed by checking for | */
/* | errors. | */
/* +-----------------------------------------------------------------------+ */
direct_dirsamplepoints_(c__, arrayi, &delta, &help, &start, length,
logfile, f, &ifree, &maxi, point, &x[
1], &l[1], minf, &minpos, &u[1], n, &MAXFUNC, &
MAXDEEP, &oops);
if (oops > 0) {
if (logfile)
fprintf(logfile, "WARNING: Error occurred in routine DIRsamplepoints.\n");
*ierror = -4;
goto cleanup;
}
newtosample += maxi;
/* +-----------------------------------------------------------------------+ */
/* | JG 01/22/01 Added variable to keep track of the maximum value found. | */
/* +-----------------------------------------------------------------------+ */
direct_dirsamplef_(c__, arrayi, &delta, &help, &start, length,
logfile, f, &ifree, &maxi, point, fcn, &x[
1], &l[1], minf, &minpos, &u[1], n, &MAXFUNC, &
MAXDEEP, &oops, &fmax, &ifeasiblef, &iinfesiblef,
fcn_data, force_stop);
if (force_stop && *force_stop) {
*ierror = -102;
goto L100;
}
if (nlopt_stop_time_(starttime, maxtime)) {
*ierror = DIRECT_MAXTIME_EXCEEDED;
goto L100;
}
if (oops > 0) {
if (logfile)
fprintf(logfile, "WARNING: Error occurred in routine DIRsamplef.\n");
*ierror = -5;
goto cleanup;
}
/* +-----------------------------------------------------------------------+ */
/* | Divide the intervalls. | */
/* +-----------------------------------------------------------------------+ */
direct_dirdivide_(&start, &actdeep_div__, length, point, arrayi, &
help, list2, w, &maxi, f, &MAXFUNC, &MAXDEEP, n);
/* +-----------------------------------------------------------------------+ */
/* | Insert the new intervalls into the list (sorted). | */
/* +-----------------------------------------------------------------------+ */
direct_dirinsertlist_(&start, anchor, point, f, &maxi, length, &
MAXFUNC, &MAXDEEP, n, &help, jones);
/* +-----------------------------------------------------------------------+ */
/* | Increase the number of function evaluations. | */
/* +-----------------------------------------------------------------------+ */
numfunc = numfunc + maxi + maxi;
}
/* +-----------------------------------------------------------------------+ */
/* | End of main loop. | */
/* +-----------------------------------------------------------------------+ */
/* L20: */
}
/* +-----------------------------------------------------------------------+ */
/* | If there is a new minimum, show the actual iteration, the number of | */
/* | function evaluations, the minimum value of f (so far) and the position| */
/* | in the array. | */
/* +-----------------------------------------------------------------------+ */
if (oldpos < minpos) {
if (logfile)
fprintf(logfile, "%d, %d, %g, %g\n",
t, numfunc, *minf, fmax);
}
/* +-----------------------------------------------------------------------+ */
/* | If no feasible point has been found, give out the iteration, the | */
/* | number of function evaluations and a warning. | */
/* +-----------------------------------------------------------------------+ */
if (ifeasiblef > 0) {
if (logfile)
fprintf(logfile, "No feasible point found in %d iterations "
"and %d function evaluations\n", t, numfunc);
}
/* +-----------------------------------------------------------------------+ */
/* +-----------------------------------------------------------------------+ */
/* | Termination Checks | */
/* +-----------------------------------------------------------------------+ */
/* +-----------------------------------------------------------------------+ */
/* | JG 01/22/01 Calculate the index for the hyperrectangle at which | */
/* | minf is assumed. We then calculate the volume of this | */
/* | hyperrectangle and store it in delta. This delta can be | */
/* | used to stop DIRECT once the volume is below a certain | */
/* | percentage of the original volume. Since the original | */
/* | is 1 (scaled), we can stop once delta is below a certain | */
/* | percentage, given by volper. | */
/* +-----------------------------------------------------------------------+ */
*ierror = jones;
jones = 0;
actdeep_div__ = direct_dirgetlevel_(&minpos, length, &MAXFUNC, n, jones);
jones = *ierror;
/* +-----------------------------------------------------------------------+ */
/* | JG 07/16/01 Use precalculated values to calculate volume. | */
/* +-----------------------------------------------------------------------+ */
delta = thirds[actdeep_div__] * 100;
if (delta <= *volper) {
*ierror = 4;
if (logfile)
fprintf(logfile, "DIRECT stopped: Volume of S_min is "
"%g%% < %g%% of the original volume.\n",
delta, *volper);
goto L100;
}
/* +-----------------------------------------------------------------------+ */
/* | JG 01/23/01 Calculate the measure for the hyperrectangle at which | */
/* | minf is assumed. If this measure is smaller then sigmaper,| */
/* | we stop DIRECT. | */
/* +-----------------------------------------------------------------------+ */
actdeep_div__ = direct_dirgetlevel_(&minpos, length, &MAXFUNC, n, jones);
delta = levels[actdeep_div__];
if (delta <= *sigmaper) {
*ierror = 5;
if (logfile)
fprintf(logfile, "DIRECT stopped: Measure of S_min "
"= %g < %g.\n", delta, *sigmaper);
goto L100;
}
/* +-----------------------------------------------------------------------+ */
/* | If the best found function value is within fglper of the (known) | */
/* | global minimum value, terminate. This only makes sense if this optimal| */
/* | value is known, that is, in test problems. | */
/* +-----------------------------------------------------------------------+ */
if ((*minf - *fglobal) * 100 / divfactor <= *fglper) {
*ierror = 3;
if (logfile)
fprintf(logfile, "DIRECT stopped: minf within fglper of global minimum.\n");
goto L100;
}
/* +-----------------------------------------------------------------------+ */
/* | Find out if there are infeasible points which are near feasible ones. | */
/* | If this is the case, replace the function value at the center of the | */
/* | hyper rectangle by the lowest function value of a nearby function. | */
/* | If no infeasible points exist (IInfesiblef = 0), skip this. | */
/* +-----------------------------------------------------------------------+ */
if (iinfesiblef > 0) {
direct_dirreplaceinf_(&ifree, &ifreeold, f, c__, thirds, length, anchor,
point, &u[1], &l[1], &MAXFUNC, &MAXDEEP, n, n,
logfile, &fmax, jones);
}
ifreeold = ifree;
/* +-----------------------------------------------------------------------+ */
/* | If iepschange = 1, we use the epsilon change formula from Jones. | */
/* +-----------------------------------------------------------------------+ */
if (iepschange == 1) {
/* Computing MAX */
d__1 = fabs(*minf) * 1e-4;
*eps = MAX(d__1,epsfix);
}
/* +-----------------------------------------------------------------------+ */
/* | If no feasible point has been found yet, set the maximum number of | */
/* | function evaluations to the number of evaluations already done plus | */
/* | the budget given by the user. | */
/* | If the budget has already be increased, increase it again. If a | */
/* | feasible point has been found, remark that and reset flag. No further | */
/* | increase is needed. | */
/* +-----------------------------------------------------------------------+ */
if (increase == 1) {
*maxf = numfunc + oldmaxf;
if (ifeasiblef == 0) {
if (logfile)
fprintf(logfile, "DIRECT found a feasible point. The "
"adjusted budget is now set to %d.\n", *maxf);
increase = 0;
}
}
/* +-----------------------------------------------------------------------+ */
/* | Check if the number of function evaluations done is larger than the | */
/* | allocated budget. If this is the case, check if a feasible point was | */
/* | found. If this is a case, terminate. If no feasible point was found, | */
/* | increase the budget and set flag increase. | */
/* +-----------------------------------------------------------------------+ */
if (numfunc > *maxf) {
if (ifeasiblef == 0) {
*ierror = 1;
if (logfile)
fprintf(logfile, "DIRECT stopped: numfunc >= maxf.\n");
goto L100;
} else {
increase = 1;
if (logfile)
fprintf(logfile,
"DIRECT could not find a feasible point after %d function evaluations.\n"
"DIRECT continues until a feasible point is found.\n", numfunc);
*maxf = numfunc + oldmaxf;
}
}
/* L10: */
}
/* +-----------------------------------------------------------------------+ */
/* +-----------------------------------------------------------------------+ */
/* | End of main loop. | */
/* +-----------------------------------------------------------------------+ */
/* +-----------------------------------------------------------------------+ */
/* +-----------------------------------------------------------------------+ */
/* | The algorithm stopped after maxT iterations. | */
/* +-----------------------------------------------------------------------+ */
*ierror = 2;
if (logfile)
fprintf(logfile, "DIRECT stopped: maxT iterations.\n");
L100:
/* +-----------------------------------------------------------------------+ */
/* | Store the position of the minimum in x. | */
/* +-----------------------------------------------------------------------+ */
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
x[i__] = c__[i__ + minpos * i__1 - i__1-1] * l[i__] + l[i__] * u[i__];
u[i__] = oldu[i__ - 1];
l[i__] = oldl[i__ - 1];
/* L50: */
}
/* +-----------------------------------------------------------------------+ */
/* | Store the number of function evaluations in maxf. | */
/* +-----------------------------------------------------------------------+ */
*maxf = numfunc;
/* +-----------------------------------------------------------------------+ */
/* | Give out a summary of the run. | */
/* +-----------------------------------------------------------------------+ */
direct_dirsummary_(logfile, &x[1], &l[1], &u[1], n, minf, fglobal, &numfunc,
ierror);
/* +-----------------------------------------------------------------------+ */
/* | Format statements. | */
/* +-----------------------------------------------------------------------+ */
cleanup:
#define MY_FREE(p) if (p) free(p)
MY_FREE(c__);
MY_FREE(f);
MY_FREE(s);
MY_FREE(w);
MY_FREE(oldl);
MY_FREE(oldu);
MY_FREE(list2);
MY_FREE(point);
MY_FREE(anchor);
MY_FREE(length);
MY_FREE(arrayi);
MY_FREE(levels);
MY_FREE(thirds);
} /* direct_ */
