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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 ...@@ -176,8 +176,10 @@ namespace dlib
double f_value = f(x); double f_value = f(x);
g = der(x); g = der(x);
DLIB_ASSERT(is_finite(f_value), "The objective function generated non-finite outputs"); if (!is_finite(f_value))
DLIB_ASSERT(is_finite(g), "The objective function generated non-finite outputs"); 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) while(stop_strategy.should_continue_search(x, f_value, g) && f_value > min_f)
{ {
...@@ -194,8 +196,10 @@ namespace dlib ...@@ -194,8 +196,10 @@ namespace dlib
// Take the search step indicated by the above line search // Take the search step indicated by the above line search
x += alpha*s; x += alpha*s;
DLIB_ASSERT(is_finite(f_value), "The objective function generated non-finite outputs"); if (!is_finite(f_value))
DLIB_ASSERT(is_finite(g), "The objective function generated non-finite outputs"); 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; return f_value;
...@@ -238,8 +242,10 @@ namespace dlib ...@@ -238,8 +242,10 @@ namespace dlib
double f_value = -f(x); double f_value = -f(x);
g = -der(x); g = -der(x);
DLIB_ASSERT(is_finite(f_value), "The objective function generated non-finite outputs"); if (!is_finite(f_value))
DLIB_ASSERT(is_finite(g), "The objective function generated non-finite outputs"); 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) while(stop_strategy.should_continue_search(x, f_value, g) && f_value > -max_f)
{ {
...@@ -262,8 +268,10 @@ namespace dlib ...@@ -262,8 +268,10 @@ namespace dlib
g *= -1; g *= -1;
f_value *= -1; f_value *= -1;
DLIB_ASSERT(is_finite(f_value), "The objective function generated non-finite outputs"); if (!is_finite(f_value))
DLIB_ASSERT(is_finite(g), "The objective function generated non-finite outputs"); 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; return -f_value;
...@@ -303,8 +311,10 @@ namespace dlib ...@@ -303,8 +311,10 @@ namespace dlib
double f_value = f(x); double f_value = f(x);
g = derivative(f,derivative_eps)(x); g = derivative(f,derivative_eps)(x);
DLIB_ASSERT(is_finite(f_value), "The objective function generated non-finite outputs"); if (!is_finite(f_value))
DLIB_ASSERT(is_finite(g), "The objective function generated non-finite outputs"); 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) while(stop_strategy.should_continue_search(x, f_value, g) && f_value > min_f)
{ {
...@@ -325,8 +335,10 @@ namespace dlib ...@@ -325,8 +335,10 @@ namespace dlib
g = derivative(f,derivative_eps)(x); g = derivative(f,derivative_eps)(x);
DLIB_ASSERT(is_finite(f_value), "The objective function generated non-finite outputs"); if (!is_finite(f_value))
DLIB_ASSERT(is_finite(g), "The objective function generated non-finite outputs"); 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; return f_value;
...@@ -481,8 +493,10 @@ namespace dlib ...@@ -481,8 +493,10 @@ namespace dlib
double f_value = f(x); double f_value = f(x);
g = der(x); g = der(x);
DLIB_ASSERT(is_finite(f_value), "The objective function generated non-finite outputs"); if (!is_finite(f_value))
DLIB_ASSERT(is_finite(g), "The objective function generated non-finite outputs"); 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 // 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 // start basically dropping it from the optimization and consider it to be an
...@@ -516,8 +530,10 @@ namespace dlib ...@@ -516,8 +530,10 @@ namespace dlib
x = clamp(x + alpha*s, x_lower, x_upper); x = clamp(x + alpha*s, x_lower, x_upper);
g = der(x); g = der(x);
DLIB_ASSERT(is_finite(f_value), "The objective function generated non-finite outputs"); if (!is_finite(f_value))
DLIB_ASSERT(is_finite(g), "The objective function generated non-finite outputs"); 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; return f_value;
...@@ -608,8 +624,10 @@ namespace dlib ...@@ -608,8 +624,10 @@ namespace dlib
double f_value = -f(x); double f_value = -f(x);
g = -der(x); g = -der(x);
DLIB_ASSERT(is_finite(f_value), "The objective function generated non-finite outputs"); if (!is_finite(f_value))
DLIB_ASSERT(is_finite(g), "The objective function generated non-finite outputs"); 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 // 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 // start basically dropping it from the optimization and consider it to be an
...@@ -647,8 +665,10 @@ namespace dlib ...@@ -647,8 +665,10 @@ namespace dlib
// unnegated version of f() // unnegated version of f()
f_value *= -1; f_value *= -1;
DLIB_ASSERT(is_finite(f_value), "The objective function generated non-finite outputs"); if (!is_finite(f_value))
DLIB_ASSERT(is_finite(g), "The objective function generated non-finite outputs"); 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; return -f_value;
......
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