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Commit 9cd5f3db authored by Davis King's avatar Davis King
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Made the optimization functions throw an error when non-finite values 

are supplied by the user.
parent 5b6e4dbe
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Showing with 40 additions and 20 deletions
dlib/optimization/optimization.h
View file @ 9cd5f3db
......@@ -176,8 +176,10 @@ namespace dlib
double f_value = f(x);
g = der(x);
DLIB_ASSERT(is_finite(f_value), "The objective function generated non-finite outputs");
DLIB_ASSERT(is_finite(g), "The objective function generated non-finite outputs");
if (!is_finite(f_value))
throw error("The objective function generated non-finite outputs");
if (!is_finite(g))
throw error("The objective function generated non-finite outputs");
while(stop_strategy.should_continue_search(x, f_value, g) && f_value > min_f)
{
......@@ -194,8 +196,10 @@ namespace dlib
// Take the search step indicated by the above line search
x += alpha*s;
DLIB_ASSERT(is_finite(f_value), "The objective function generated non-finite outputs");
DLIB_ASSERT(is_finite(g), "The objective function generated non-finite outputs");
if (!is_finite(f_value))
throw error("The objective function generated non-finite outputs");
if (!is_finite(g))
throw error("The objective function generated non-finite outputs");
}
return f_value;
......@@ -238,8 +242,10 @@ namespace dlib
double f_value = -f(x);
g = -der(x);
DLIB_ASSERT(is_finite(f_value), "The objective function generated non-finite outputs");
DLIB_ASSERT(is_finite(g), "The objective function generated non-finite outputs");
if (!is_finite(f_value))
throw error("The objective function generated non-finite outputs");
if (!is_finite(g))
throw error("The objective function generated non-finite outputs");
while(stop_strategy.should_continue_search(x, f_value, g) && f_value > -max_f)
{
......@@ -262,8 +268,10 @@ namespace dlib
g *= -1;
f_value *= -1;
DLIB_ASSERT(is_finite(f_value), "The objective function generated non-finite outputs");
DLIB_ASSERT(is_finite(g), "The objective function generated non-finite outputs");
if (!is_finite(f_value))
throw error("The objective function generated non-finite outputs");
if (!is_finite(g))
throw error("The objective function generated non-finite outputs");
}
return -f_value;
......@@ -303,8 +311,10 @@ namespace dlib
double f_value = f(x);
g = derivative(f,derivative_eps)(x);
DLIB_ASSERT(is_finite(f_value), "The objective function generated non-finite outputs");
DLIB_ASSERT(is_finite(g), "The objective function generated non-finite outputs");
if (!is_finite(f_value))
throw error("The objective function generated non-finite outputs");
if (!is_finite(g))
throw error("The objective function generated non-finite outputs");
while(stop_strategy.should_continue_search(x, f_value, g) && f_value > min_f)
{
......@@ -325,8 +335,10 @@ namespace dlib
g = derivative(f,derivative_eps)(x);
DLIB_ASSERT(is_finite(f_value), "The objective function generated non-finite outputs");
DLIB_ASSERT(is_finite(g), "The objective function generated non-finite outputs");
if (!is_finite(f_value))
throw error("The objective function generated non-finite outputs");
if (!is_finite(g))
throw error("The objective function generated non-finite outputs");
}
return f_value;
......@@ -481,8 +493,10 @@ namespace dlib
double f_value = f(x);
g = der(x);
DLIB_ASSERT(is_finite(f_value), "The objective function generated non-finite outputs");
DLIB_ASSERT(is_finite(g), "The objective function generated non-finite outputs");
if (!is_finite(f_value))
throw error("The objective function generated non-finite outputs");
if (!is_finite(g))
throw error("The objective function generated non-finite outputs");
// gap_eps determines how close we have to get to a bound constraint before we
// start basically dropping it from the optimization and consider it to be an
......@@ -516,8 +530,10 @@ namespace dlib
x = clamp(x + alpha*s, x_lower, x_upper);
g = der(x);
DLIB_ASSERT(is_finite(f_value), "The objective function generated non-finite outputs");
DLIB_ASSERT(is_finite(g), "The objective function generated non-finite outputs");
if (!is_finite(f_value))
throw error("The objective function generated non-finite outputs");
if (!is_finite(g))
throw error("The objective function generated non-finite outputs");
}
return f_value;
......@@ -608,8 +624,10 @@ namespace dlib
double f_value = -f(x);
g = -der(x);
DLIB_ASSERT(is_finite(f_value), "The objective function generated non-finite outputs");
DLIB_ASSERT(is_finite(g), "The objective function generated non-finite outputs");
if (!is_finite(f_value))
throw error("The objective function generated non-finite outputs");
if (!is_finite(g))
throw error("The objective function generated non-finite outputs");
// gap_eps determines how close we have to get to a bound constraint before we
// start basically dropping it from the optimization and consider it to be an
......@@ -647,8 +665,10 @@ namespace dlib
// unnegated version of f()
f_value *= -1;
DLIB_ASSERT(is_finite(f_value), "The objective function generated non-finite outputs");
DLIB_ASSERT(is_finite(g), "The objective function generated non-finite outputs");
if (!is_finite(f_value))
throw error("The objective function generated non-finite outputs");
if (!is_finite(g))
throw error("The objective function generated non-finite outputs");
}
return -f_value;
......
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