Merge pull request libprima#40 from libprima/dev_cobyla

Enable the Fortran implementation of lincoa and cobyla to support more types of constraints

.github/actions/spelling/allow.txt

@@ -2008,3 +2008,29 @@ sprimalib
 COMPFLAGS
 daynum
 dfrv
+mineq
+BQPGABIM
+idmat
+ixl
+ixu
+mxl
+mxu
+lincon
+Aeqx
+Aineqx
+ieq
+iineq
+AINEQ
+cbnd
+lceq
+lcineq
+lconstr
+nlconstr
+dotnet
+jlumbroso
+NONLCON
+nonlcon
+sqr
+cvnd
+cvpd
+nlcon

.github/workflows/lint_hosted.yml

@@ -24,6 +24,18 @@ jobs:
         solver: [newuoa, cobyla, lincoa, bobyqa, uobyqa]
 
     steps:
+
+      - name: Free disk space
+        uses: jlumbroso/free-disk-space@main
+        with:
+          # all of these default to true, but feel free to set to "false" if necessary for your workflow
+          android: true
+          dotnet: true
+          haskell: true
+          large-packages: true
+          docker-images: true
+          swap-storage: true
+
       - name: Checkout repository
         uses: actions/checkout@v3.5.3
         with:

.github/workflows/lint_nagfor.yml

@@ -38,7 +38,7 @@ jobs:
           export PATH=$PATH:"~/local/bin"
           source ~/local/bin/nag_licensing || (echo "\n\nNAG licensing failed.\n\n" && exit 2)
           cd "$ROOT_DIR"/fortran/${{ matrix.solver }}
-          if [[ $(($(date +%d) % 2)) == 0 ]] ; then
+          if [[ $(($(date +%-d) % 2)) == 0 ]] ; then
               bash ./flint -n --all
           else
               bash ./mlint -n --all

.github/workflows/profile_all.yml

@@ -78,7 +78,7 @@ jobs:
         id: check_matlab
         run: if type 'matlab' &> /dev/null ; then echo "::set-output name=has_matlab::true" ; fi
 
-      - name: Cache MATLAB  # N.B.: Clear the cache when the `latest` version of MATLAB changes in March and September  
+      - name: Cache MATLAB  # N.B.: Clear the cache when the `latest` version of MATLAB changes in March and September
         uses: actions/cache@v3.3.1
         with:
           path: ${{ runner.tool_cache }}/MATLAB

.github/workflows/profile_cobyla_small.yml

@@ -57,7 +57,7 @@ jobs:
         id: check_matlab
         run: if type 'matlab' &> /dev/null ; then echo "::set-output name=has_matlab::true" ; fi
 
-      - name: Cache MATLAB  # N.B.: Clear the cache when the `latest` version of MATLAB changes in March and September  
+      - name: Cache MATLAB  # N.B.: Clear the cache when the `latest` version of MATLAB changes in March and September
         uses: actions/cache@v3.3.1
         with:
           path: ${{ runner.tool_cache }}/MATLAB

.github/workflows/profile_prima_small.yml

@@ -54,7 +54,7 @@ jobs:
         id: check_matlab
         run: if type 'matlab' &> /dev/null ; then echo "::set-output name=has_matlab::true" ; fi
 
-      - name: Cache MATLAB  # N.B.: Clear the cache when the `latest` version of MATLAB changes in March and September  
+      - name: Cache MATLAB  # N.B.: Clear the cache when the `latest` version of MATLAB changes in March and September
         uses: actions/cache@v3.3.1
         with:
           path: ${{ runner.tool_cache }}/MATLAB

.github/workflows/stress_test_fortran.yml

@@ -84,7 +84,7 @@ jobs:
         run: |
           cd "$ROOT_DIR"/fortran/tests
           export TESTDIM=${{ matrix.testdim }}
-          RK=$((2**($(date +%d) % 3 + 2)))
+          RK=$((2**($(date +%-d) % 3 + 2)))
           echo "RK = " $RK
           if [[ $RK==16 && dfrv == *${{ matrix.compiler }}* ]] ; then
               echo "r16 test is skipped for compiler " ${{ matrix.compiler }}

.github/workflows/test_absoft.yml

@@ -38,7 +38,7 @@ jobs:
           source "$AFDIR"/bin/absvars.sh
           export LD_LIBRARY_PATH=/usr/lib/x86_64-linux-gnu/:$LD_LIBRARY_PATH
           # Use $(( )) rather than $(expr ). See https://unix.stackexchange.com/questions/63166/bash-e-exits-when-let-or-expr-evaluates-to-0
-          FFLAGS=-O$(($(date +%d) % 4))
+          FFLAGS=-O$(($(date +%-d) % 4))
           FFLAGS=${FFLAGS/O0/g}
           export FFLAGS
           cd "$ROOT_DIR"/fortran/tests && make atest_${{ matrix.ikind }}.${{ matrix.solver }}

.github/workflows/test_nagfor.yml

@@ -38,7 +38,7 @@ jobs:
           export PATH=$PATH:"~/local/bin"
           source ~/local/bin/nag_licensing || echo "\n\nNAG licensing failed.\n\n"
           # Use $(( )) rather than $(expr ). See https://unix.stackexchange.com/questions/63166/bash-e-exits-when-let-or-expr-evaluates-to-0
-          FFLAGS=-O$(($(date +%d) % 5))
+          FFLAGS=-O$(($(date +%-d) % 5))
           FFLAGS=${FFLAGS/O0/g}
           FFLAGS=${FFLAGS/O4/fast}
           export FFLAGS

fortran/bobyqa/bobyqa.f90

@@ -25,7 +25,7 @@ module bobyqa_mod
 !
 ! Started: February 2022
 !
-! Last Modified: Monday, May 29, 2023 PM07:24:51
+! Last Modified: Monday, July 03, 2023 AM12:01:01
 !--------------------------------------------------------------------------------------------------!
 
 implicit none
@@ -50,7 +50,7 @@ subroutine bobyqa(calfun, x, f, &
 !
 ! or
 !
-! ! First define CALFUN, X, and XL, then do the following.
+! ! First define CALFUN, X, and XL, and then do the following.
 ! call bobyqa(calfun, x, f, xl = xl, rhobeg = 0.5D0, rhoend = 1.0D-3, maxfun = 100)
 !
 ! See examples/bobyqa_exmp.f90 for a concrete example.

fortran/bobyqa/bobyqb.f90

@@ -32,7 +32,7 @@ module bobyqb_mod
 !
 ! Started: February 2022
 !
-! Last Modified: Tuesday, June 20, 2023 AM06:19:49
+! Last Modified: Tuesday, August 01, 2023 PM05:26:39
 !--------------------------------------------------------------------------------------------------!
 
 implicit none
@@ -407,10 +407,12 @@ subroutine bobyqb(calfun, iprint, maxfun, npt, eta1, eta2, ftarget, gamma1, gamm
     ! CLOSE_ITPSET: Are the interpolation points close to XOPT?
     distsq = sum((xpt - spread(xpt(:, kopt), dim=2, ncopies=npt))**2, dim=1)
     !!MATLAB: distsq = sum((xpt - xpt(:, kopt)).^2)  % Implicit expansion
-    close_itpset = all(distsq <= max((TWO * delta)**2, (TEN * rho)**2))  ! Powell's code.
+    close_itpset = all(distsq <= max(delta**2, (TEN * rho)**2))
     ! Below are some alternative definitions of CLOSE_ITPSET.
-    ! !close_itpset = all(distsq <= (TEN * delta)**2)  ! Does not work as well as Powell's version.
+    ! N.B.: The threshold for CLOSE_ITPSET is at least DELBAR, the trust region radius for GEOSTEP.
+    ! !close_itpset = all(distsq <= max((TWO * delta)**2, (TEN * rho)**2))  ! Powell's code.
     ! !close_itpset = all(distsq <= 4.0_RP * delta**2)  ! Powell's NEWUOA code.
+    ! !close_itpset = all(distsq <= max(delta**2, 4.0_RP * rho**2))  ! Powell's LINCOA code.
     ! ADEQUATE_GEO: Is the geometry of the interpolation set "adequate"?
     adequate_geo = (shortd .and. accurate_mod) .or. close_itpset
     ! SMALL_TRRAD: Is the trust-region radius small? This indicator seems not impactive in practice.
@@ -460,7 +462,13 @@ subroutine bobyqb(calfun, iprint, maxfun, npt, eta1, eta2, ftarget, gamma1, gamm
     if (improve_geo) then
         ! XPT(:, KNEW_GEO) will become XOPT + D below. KNEW_GEO /= KOPT unless there is a bug.
         knew_geo = int(maxloc(distsq, dim=1), kind(knew_geo))
-        delbar = max(min(TENTH * sqrt(maxval(distsq)), delta), rho)
+
+        ! Set DELBAR, which will be used as the trust-region radius for the geometry-improving
+        ! scheme GEOSTEP. Note that DELTA has been updated before arriving here.
+        delbar = max(min(TENTH * sqrt(maxval(distsq)), delta), rho)  ! Powell's code
+        !delbar = rho  ! Powell's UOBYQA code
+        !delbar = max(min(TENTH * sqrt(maxval(distsq)), HALF * delta), rho)  ! Powell's NEWUOA code
+        !delbar = max(TENTH * delta, rho)  ! Powell's LINCOA code
 
         ! Find D so that the geometry of XPT will be improved when XPT(:, KNEW_GEO) becomes XOPT + D.
         d = geostep(knew_geo, kopt, bmat, delbar, sl, su, xpt, zmat)

fortran/bobyqa/initialize.f90

@@ -8,7 +8,7 @@ module initialize_mod
 !
 ! Started: February 2022
 !
-! Last Modified: Friday, May 12, 2023 PM06:53:02
+! Last Modified: Monday, July 03, 2023 PM04:54:11
 !--------------------------------------------------------------------------------------------------!
 
 implicit none
@@ -113,7 +113,6 @@ subroutine initxf(calfun, iprint, maxfun, ftarget, rhobeg, xl, xu, x0, ij, kopt,
     call assert(all(x0 >= xl .and. (x0 <= xl .or. x0 >= xl + rhobeg)), 'X0 == XL or X0 >= XL + RHOBEG', srname)
     call assert(all(x0 <= xu .and. (x0 >= xu .or. x0 <= xu - rhobeg)), 'X0 == XU or X0 >= XU - RHOBEG', srname)
     call assert(size(xbase) == n, 'SIZE(XBASE) == N', srname)
-    call assert(size(xpt, 1) == n .and. size(xpt, 2) == npt, 'SIZE(XPT) == [N, NPT]', srname)
     call assert(size(xhist, 1) == n .and. maxxhist * (maxxhist - maxhist) == 0, &
         & 'SIZE(XHIST, 1) == N, SIZE(XHIST, 2) == 0 or MAXHIST', srname)
     call assert(maxfhist * (maxfhist - maxhist) == 0, 'SIZE(FHIST) == 0 or MAXHIST', srname)

fortran/classical/bobyqa/bobyqa.f90

@@ -1,6 +1,6 @@
 module bobyqa_mod
 !--------------------------------------------------------------------------------------------------!
-! Classical mode. Not maintained. Not recommended. Please use the modernized version instead.
+! Classical mode. Not maintained. Strongly discouraged. Please use the modernized version instead.
 !
 ! The usage is the same as the modernized version.
 !--------------------------------------------------------------------------------------------------!