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mr_hessian.m: prevent infinite loop 

Make sure hessian is not 0 and add counter.
Fixes #1636
time-shift
Johannes Pfeifer 2019-02-05 10:00:54 +01:00
parent 5c75c30104
commit d5e25c8f43
1 changed files with 4 additions and 1 deletions
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5
matlab/optimization/mr_hessian.m
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@ -125,17 +125,20 @@ while i<n
end
if abs(dx(it))>(3*hess_info.htol)
hess_info.h1(i)= hess_info.htol/abs(dx(it))*hess_info.h1(i);
hess_info.h1(i) = max(hess_info.h1(i),1e-10);
xh1(i)=x(i)+hess_info.h1(i);
try
[fx,exit_flag,ffx]=penalty_objective_function(xh1,func,penalty,varargin{:});
catch
fx=1.e8;
end
while (fx-f0)==0
iter=0;
while (fx-f0)==0 && iter<50
hess_info.h1(i)= hess_info.h1(i)*2;
xh1(i)=x(i)+hess_info.h1(i);
[fx,exit_flag,ffx]=penalty_objective_function(xh1,func,penalty,varargin{:});
ic=1;
iter=iter+1;
end
end
it=it+1;