bugGNU Scientific Library - Bugs: bug #41527, Change/add multimin functions to...

 
 

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bug #41527: Change/add multimin functions to return error codes

Submitted by:  Patrick Alken <psa>
Submitted on:  Sun 09 Feb 2014 05:35:26 PM UTC  
 
Category: NoneSeverity: 3 - Normal
Operating System: Status: None
Assigned to: NoneOpen/Closed: Open
Release: 

Sun 09 Feb 2014 05:35:26 PM UTC, original submission:

See following email thread from help-gsl:

Hello,

yes, it is a bad design originating from the early years. Multimin
should be changed to use error codes as return values. And add an option
for constrained optimization.

BTW, you might also consider using an additional cost function to steer
clear of illegal values.

BR,
Tuomo

On 02/08/2014 04:29 AM, Patrick Alken wrote:

> I'm not sure why the multimin functions were set up that way (to return
> nan on errors instead of an error code). The multifit framework returns
> error codes, so there's something inconsistent there.
>
> Maybe Brian or Tuomo could weigh in since they appear to have written
> that code.
>
> In any case, for your problem you could look for the GSL_EFAILED return
> value and assume that problem originated in your function. The only
> other option I see is to set a global variable in your function.
>
> On 02/07/2014 04:43 PM, Leek, Jim wrote:
>> I do get an error code out, GSL_EFAILED. I'm not really sure what's going on, but I think:
>> nmsimplex_iterate calls:
>> contract_by_best calls eval
>> gets Nan.
>> calls gsl_finite
>> sets status = GSL_EBADFUNC;
>> returns
>> if (status != GSL_SUCCESS) GSL_ERROR ("contraction failed", GSL_EFAILED);
>>
>> In short, iterate gets the Nan, throws EBADFUNC, then gets EBADFUNC and throws EFAILED.
>>
>> So, obviously I misunderstood the error handing mechanism. I assumed it was passed via a static variable like errno, But I guess I need to set an error handler if I want to properly save the error? It seems to me that in that case it would still get overwritten by nmsimplex_iterate and contract_by_best....
>>
>> Jim
>> ______________________________________


>>
>> The macro GSL_ERROR_VAL is defined as:
>>
>> 112 #define GSL_ERROR_VAL(reason, gsl_errno, value) \
>> 113 do { \
>> 114 gsl_error (reason, _FILE_, _LINE_, gsl_errno) ; \
>> 115 return value ; \
>> 116 } while (0)
>>
>> Since the error handler is turned off, the gsl_error() call in the macro
>> does nothing and your GSL_ERANGE flag is lost. However, the
>> multimin_fminimizer_iterate() should still return an error code when it
>> gets the GSL_NAN so can you check what code is being returned?
>>
>> On 02/07/2014 03:29 PM, Leek, Jim wrote:
>>> Hi, I'm pretty new to GSL, but I should've started using it earlier.
>>>
>>> Anyway, I've got a case where I'm doing a simple 2D optimization with gsl_multimin_fminimizer_nmsimplex2 . One of the error conditions is that the optimizer might stray out of the valid range. So, for that case I put in this error in the 2D function:
>>>
>>> if(v1 < vmin || v1 > vmax ||
>>> v2 < vmin || v2 > vmax) {
>>> GSL_ERROR_VAL("Optimization has spread outsize the bounds",
>>> GSL_ERANGE, GSL_NAN);
>>> }
>>>
>>> This part seems to work, if I have the default error handler on, the program crashes out with the proper error. But in my case this is actually a recoverable error, I want to be able to handle it. So, I turn off the error handler: gsl_set_error_handler_off();
>>>
>>> Then I have this in the iteration loop:
>>> do {
>>> status = gsl_multimin_fminimizer_iterate(s);
>>> if (status)
>>> break;
>>> ....[snip]....
>>> }
>>> while (status == GSL_CONTINUE && iter < 1000);
>>>
>>> if(status != GSL_SUCCESS) {
>>> //If we slid out of range, just skip this optimization, it's out of bounds.
>>> if(status == GSL_ERANGE) {
>>> return 0;
>>> } else {
>>> exit(status);
>>> }
>>> }
>>>
>>> The check against GSL_ERANGE doesn't work, because the status returned turns out to be GSL_EFAILED. So, no matter how I fail, I get the same error code GSL_EFAILED. I think it's due to this line in multimin/simplex2.c :
>>>
>>> line 522:
>>> if (status != GSL_SUCCESS)
>>> {
>>> GSL_ERROR ("contraction failed", GSL_EFAILED);
>>> }
>>>
>>> So, simplex2 just eats my error code. This seems like a bug to me. Is this intentional? It doesn't seem hard to fix.
>>>
>>> Note, I'm using gsl 1.13 because that's what's installed on my machine, but simplex2.c in gsl 1.16 is exactly the same file, so I don't think this behaviour has changed.

Patrick Alken <psa>
Project Administrator

 

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