230615.205251.CST cobyla: try the last trust-region step before retur…

…ning if `info = SMALL_TR_RADIUS` and `shortd` is true; this improves the performance
zequipe · Jun 15, 2023 · 2a644b0 · 2a644b0
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Showing 6 changed files with 30 additions and 15 deletions.
diff --git a/.development b/.development
diff --git a/fortran/bobyqa/bobyqb.f90 b/fortran/bobyqa/bobyqb.f90
@@ -32,7 +32,7 @@ module bobyqb_mod
 !
 ! Started: February 2022
 !
-! Last Modified: Tuesday, June 13, 2023 AM01:19:13
+! Last Modified: Thursday, June 15, 2023 PM08:12:28
 !--------------------------------------------------------------------------------------------------!
 
 implicit none
@@ -561,13 +561,13 @@ subroutine bobyqb(calfun, iprint, maxfun, npt, eta1, eta2, ftarget, gamma1, gamm
     end if
 end do  ! End of DO TR = 1, MAXTR. The iterative procedure ends.
 
-! Return, possibly after another Newton-Raphson step, if it is too short to have been tried before.
+! Return from the calculation, after trying the Newton-Raphson step if it has not been tried yet.
 if (info == SMALL_TR_RADIUS .and. shortd .and. nf < maxfun) then
     x = xinbd(xbase, xpt(:, kopt) + d, xl, xu, sl, su)  ! In precise arithmetic, X = XBASE + XOPT + D.
     call evaluate(calfun, x, f)
     nf = nf + 1_IK
     ! Print a message about the function evaluation according to IPRINT.
-    ! Zaikun 20230512: DELTA has been updated. RHO only indicative here. TO BE IMPROVED.
+    ! Zaikun 20230512: DELTA has been updated. RHO is only indicative here. TO BE IMPROVED.
     call fmsg(solver, 'Trust region', iprint, nf, rho, f, x)
     ! Save X, F into the history.
     call savehist(nf, x, xhist, f, fhist)

diff --git a/fortran/cobyla/cobylb.f90 b/fortran/cobyla/cobylb.f90
@@ -16,7 +16,7 @@ module cobylb_mod
 !
 ! Started: July 2021
 !
-! Last Modified: Tuesday, June 13, 2023 PM08:36:35
+! Last Modified: Thursday, June 15, 2023 PM08:24:11
 !--------------------------------------------------------------------------------------------------!
 
 implicit none
@@ -587,6 +587,21 @@ subroutine cobylb(calcfc, iprint, maxfilt, maxfun, ctol, cweight, eta1, eta2, ft
 
 end do  ! End of DO TR = 1, MAXTR. The iterative procedure ends.
 
+! Return from the calculation, after trying the last trust-region step if it has not been tried yet.
+if (info == SMALL_TR_RADIUS .and. shortd .and. nf < maxfun) then
+    x = sim(:, n + 1) + d
+    call evaluate(calcfc, x, f, constr, cstrv)
+    nf = nf + 1_IK
+    ! Print a message about the function evaluation according to IPRINT.
+    ! Zaikun 20230512: DELTA has been updated. RHO is only indicative here. TO BE IMPROVED.
+    ! Print a message about the function/constraint evaluation according to IPRINT.
+    call fmsg(solver, 'Trust region', iprint, nf, rho, f, x, cstrv, constr)
+    ! Save X, F, CONSTR, CSTRV into the history.
+    call savehist(nf, x, xhist, f, fhist, cstrv, chist, constr, conhist)
+    ! Save X, F, CONSTR, CSTRV into the filter.
+    call savefilt(cstrv, ctol, cweight, f, x, nfilt, cfilt, ffilt, xfilt, constr, confilt)
+end if
+
 ! Return the best calculated values of the variables.
 ! N.B. SELECTX and FINDPOLE choose X by different standards. One cannot replace the other.
 kopt = selectx(ffilt(1:nfilt), cfilt(1:nfilt), max(cpen, cweight), ctol)

diff --git a/fortran/lincoa/lincob.f90 b/fortran/lincoa/lincob.f90
@@ -15,7 +15,7 @@ module lincob_mod
 !
 ! Started: February 2022
 !
-! Last Modified: Tuesday, June 13, 2023 AM01:03:05
+! Last Modified: Thursday, June 15, 2023 PM08:11:49
 !--------------------------------------------------------------------------------------------------!
 
 implicit none
@@ -613,15 +613,15 @@ subroutine lincob(calfun, iprint, maxfilt, maxfun, npt, A_orig, amat, b_orig, bv
     end if
 end do  ! End of DO TR = 1, MAXTR. The iterative procedure ends.
 
-! Return from the calculation, after trying the Newton-Raphson step if it has not been tried before.
+! Return from the calculation, after trying the Newton-Raphson step if it has not been tried yet.
 if (info == SMALL_TR_RADIUS .and. shortd .and. nf < maxfun) then
     x = xbase + (xpt(:, kopt) + d)
     call evaluate(calfun, x, f)
     nf = nf + 1_IK
     constr = matprod(x, A_orig) - b_orig
     cstrv = maximum([ZERO, constr])
     ! Print a message about the function evaluation according to IPRINT.
-    ! Zaikun 20230512: DELTA has been updated. RHO only indicative here. TO BE IMPROVED.
+    ! Zaikun 20230512: DELTA has been updated. RHO is only indicative here. TO BE IMPROVED.
     call fmsg(solver, 'Trust region', iprint, nf, rho, f, x, cstrv, constr)
     ! Save X, F, CSTRV into the history.
     call savehist(nf, x, xhist, f, fhist, cstrv, chist)

diff --git a/fortran/newuoa/newuob.f90 b/fortran/newuoa/newuob.f90
@@ -8,7 +8,7 @@ module newuob_mod
 !
 ! Started: July 2020
 !
-! Last Modified: Tuesday, June 13, 2023 AM01:20:55
+! Last Modified: Thursday, June 15, 2023 PM08:12:10
 !--------------------------------------------------------------------------------------------------!
 
 implicit none
@@ -569,13 +569,13 @@ subroutine newuob(calfun, iprint, maxfun, npt, eta1, eta2, ftarget, gamma1, gamm
     end if
 end do  ! End of DO TR = 1, MAXTR. The iterative procedure ends.
 
-! Return, possibly after another Newton-Raphson step, if it is too short to have been tried before.
+! Return from the calculation, after trying the Newton-Raphson step if it has not been tried yet.
 if (info == SMALL_TR_RADIUS .and. shortd .and. nf < maxfun) then
     x = xbase + (xpt(:, kopt) + d)
     call evaluate(calfun, x, f)
     nf = nf + 1_IK
     ! Print a message about the function evaluation according to IPRINT.
-    ! Zaikun 20230512: DELTA has been updated. RHO only indicative here. TO BE IMPROVED.
+    ! Zaikun 20230512: DELTA has been updated. RHO is only indicative here. TO BE IMPROVED.
     call fmsg(solver, 'Trust region', iprint, nf, rho, f, x)
     ! Save X, F into the history.
     call savehist(nf, x, xhist, f, fhist)

diff --git a/fortran/uobyqa/uobyqb.f90 b/fortran/uobyqa/uobyqb.f90
@@ -8,7 +8,7 @@ module uobyqb_mod
 !
 ! Started: February 2022
 !
-! Last Modified: Tuesday, June 13, 2023 AM01:04:34
+! Last Modified: Thursday, June 15, 2023 PM08:12:56
 !--------------------------------------------------------------------------------------------------!
 
 implicit none
@@ -199,7 +199,7 @@ subroutine uobyqb(calfun, iprint, maxfun, eta1, eta2, ftarget, gamma1, gamma2, r
 ! Then TRRAD will update DELTA to GAMMA2*RHO. If GAMMA3 >= GAMMA2, then DELTA will be reset to RHO,
 ! which is not reasonable as D is very successful. See paragraph two of Sec. 5.2.5 in
 ! T. M. Ragonneau's thesis: "Model-Based Derivative-Free Optimization Methods and Software".
-! According to test on 20230613, for UOBYQA, this Powellful updating scheme of DELTA works better 
+! According to test on 20230613, for UOBYQA, this Powellful updating scheme of DELTA works better
 ! than setting directly DELTA = MAX(NEW_DELTA, RHO).
 gamma3 = max(ONE, min(0.75_RP * gamma2, 1.5_RP))
 
@@ -444,13 +444,13 @@ subroutine uobyqb(calfun, iprint, maxfun, eta1, eta2, ftarget, gamma1, gamma2, r
     end if
 end do  ! End of DO TR = 1, MAXTR. The iterative procedure ends.
 
-! Return, possibly after another Newton-Raphson step, if it is too short to have been tried before.
+! Return from the calculation, after trying the Newton-Raphson step if it has not been tried yet.
 if (info == SMALL_TR_RADIUS .and. shortd .and. nf < maxfun) then
     x = xbase + (xpt(:, kopt) + d)
     call evaluate(calfun, x, f)
     nf = nf + 1_IK
     ! Print a message about the function evaluation according to IPRINT.
-    ! Zaikun 20230512: DELTA has been updated. RHO only indicative here. TO BE IMPROVED.
+    ! Zaikun 20230512: DELTA has been updated. RHO is only indicative here. TO BE IMPROVED.
     call fmsg(solver, 'Trust region', iprint, nf, rho, f, x)
     ! Save X, F into the history.
     call savehist(nf, x, xhist, f, fhist)