# Copyright (C) 2008-2009 - INRIA - Michael Baudin
# Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
# Copyright (C) 2010-$year$ - Sebastien Bihorel
#
# This file must be used under the terms of the CeCILL.
# This source file is licensed as described in the file COPYING, which
# you should have received as part of this distribution. The terms
# are also available at
# http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
#
# This source code is a R port of the neldermead component
# originally written by Michael Baudin for Scilab :
# "Nelder-Mead User's Manual", 2010, Consortium Scilab - Digiteo,
# Michael Baudin, http://wiki.scilab.org/The_Nelder-Mead_Component
scaleinconstraints <- function(this=NULL,x=NULL,xref=NULL){
p <- x
hasbounds <- optimbase.hasbounds(this=this$optbase)
nbnlc <- optimbase.get(this=this$optbase,key='nbineqconst')
varargout <- list(this=this,isscaled=NULL,p=p)
#
# 1. No bounds, no nonlinear inequality constraints
# => no problem
#
if ((hasbounds==FALSE) & (nbnlc==0)){
varargout$isscaled <- TRUE
return(varargout)
}
#
# 2. Scale into bounds
#
if (hasbounds){
tmp <- optimbase.proj2bnds(this=this$optbase,x=p)
this$optbase <- tmp$this
p <- tmp$p
rm(tmp)
this <- neldermead.log(this=this,
msg=sprintf(' > After projection into bounds p = [%s]',strvec(p)))
}
#
# 3. Scale into non linear constraints
# Try the current point and see if the constraints are satisfied.
# If not, move the point 'halfway' to the centroid,
# which should satisfy the constraints, if
# the constraints are convex.
# Perform this loop until the constraints are satisfied.
# If all loops have been performed without success, the scaling
# has failed.
#
isscaled <- FALSE
alpha <- 1.0
p0 <- p
while (alpha > this$guinalphamin){
tmp <- optimbase.isinnonlincons(this=this$optbase,x=p)
this$optbase <- tmp$this
feasible <- tmp$isfeasible
rm(tmp)
if (feasible){
isscaled = TRUE
break
}
alpha <- alpha * this$boxineqscaling
this <- neldermead.log(this=this,
msg=sprintf('Scaling inequality constraint with alpha = %e',alpha))
p <-(1.0 - alpha ) * xref + alpha * p0
}
this <- neldermead.log(this=this,
msg=sprintf(' > After scaling into inequality constraints p = [%s]',strvec(p)))
if (!isscaled){
this <- neldermead.log(this=this,
msg=sprintf(' > Impossible to scale into constraints after %d loops',
this$optbase.nbineqconst))
}
varargout <- list(this=this, isscaled=isscaled, p=p)
return(varargout)
}
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