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Re: [Help-gsl] Doing multimin, but my error gets coverted to GSL_EFAILED

From: Patrick Alken
Subject: Re: [Help-gsl] Doing multimin, but my error gets coverted to GSL_EFAILED
Date: Fri, 07 Feb 2014 16:02:32 -0700
User-agent: Mozilla/5.0 (X11; Linux x86_64; rv:24.0) Gecko/20100101 Thunderbird/24.2.0

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)
   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 {

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.


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