| 123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293 |
- '''
- This module checks whether to break out of the solver loop.
- Translated from Zaikun Zhang's modern-Fortran reference implementation in PRIMA.
- Dedicated to late Professor M. J. D. Powell FRS (1936--2015).
- Python translation by Nickolai Belakovski.
- '''
- from .infos import INFO_DEFAULT, NAN_INF_X, NAN_INF_F, FTARGET_ACHIEVED, MAXFUN_REACHED
- import numpy as np
- def checkbreak_unc(maxfun, nf, f, ftarget, x):
- '''
- This module checks whether to break out of the solver loop in the unconstrained case.
- '''
- # Outputs
- info = INFO_DEFAULT
- # Local variables
- srname = "CHECKbreak_UNC"
- # Preconditions
- assert INFO_DEFAULT not in [NAN_INF_X, NAN_INF_F, FTARGET_ACHIEVED, MAXFUN_REACHED], f'NAN_INF_X, NAN_INF_F, FTARGET_ACHIEVED, and MAXFUN_REACHED differ from INFO_DFT {srname}'
- # X does not contain NaN if the initial X does not contain NaN and the subroutines generating
- # trust-region/geometry steps work properly so that they never produce a step containing NaN/Inf.
- assert not any(np.isnan(x)), f'X does not contain NaN {srname}'
- # With the moderated extreme barrier, F cannot be NaN/+Inf.
- assert not (any(np.isnan(f)) or any(np.isposinf(f))), f'F is not NaN/+Inf {srname}'
- #====================#
- # Calculation starts #
- #====================#
- # Although X should not contain NaN unless there is a bug, we include the following for security.
- # X can be Inf, as finite + finite can be Inf numerically.
- if any(np.isnan(x)) or any(np.isinf(x)):
- info = NAN_INF_X
- # Although NAN_INF_F should not happen unless there is a bug, we include the following for security.
- if any(np.isnan(f)) or any(np.isposinf(f)):
- info = NAN_INF_F
- if f <= ftarget:
- info = FTARGET_ACHIEVED
- if nf >= maxfun:
- info = MAXFUN_REACHED
- return info
- def checkbreak_con(maxfun, nf, cstrv, ctol, f, ftarget, x):
- '''
- This module checks whether to break out of the solver loop in the constrained case.
- '''
- # Outputs
- info = INFO_DEFAULT
- # Local variables
- srname = "CHECKbreak_CON"
- # Preconditions
- assert INFO_DEFAULT not in [NAN_INF_X, NAN_INF_F, FTARGET_ACHIEVED, MAXFUN_REACHED], f'NAN_INF_X, NAN_INF_F, FTARGET_ACHIEVED, and MAXFUN_REACHED differ from INFO_DFT {srname}'
- # X does not contain NaN if the initial X does not contain NaN and the subroutines generating
- # trust-region/geometry steps work properly so that they never produce a step containing NaN/Inf.
- assert not any(np.isnan(x)), f'X does not contain NaN {srname}'
- # With the moderated extreme barrier, F or CSTRV cannot be NaN/+Inf.
- assert not (np.isnan(f) or np.isposinf(f) or np.isnan(cstrv) or np.isposinf(cstrv)), f'F or CSTRV is not NaN/+Inf {srname}'
- #====================#
- # Calculation starts #
- #====================#
- # Although X should not contain NaN unless there is a bug, we include the following for security.
- # X can be Inf, as finite + finite can be Inf numerically.
- if any(np.isnan(x)) or any(np.isinf(x)):
- info = NAN_INF_X
- # Although NAN_INF_F should not happen unless there is a bug, we include the following for security.
- if np.isnan(f) or np.isposinf(f) or np.isnan(cstrv) or np.isposinf(cstrv):
- info = NAN_INF_F
- if cstrv <= ctol and f <= ftarget:
- info = FTARGET_ACHIEVED
- if nf >= maxfun:
- info = MAXFUN_REACHED
- return info
|