diff --git a/matlab/optimization/solvopt.m b/matlab/optimization/solvopt.m index 04bf44db1..56050b074 100644 --- a/matlab/optimization/solvopt.m +++ b/matlab/optimization/solvopt.m @@ -14,9 +14,8 @@ function [x,f,exitflag,n_f_evals,n_grad_evals,n_constraint_evals,n_constraint_gr % fun name of an M-file (M-function) which computes the value % of the objective function at a point x, % synopsis: f=fun(x) -% grad name of an M-file (M-function) which computes the gradient +% grad indicator whether objective function provides the gradient % vector of the function at a point x, -% synopsis: g=grad(x) % func name of an M-file (M-function) which computes the MAXIMAL % RESIDUAL(!) for a set of constraints at a point x, % synopsis: fc=func(x) @@ -126,7 +125,7 @@ if nargin<2 % Function and/or starting point are not specified end if nargin<3 app=1; % No user-supplied gradients -elseif isempty(grad) +elseif isempty(grad) || grad==0 app=1; else app=0; % Exact gradients are supplied @@ -271,9 +270,19 @@ stopf=0; % COMPUTE THE FUNCTION ( FIRST TIME ) ----{ if trx - f=feval(fun,x',varargin{:}); + if app + f=feval(fun,x',varargin{:}); + else + [f,g]=feval(fun,x',varargin{:}); + n_grad_evals=n_grad_evals+1; + end else - f=feval(fun,x,varargin{:}); + if app + f=feval(fun,x,varargin{:}); + else + [f,g]=feval(fun,x,varargin{:}); + n_grad_evals=n_grad_evals+1; + end end n_f_evals=n_f_evals+1; if isempty(f) @@ -378,12 +387,7 @@ if app end n_f_evals=n_f_evals+n; else - if trx - g=feval(grad,x',varargin{:}); - else - g=feval(grad,x,varargin{:}); - end - n_grad_evals=n_grad_evals+1; + %done above end if size(g,2)==1, g=g'; end ng=norm(g); @@ -674,6 +678,9 @@ while 1 end if ksm || kc>=mxtc exitflag=-3; + % don't return with NaN or Inf despite error code + x=x1; + f=f1; if trx x=x'; end @@ -786,10 +793,10 @@ while 1 end n_f_evals=n_f_evals+n; else - if trx - g=feval(grad,x',varargin{:}); + if trx + [~,g]=feval(fun,x',varargin{:}); else - g=feval(grad,x,varargin{:}); + [~,g]=feval(fun,x,varargin{:}); end n_grad_evals=n_grad_evals+1; end @@ -1084,7 +1091,7 @@ while 1 elseif isnan(f) if dispwarn disp(errmes) - disp(error32) + disp(error31) end exitflag=-3; if trx @@ -1105,9 +1112,9 @@ while 1 n_f_evals=n_f_evals+n; else if trx - g=feval(grad,x',varargin{:}); + [~,g]=feval(fun,x',varargin{:}); else - g=feval(grad,x,varargin{:}); + [~,g]=feval(fun,x,varargin{:}); end n_grad_evals=n_grad_evals+1; end @@ -1210,9 +1217,9 @@ while 1 n_f_evals=n_f_evals+n; else if trx - gt=feval(grad,x1',varargin{:}); + [~,gt]=feval(fun,x1',varargin{:}); else - gt=feval(grad,x1,varargin{:}); + [~,gt]=feval(fun,x1,varargin{:}); end n_grad_evals=n_grad_evals+1; end