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improve type stability of SAMIN #1029

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improve type stability of SAMIN #1029

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8ed827e
samin.jl type stability work
Feb 9, 2023
b9c4892
samin.jl type stability work
Feb 9, 2023
de607a6
samin.jl type stability work
Feb 9, 2023
77500e0
samin.jl type stability work
Feb 9, 2023
5f1c482
samin.jl type stability work
Feb 9, 2023
ef2118c
samin.jl type stability work
Feb 9, 2023
64f6aa0
samin.jl type stability work
Feb 9, 2023
6c0a15c
samin.jl type stability work
Feb 9, 2023
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18 changes: 10 additions & 8 deletions src/multivariate/solvers/constrained/samin.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -77,14 +77,14 @@ function optimize(obj_fn, lb::AbstractArray, ub::AbstractArray, x::AbstractArray
converge = 0 # convergence indicator 0 (failure), 1 (normal success), or 2 (convergence but near bounds)
x_converged = false
f_converged = false
x_absΔ = Inf
f_absΔ = Inf
x_absΔ::Float64 = Inf
f_absΔ::Float64 = Inf
# most recent values, to compare to when checking convergend
fstar = typemax(Float64)*ones(neps)
# Initial obj_value
xopt = copy(x)
f_old = value!(d, x)
fopt = copy(f_old) # give it something to compare to
f_old::Float64 = value!(d, x)
fopt::Float64 = copy(f_old) # give it something to compare to
details = [f_calls(d) t fopt xopt']
bounds = ub - lb
# check for out-of-bounds starting values
Expand Down Expand Up @@ -125,13 +125,13 @@ function optimize(obj_fn, lb::AbstractArray, ub::AbstractArray, x::AbstractArray
lnobds += 1
end
# Evaluate function at new point
f_proposal = value(d, xp)
f_proposal::Float64 = value!(d, xp)
# Accept the new point if the function value decreases
if (f_proposal <= f_old)
x = copy(xp)
f_old = f_proposal
nacc += 1 # total number of acceptances
nacp[h] += 1 # acceptances for this parameter
nacp[h] += 1. # acceptances for this parameter
nup += 1
# If lower than any other point, record as new optimum
if f_proposal < fopt
Expand All @@ -150,7 +150,7 @@ function optimize(obj_fn, lb::AbstractArray, ub::AbstractArray, x::AbstractArray
f_old = copy(f_proposal)
d.F = f_proposal
nacc += 1
nacp[h] += 1
nacp[h] += 1.
ndown += 1
else
nrej += 1
Expand Down Expand Up @@ -226,7 +226,7 @@ function optimize(obj_fn, lb::AbstractArray, ub::AbstractArray, x::AbstractArray
test += 1 # make sure coverage check passes for the fixed parameters
end
end
nacp = 0 # set back to zero
nacp = zeros(n) # set back to zero
# check if we cover parameter space, if we have yet to do so
if !coverage_ok
coverage_ok = (test == n)
Expand Down Expand Up @@ -317,6 +317,8 @@ function optimize(obj_fn, lb::AbstractArray, ub::AbstractArray, x::AbstractArray
x = xopt
end
end
@show f_converged
@show x_converged
return MultivariateOptimizationResults(method,
x0,# initial_x,
xopt, #pick_best_x(f_incr_pick, state),
Expand Down