Bug fix in trust region subproblem solver - upgrade to version 0.2

Author: lindonroberts

.gitignore

@@ -3,6 +3,8 @@
 *.egg-info
 */*.eggs
 *.pyc
+docs/_build
+dist
 
 ## LaTeX standard ignores
 *.pdf  # exclude all pdfs unless specifically included

dfogn/tests/test_trust_region.py

@@ -91,7 +91,8 @@ def runTest(self):
         s_cauchy, red_cauchy, crvmin_cauchy = cauchy_pt(g, hess, Delta)
         self.assertTrue(est_min <= red_cauchy, 'Cauchy reduction not achieved')
         self.assertTrue(np.all(gnew == g + right_multiply_hessian(hess, d)), 'Wrong gnew')
-        self.assertAlmostEqual(crvmin, -1.0, 'Wrong crvmin')
+        print(crvmin)
+        self.assertAlmostEqual(crvmin, 1.2, 'Wrong crvmin')
 
 
 class TestUncBdry(unittest.TestCase):
@@ -209,7 +210,8 @@ def runTest(self):
         # print(d)
         self.assertTrue(est_min <= red_cauchy, 'Cauchy reduction not achieved')
         self.assertTrue(np.all(gnew == g + right_multiply_hessian(hess, d)), 'Wrong gnew')
-        self.assertAlmostEqual(crvmin, 1.5, 'Wrong crvmin')
+        print(crvmin)
+        self.assertAlmostEqual(crvmin, -1.0, 'Wrong crvmin')
 
 
 class TestConBdry(unittest.TestCase):
@@ -232,6 +234,7 @@ def runTest(self):
         s_cauchy, red_cauchy, crvmin_cauchy = cauchy_pt_box(g, hess, Delta, sl - xopt, su - xopt)
         self.assertTrue(est_min <= red_cauchy, 'Cauchy reduction not achieved')
         self.assertTrue(np.max(np.abs(gnew - g - right_multiply_hessian(hess, d))) < 1e-10, 'Wrong gnew')
-        self.assertAlmostEqual(crvmin, 1.0, 'Wrong crvmin')
+        print(crvmin)
+        self.assertAlmostEqual(crvmin, -1.0, 'Wrong crvmin')
         # self.assertAlmostEqual(crvmin, crvmin_cauchy, 'Wrong crvmin')
 

dfogn/trust_region.py

@@ -134,7 +134,7 @@ def trsbox(xopt, gopt, hq, sl, su, delta):
 
         # Reduce STPLEN if necessary in order to preserve the simple bounds,
         # letting IACT be the index of the new constrained variable.
-        iact = -1
+        iact = None
         for i in range(n):
             if s[i] != 0.0:
                 temp = (su[i] - xopt[i] - d[i] if s[i] > 0.0 else sl[i] - xopt[i] - d[i]) / s[i]
@@ -147,8 +147,8 @@ def trsbox(xopt, gopt, hq, sl, su, delta):
         if stplen > 0.0:
             iterc += 1
             temp = shs / stepsq
-            if iact == 0 and temp > 0.0:
-                crvmin = (min(crvmin, temp) if crvmin != -1.0 else temp)
+            if iact is None and temp > 0.0:
+                crvmin = min(crvmin, temp) if crvmin != -1.0 else temp
             ggsav = gredsq
             gnew += stplen * hs
             d += stplen * s
@@ -157,7 +157,7 @@ def trsbox(xopt, gopt, hq, sl, su, delta):
             qred += sdec
 
         # Restart the conjugate gradient method if it has hit a new bound.
-        if iact > -1:
+        if iact is not None:
             nact += 1
             xbdi[iact] = (1 if s[iact] >= 0.0 else -1)
             delsq = delsq - d[iact] ** 2
@@ -246,7 +246,7 @@ def alt_trust_step(n, xopt, hq, sl, su, d, xbdi, nact, gnew, qred):
             # bound, there is a branch back to label 100 after fixing that variable.
             free_variable_reached_bound = False
             angbd = 1.0
-            iact = -1
+            iact = None
             for i in range(n):
                 if xbdi[i] == 0:
                     tempa = xopt[i] + d[i] - sl[i]
@@ -340,7 +340,7 @@ def alt_trust_step(n, xopt, hq, sl, su, d, xbdi, nact, gnew, qred):
             hred = cth * hred + sth * hs
 
             qred += sdec
-            if iact > -1 and isav == iu - 1:
+            if iact is not None and isav == iu - 1:
                 nact += 1
                 xbdi[iact] = xsav
                 restart_alt_loop = True

dfogn/version.py

@@ -24,4 +24,4 @@
 
 """
 
-__version__ = '0.1'
+__version__ = '0.2'