Version 0.5.1
Compared with Version 0.5, this release implements the following.
- Change the
while
loop inbobyqa/rescue.f90
to ado
loop, completely eliminating the possibility of infinite cyclings. - Change the default value of
ctol
fromEPS
tosqrt(EPS)
.ctol
is used only bylincoa
andcobyla
inselectx
when selecting the iterate to return. It is not used during the iterations of any algorithm. - Implement stress tests on large problems. The tests verify that PRIMA does not run into errors even if invoked on problems that are much larger than the dimension PRIMA can effectively handle.
- Add
-heap-arrays
and/heap-arrays
to the compilation options incompile.m
for macOS and Windows, respectively, with the Intel compiler. Without this, PRIMA will encounter stack overflows when handling large problems.