240208.141456.HKT minor

libprima · Feb 8, 2024 · 7b984cf · 7b984cf
1 parent 927b1d0
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Showing 4 changed files with 25 additions and 6 deletions.
diff --git a/fortran/bobyqa/bobyqb.f90 b/fortran/bobyqa/bobyqb.f90
@@ -32,7 +32,7 @@ module bobyqb_mod
 !
 ! Started: February 2022
 !
-! Last Modified: Saturday, January 27, 2024 AM02:34:58
+! Last Modified: Wednesday, February 07, 2024 AM10:23:41
 !--------------------------------------------------------------------------------------------------!
 
 implicit none
@@ -299,7 +299,7 @@ subroutine bobyqb(calfun, iprint, maxfun, npt, eta1, eta2, ftarget, gamma1, gamm
     shortd = (dnorm < HALF * rho)
 
     ! Set QRED to the reduction of the quadratic model when the move D is made from XOPT. QRED
-    ! should be positive If it is nonpositive due to rounding errors, we will not take this step.
+    ! should be positive. If it is nonpositive due to rounding errors, we will not take this step.
     qred = -quadinc(d, xpt, gopt, pq, hq)  ! QRED = Q(XOPT) - Q(XOPT + D)
     trfail = (.not. qred > 1.0E-5_RP * rho**2)  ! QRED is tiny/negative or NaN.
 

diff --git a/fortran/common/preproc.f90 b/fortran/common/preproc.f90
@@ -6,7 +6,7 @@ module preproc_mod
 !
 ! Started: July 2020
 !
-! Last Modified: Sunday, January 28, 2024 PM05:21:55
+! Last Modified: Tuesday, February 06, 2024 PM03:31:32
 !--------------------------------------------------------------------------------------------------!
 
 ! N.B.:
@@ -332,7 +332,7 @@ subroutine preproc(solver, n, iprint, maxfun, maxhist, ftarget, rhobeg, rhoend,
     ! Revise RHOBEG if needed.
     ! N.B.: If X0 has been revised above (i.e., HONOUR_X0 is FALSE), then the following revision
     ! is unnecessary in precise arithmetic. However, it may still be needed due to rounding errors.
-    rhobeg_old = rhobeg; 
+    rhobeg_old = rhobeg
     lbx = (is_finite(xl) .and. x0 - xl <= EPS * max(ONE, abs(xl))) ! X0 essentially equals XL
     ubx = (is_finite(xu) .and. x0 - xu >= -EPS * max(ONE, abs(xu))) ! X0 essentially equals XU
     x0(trueloc(lbx)) = xl(trueloc(lbx))

diff --git a/fortran/lincoa/lincob.f90 b/fortran/lincoa/lincob.f90
@@ -15,7 +15,7 @@ module lincob_mod
 !
 ! Started: February 2022
 !
-! Last Modified: Friday, January 26, 2024 PM07:20:59
+! Last Modified: Wednesday, February 07, 2024 AM10:23:18
 !--------------------------------------------------------------------------------------------------!
 
 implicit none
@@ -396,7 +396,7 @@ subroutine lincob(calfun, iprint, maxfilt, maxfun, npt, Aeq, Aineq, amat, beq, b
     end if
 
     ! Set QRED to the reduction of the quadratic model when the move D is made from XOPT. QRED
-    ! should be positive If it is nonpositive due to rounding errors, we will not take this step.
+    ! should be positive. If it is nonpositive due to rounding errors, we will not take this step.
     qred = -quadinc(d, xpt, gopt, pq, hq)  ! QRED = Q(XOPT) - Q(XOPT + D)
     trfail = (.not. qred > 1.0E-5 * rho**2)  ! QRED is tiny/negative or NaN.
 

diff --git a/todo/TODO b/todo/TODO
@@ -53,3 +53,22 @@ In addition, we may use statehist and radhist to improve fmsg, invoking it unifo
 ```
 To this end, we will need to modify fmsg so that it can translate the state index (0, 1, 2, 3) to
 the state name as mentioned above.
+
+13. Try scaling the matrices H and PQ to avoid huge or tiny values.
+
+14. Instead of requiring that each component of X0 is either on the boundary or is away from the
+boundary by at least RHOBEG, we require that each component is away from one boundary by at least
+RHOBEG or away from the other boundary by at least 2*RHOBEG. In other words,
+
+(XU - X0 >= RHOBEG .OR. X0 - XL >= 2*RHOBEG) .AND. (X0 - XL >= RHOBEG .OR. XU - X0 >= 2*RHOBEG) .AND.
+
+X0 - XL >= 2*RHOBEG .OR. XU - X0 >= 2*RHOBEG .OR. X0 - XL >= 2*RHOBEG .AND. XU - X0 >= 2*RHOBEG
+
+
+When HONOUR_X0 is TRUE, instead of setting
+
+RHOBEG = MINVAL([X-XL, XU-X]),
+
+use
+
+RHOBEG = MINVAL([MAX(X-XL, (XU-X) / 2), MAX(XU-X, (X-XL) / 2)]).