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newrat: enforce last parameter vector to be inside bounds

covariance-quadratic-approximation
Marco Ratto 2023-12-13 19:17:27 +01:00 committed by Johannes Pfeifer
parent 3931451250
commit 2898407764
1 changed files with 18 additions and 2 deletions
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20
matlab/optimization/newrat.m
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@ -174,9 +174,25 @@ while norm(gg)>gtol && check==0 && jit<nit
iggx(ig_pos,ig_pos) = inv( hhx(ig_pos,ig_pos) );
[~,x0] = csminit1(func0,x0,penalty,fval,ggx,0,iggx,Verbose,varargin{:});
end
x0 = check_bounds(x0,bounds);
if not(isequal(x0 , check_bounds(x0,bounds)))
x0 = check_bounds(x0,bounds);
[fvala,exit_flag]=penalty_objective_function(x0,func0,penalty,varargin{:});
if exit_flag==1
penalty=fvala;
else
disp_verbose('last step exited with bad status!',Verbose)
end
end
[fvala, x0, ig] = mr_gstep(h1,x0,bounds,func0,penalty,htol0,Verbose,Save_files,gradient_epsilon, parameter_names,varargin{:});
x0 = check_bounds(x0,bounds);
if not(isequal(x0 , check_bounds(x0,bounds)))
x0 = check_bounds(x0,bounds);
[fvala,exit_flag]=penalty_objective_function(x0,func0,penalty,varargin{:});
if exit_flag==1
penalty=fvala;
else
disp_verbose('last step exited with bad status!',Verbose)
end
end
if Save_files
nig=[nig ig];
end