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libprima · Oct 24, 2023 · ca76de9 · ca76de9
1 parent bedd22a
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Showing 2 changed files with 21 additions and 13 deletions.
diff --git a/c/include/prima/prima.h b/c/include/prima/prima.h
@@ -85,7 +85,7 @@ typedef struct {
   // required accuracy for the variables (default=1e-6)
   double rhoend;
 
-  // maximum number of function evaluations (default=100)
+  // maximum number of function evaluations (default=-1 interpreted as 500*n)
   int maxfun;
 
   // verbosity level, see the prima_message enum (default=PRIMA_MSG_NONE)
@@ -94,7 +94,7 @@ typedef struct {
   // target function value; optimization stops when f <= ftarget for a feasible point (default=-inf)
   double ftarget;
 
-  // number of points in the interpolation set n+2<=npt<=(n+1)(n+2)/2 (default=2*n+1)
+  // number of points in the interpolation set n+2<=npt<=(n+1)(n+2)/2 (default=-1 interpreted as 2*n+1)
   // ignored for uobyqa & cobyla
   int npt;
 

diff --git a/c/prima.c b/c/prima.c
@@ -10,7 +10,7 @@ int prima_init_options(prima_options * opt)
 {
   if (opt != NULL)
   {
-    opt->maxfun = 100;
+    opt->maxfun = -1;// interpreted as 500*n
     opt->rhobeg = 1.0;
     opt->rhoend = 1e-6;
     opt->iprint = PRIMA_MSG_NONE;
@@ -56,24 +56,30 @@ int lincoa_c(prima_obj calfun, const void *data, const int n, double x[], double
              const double xl[], const double xu[],
              int *nf, const double rhobeg, const double rhoend, const double ftarget, const int maxfun, const int npt, const int iprint, int *info);
 
-int prima_check_options(prima_options * opt, int n)
+int prima_check_options(prima_options * opt, int n, int alloc_bounds)
 {
   if (!opt)
     return PRIMA_NULL_OPTIONS;
-  if (!opt->xl)
+  if (alloc_bounds && !opt->xl)
   {
     opt->xl = (double*)malloc(n * sizeof(double));
+    if (!opt->xl)
+      return PRIMA_MEMORY_ALLOCATION_FAILS;
     opt->_allocated_xl = 1;
     for (int i = 0; i< n; ++ i)
-      opt->xl[i] = -HUGE_VAL;
+      opt->xl[i] = -INFINITY;
   }
-  if (!opt->xu)
+  if (alloc_bounds && !opt->xu)
   {
     opt->xu = (double*)malloc(n * sizeof(double));
+    if (!opt->xu)
+      return PRIMA_MEMORY_ALLOCATION_FAILS;
     opt->_allocated_xu = 1;
     for (int i = 0; i< n; ++ i)
-      opt->xu[i] = HUGE_VAL;
+      opt->xu[i] = INFINITY;
   }
+  if (opt->maxfun < 0)
+    opt->maxfun = 500*n;
   if (opt->npt < 0)
     opt->npt = 2*n+1;
   return 0;
@@ -109,7 +115,7 @@ int prima_cobyla(const prima_objcon calcfc, const int n, double x[], double *f,
                  double *cstrv, double nlconstr[],
                  int *nf, prima_options * opt)
 {
-  int info = prima_check_options(opt, n);
+  int info = prima_check_options(opt, n, 1);
   if (info == 0)
   {
     // evaluate f0, nlconstr0 if either one is not provided
@@ -118,6 +124,8 @@ int prima_cobyla(const prima_objcon calcfc, const int n, double x[], double *f,
       if (!opt->nlconstr0)
       {
         opt->nlconstr0 = (double*)calloc(n, sizeof(double));
+        if (!opt->nlconstr0)
+          return PRIMA_MEMORY_ALLOCATION_FAILS;
         opt->_allocated_nlconstr0 = 1;
       }
       calcfc(x, &(opt->f0), opt->nlconstr0, opt->data);
@@ -133,7 +141,7 @@ int prima_cobyla(const prima_objcon calcfc, const int n, double x[], double *f,
 int prima_bobyqa(const prima_obj calfun, const int n, double x[], double *f,
                  int *nf, prima_options * opt)
 {
-  int info = prima_check_options(opt, n);
+  int info = prima_check_options(opt, n, 1);
   if (info == 0)
   {
     bobyqa_c(calfun, opt->data, n, x, f, opt->xl, opt->xu, nf, opt->rhobeg, opt->rhoend, opt->ftarget, opt->maxfun, opt->npt < 0 ? 2*n+1 : opt->npt, opt->iprint, &info);
@@ -145,7 +153,7 @@ int prima_bobyqa(const prima_obj calfun, const int n, double x[], double *f,
 int prima_newuoa(const prima_obj calfun, const int n, double x[], double *f,
                  int *nf, prima_options * opt)
 {
-  int info = prima_check_options(opt, n);
+  int info = prima_check_options(opt, n, 0);
   if (info == 0)
   {
     newuoa_c(calfun, opt->data, n, x, f, nf, opt->rhobeg, opt->rhoend, opt->ftarget, opt->maxfun, opt->npt < 0 ? 2*n+1 : opt->npt, opt->iprint, &info);
@@ -157,7 +165,7 @@ int prima_newuoa(const prima_obj calfun, const int n, double x[], double *f,
 int prima_uobyqa(const prima_obj calfun, const int n, double x[], double *f,
                  int *nf, prima_options * opt)
 {
-  int info = prima_check_options(opt, n);
+  int info = prima_check_options(opt, n, 0);
   if (info == 0)
   {
     uobyqa_c(calfun, opt->data, n, x, f, nf, opt->rhobeg, opt->rhoend, opt->ftarget, opt->maxfun, opt->iprint, &info);
@@ -169,7 +177,7 @@ int prima_uobyqa(const prima_obj calfun, const int n, double x[], double *f,
 int prima_lincoa(const prima_obj calfun, const int n, double x[], double *f, double *cstrv,
                  int *nf, prima_options * opt)
 {
-  int info = prima_check_options(opt, n);
+  int info = prima_check_options(opt, n, 1);
   if (info == 0)
   {
     lincoa_c(calfun, opt->data, n, x, f, cstrv,