rm obsolete #ifdef NLOPT_UTIL_H in stogo code

src/algs/stogo/global.cc

@@ -35,35 +35,13 @@ Global::Global(RTBox D, Pobj o, Pgrad g, GlobalParams P): Domain(D) {
   Gradient=g;
 
   // Initialize parameters
-#ifdef NLOPT_UTIL_H
   stop = P.stop;
-#else
-  maxtime=P.maxtime;
-  maxeval = P.maxeval;
-#endif
   numeval = 0;
   eps_cl=P.eps_cl; mu=P.mu; rshift=P.rshift;
   det_pnts=P.det_pnts; rnd_pnts=P.rnd_pnts;
   fbound=DBL_MAX;
 }
 
-#if 0 // not necessary; default copy is sufficient 
-Global& Global::operator=(const Global &G) {
-  // Copy the problem info and parameter settings
-  Domain=G.Domain; Objective=G.Objective;  Gradient=G.Gradient;
-#ifdef NLOPT_UTIL_H
-  stop = G.stop;
-#else
-  maxtime=G.maxtime;
-  maxeval = G.maxeval;
-#endif
-  numeval = G.numeval;
-  eps_cl=G.eps_cl; mu=G.mu; rshift=G.rshift;
-  det_pnts=G.det_pnts; rnd_pnts=G.rnd_pnts;
-  return *this;
-}
-#endif
-
 void Global::FillRegular(RTBox SampleBox, RTBox box) {
   // Generation of regular sampling points
   double w;
@@ -76,11 +54,11 @@ void Global::FillRegular(RTBox SampleBox, RTBox box) {
     tmpTrial.objval=DBL_MAX ;
     // Add the rest
     i=1 ; flag=1 ; dir=0 ;
-    x=m ; 
+    x=m ;
     while (i<det_pnts) {
       w=box.Width(dir) ;
       x(dir)=m(dir)+flag*rshift*w ;
-      tmpTrial.xvals=x ; 
+      tmpTrial.xvals=x ;
       SampleBox.AddTrial(tmpTrial) ;
       flag=-flag;
       if (flag==1 && dir<dim) {
@@ -90,7 +68,7 @@ void Global::FillRegular(RTBox SampleBox, RTBox box) {
       i++ ;
     }
     // Add midpoint
-    tmpTrial.xvals=m ; 
+    tmpTrial.xvals=m ;
     SampleBox.AddTrial(tmpTrial) ;
   }
 }
@@ -123,11 +101,7 @@ double Global::NewtonTest(RTBox box, int axis, RCRVector x_av, int *noutside) {
   while ( !SampleBox.EmptyBox() ) {
     SampleBox.RemoveTrial(tmpTrial) ;
     info = local(tmpTrial, box, Domain, eps_cl, &maxgrad, *this,
-		 axis, x_av
-#ifdef NLOPT_UTIL_H
-		 , stop
-#endif
-		 ) ;
+		 axis, x_av, stop) ;
     // What should we do when info=LS_Unstable?
     if (info == LS_Out)
       nout++;
@@ -135,15 +109,13 @@ double Global::NewtonTest(RTBox box, int axis, RCRVector x_av, int *noutside) {
       box.AddTrial(tmpTrial) ;
 
       if (tmpTrial.objval<=fbound+mu && tmpTrial.objval<=box.minf+mu) {
-	if (stogo_verbose) {
-	  cout << "Found a candidate, x=" << tmpTrial.xvals;
-	  cout << " F=" <<tmpTrial.objval << " FC=" << FC << endl;
-	}
-	SolSet.push_back(tmpTrial);
-#ifdef NLOPT_UTIL_H
-	if (tmpTrial.objval < stop->minf_max)
-	  break;
-#endif
+        if (stogo_verbose) {
+          cout << "Found a candidate, x=" << tmpTrial.xvals;
+          cout << " F=" <<tmpTrial.objval << " FC=" << FC << endl;
+        }
+        SolSet.push_back(tmpTrial);
+        if (tmpTrial.objval < stop->minf_max)
+          break;
       }
 #ifdef GS_DEBUG
       cout << "Found a stationary point, X= " << tmpTrial.xvals;
@@ -240,12 +212,10 @@ void Global::Search(int axis, RCRVector x_av){
 #endif
       ReduceOrSubdivide(box, axis, x_av);
 
-#ifdef NLOPT_UTIL_H
       if (!NoMinimizers() && OneMinimizer(x) < stop->minf_max) {
-	done = TRUE;
-	break;
+        done = TRUE;
+        break;
       }
-#endif
       if (!InTime()) {
         done=TRUE;
 	if (stogo_verbose)
@@ -256,7 +226,7 @@ void Global::Search(int axis, RCRVector x_av){
     } // inner while-loop
     if (stogo_verbose)
       cout << endl << "*** Inner loop completed ***" << endl ;
-    
+
     // Reduce SolSet if necessary
     SolSet.erase(remove_if(SolSet.begin(), SolSet.end(),
 			   TrialGT(fbound+mu)),SolSet.end());
@@ -302,11 +272,7 @@ double Global::GetTime()
 
 bool Global::InTime()
 {
-#ifdef NLOPT_UTIL_H
   return !nlopt_stop_evalstime(stop);
-#else
- return (maxtime <= 0.0 || GetTime()<maxtime) && (!maxeval || numeval<maxeval);
-#endif
 }
 
 double Global::GetMinValue() {

src/algs/stogo/global.h

@@ -26,12 +26,7 @@ typedef objgrad* Pobjgrad ;
 
 class GlobalParams {
 public:
-#ifdef NLOPT_UTIL_H
   nlopt_stopping *stop;
-#else
-  double maxtime;
-  long int maxeval;
-#endif
   double eps_cl, mu, rshift;
   int det_pnts, rnd_pnts;
 };
@@ -57,9 +52,9 @@ public:
        }
        return 0.0;
   }
-				   
+
   Global(RTBox, Pobj, Pgrad, GlobalParams);
-  
+
   virtual ~Global(){};
 
 //  Global& operator=(const Global &);

src/algs/stogo/local.cc

@@ -11,14 +11,6 @@
 #include "local.h"
 #include "tools.h"
 
-#ifdef NLOPT_UTIL_H
-#  define IF_NLOPT_CHECK_EVALS ++ *(stop->nevals_p); \
-                               if (nlopt_stop_evalstime(stop)) \
-                                  return LS_MaxEvalTime
-#else
-#  define IF_NLOPT_CHECK_EVALS 
-#endif
-
 ////////////////////////////////////////////////////////////////////////
 // SGJ, 2007: allow local to use local optimizers in NLopt, to compare
 // to the BFGS code below
@@ -80,7 +72,7 @@ int local(Trial &T, TBox &box, TBox &domain, double eps_cl, double *mgr,
 #endif
      T.objval=tmp;
      return LS_Old ;
-   } 
+   }
 
 #if 0
 
@@ -94,7 +86,7 @@ int local(Trial &T, TBox &box, TBox &domain, double eps_cl, double *mgr,
   data.stop = stop;
   nlopt_result ret = nlopt_minimize(NLOPT_LOCAL_LBFGS, n, f_local, &data,
 				    box.lb.raw_data(), box.ub.raw_data(),
-				    x.raw_data(), &f, 
+				    x.raw_data(), &f,
 				    stop->minf_max,
 				    stop->ftol_rel, stop->ftol_abs,
 				    stop->xtol_rel, stop->xtol_abs,
@@ -108,7 +100,7 @@ int local(Trial &T, TBox &box, TBox &domain, double eps_cl, double *mgr,
     return LS_New;
   else
     return LS_Out; // failure
-  
+
 #else /* not using NLopt local optimizer ... use original STOgo BFGS code */
 
   int k_max, info, outside = 0;
@@ -139,7 +131,9 @@ int local(Trial &T, TBox &box, TBox &domain, double eps_cl, double *mgr,
     f=glob.ObjectiveGradient(x_av,g_av,OBJECTIVE_AND_GRADIENT);
     g(0)=g_av(axis);
   }
-  IF_NLOPT_CHECK_EVALS;
+  ++ *(stop->nevals_p);
+  if (nlopt_stop_evalstime(stop))
+    return LS_MaxEvalTime;
   FC++;GC++;
 
   if (axis == -1) {
@@ -237,8 +231,8 @@ int local(Trial &T, TBox &box, TBox &domain, double eps_cl, double *mgr,
       }
       else {
 	// Combination of Newton and SD steps
-	d2 = delta*delta ; 
-	copy(h_sd,s) ; 
+	d2 = delta*delta ;
+	copy(h_sd,s) ;
 	s2=nrm_sd*nrm_sd ;
 	nom = d2 - s2 ;
 	snrm_hn=nrm_hn*nrm_hn ;
@@ -249,7 +243,7 @@ int local(Trial &T, TBox &box, TBox &domain, double eps_cl, double *mgr,
 	  break ;
 	}
 	// Normalization (N38, eq. 3.31)
-	beta = nom/den ; 
+	beta = nom/den ;
 	copy(h_n,h_dl) ;
 	scal(beta,h_dl) ;
 	axpy((1-beta),h_sd,h_dl) ;
@@ -284,7 +278,7 @@ int local(Trial &T, TBox &box, TBox &domain, double eps_cl, double *mgr,
       break ;
     }
     else {
-      outside=0 ;  
+      outside=0 ;
     }
 
     // Compute the gain
@@ -294,7 +288,9 @@ int local(Trial &T, TBox &box, TBox &domain, double eps_cl, double *mgr,
       x_av(axis)=x_new(0);
       f_new=glob.ObjectiveGradient(x_av,g_av,OBJECTIVE_AND_GRADIENT);
     }
-    IF_NLOPT_CHECK_EVALS;
+    ++ *(stop->nevals_p);
+    if (nlopt_stop_evalstime(stop))
+      return LS_MaxEvalTime;
     FC++; GC++;
     gemv('N',0.5,B,h_dl,0.0,z);
     ro = (f_new-f) / (dot(g,h_dl) + dot(h_dl,z)); // Quadratic model
@@ -306,20 +302,8 @@ int local(Trial &T, TBox &box, TBox &domain, double eps_cl, double *mgr,
     }
     if (ro > 0) {
       // Update the Hessian and it's inverse using the BFGS formula
-#if 0 // changed by SGJ to compute OBJECTIVE_AND_GRADIENT above
-      if (axis==-1)
-	glob.ObjectiveGradient(x_new,g_new,GRADIENT_ONLY);
-      else {
-	x_av(axis)=x_new(0);
-	glob.ObjectiveGradient(x_av,g_av,GRADIENT_ONLY);
-	g_new(0)=g_av(axis);
-      }
-      GC++;
-      IF_NLOPT_CHECK_EVALS;
-#else
       if (axis != -1)
-	g_new(0)=g_av(axis);
-#endif
+        g_new(0)=g_av(axis);
 
       // y=g_new-g
       copy(g_new,y);
@@ -383,7 +367,7 @@ int local(Trial &T, TBox &box, TBox &domain, double eps_cl, double *mgr,
       cout << "Step is no good, ro=" << ro << " delta=" << delta << endl ;
 #endif
     }
-    
+
   } // wend
 
   // Make sure the routine returns correctly...

src/algs/stogo/local.h

@@ -20,10 +20,6 @@ const int max_iter=50 ;            // Max iterations = max_iter*dim. of problem
 
 extern double MacEpsilon ;   //  min {x >= 0 : 1 + x > 1}
 
-int local(Trial &, TBox &, TBox &, double, double*, Global&, int, RCRVector
-#ifdef NLOPT_UTIL_H
-	  , nlopt_stopping *stop
-#endif
-     );
+int local(Trial &, TBox &, TBox &, double, double*, Global&, int, RCRVector, nlopt_stopping *stop);
 
 #endif