nlopt ignores force_stop if a parameter is excluded by setting min = max

[rolffank]

Hi,
I use the C API of NLopt in a C++Builder application (BCB6). My objective function runs a hydrological model of a sewer system to minimize total discharge of combined sewer overflows (CSO). Parameters are the maximal throttle flows of the CSO's.
I added a stop button on the GUI to let the user terminate the optimization if he/she doesn't want to wait for a normal termination. Optimization and manual stop works fine as long as no parameter is excluded by setting min = max for this parameter. Then NLopt ignores the demand to stop and continues until normal termination.
I tested NLOPT_LN_NELDERMEAD and NLOPT_LN_BOBYQA. I can only use derivative-free algorithms.

Here my objective function:

double ObjFunction(unsigned n, const double *x, double *grad, void *my_func_data)
{
  TOptim* optim = (TOptim*)(my_func_data);
  optim->ParamsToNetwork(x);  //  transfer x to parameters in simulation program
  optim->RunSimulation();  // runs simulation program, also checks if stop button was pressed
  double result = optim->GetSimulationResult(); 
  if (result < 0.0)   // something went wrong in simulation program
    optim->Stop();   //  nlopt_result_ = nlopt_force_stop(opt_);
  optim->AddOptimRun(x, result);
  optim->UpdateChartSeries(x, result);
  return result;
}

void TOptim::RunSimulation()
{
  try {
    info_->Text = network_->RunSimulation(false);
  }
  catch (...) {
    ShowMessage("Error during simulation!");
    *doStop_ = true;
  }
  if (AnsiContainsStr(info_->Text, "Error")) {
     ShowMessage("Error during simulation!");
     *doStop_ = true;
  }
  if (*doStop_)
    Stop();
}

TOptim is an own C++ wrapper for NLopt because I couldn't run the official C++ wrapper. I tested it with a simple console application and get an "Abnormal program termination" error.

Thanks, Rolf

[stevengj]

Good catch! Can you try the fix in #473 and verify that it solves your problem?

[rolffank]

Wow! Thanks for the fast fix! I will try to build the dll on Windows or wait for the new Windows binaries.
I set nlopt_set_maxeval to 100 as workaround (if optimization does not stop before)

[rolffank]

I installed MinGW on Windows in order to compile nlopt.
There is a broken link to MinGW in your docs. So, I didn't know if I should install MinGW or MinGW-w64.
I installed MinGW from https://osdn.net/projects/mingw/ but there is no pacman to install cmake as explained in your docs:
"If you want to compile NLopt on Windows with MinGW, be sure to install the MinGW version of cmake (e.g. with pacman -S mingw-w64-x86_64-cmake) and then build via cmake -G"MSYS Makefiles" . && make in order to ensure that cmake produces the correct type of makefile."
How can I install pacman on Windows or should I install MinGW-w64?

[jschueller]

use mingw-w64

[rolffank]

I installed MSYS2 and used as described: git clone https://github.com/stevengj/nlopt.git to download newest version.

cmake output:
...
Looking for syscall - not found
Looking for isinf - not found
Looking for gettimeofday - found
Looking for qsort_r - not found
...
-- Configuring done
-- Generating done
-- Build files have been written to: C:/msys64/home/rolf/nlopt/build

Afterwards I tried: make
but make complained that there is no target. There is no Makefile.
Any idea what's wrong? Thanks!

[rolffank]

I tried it successfully in Cygwin but the generated dll is 64-bit. I need a 32-bit dll for the Borland BCC32 compiler.
Is there a flag in the cmake file to generate 32-bit dll or do I need to use MinGW after all?