do not allocate xtol_abs unless needed

As discussed in stevengj#183, it is benefitical to avoid allocating potentially huge buffers of size `n` unless `x`-tolerance criteria are used.
aitap · Apr 26, 2019 · e1e83eb · e1e83eb
1 parent 2f1fa1c
commit e1e83eb
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Showing 2 changed files with 26 additions and 9 deletions.
diff --git a/src/api/options.c b/src/api/options.c
@@ -111,12 +111,8 @@ nlopt_opt NLOPT_STDCALL nlopt_create(nlopt_algorithm algorithm, unsigned n)
             opt->ub = (double *) calloc(n, sizeof(double));
             if (!opt->ub)
                 goto oom;
-            opt->xtol_abs = (double *) calloc(n, sizeof(double));
-            if (!opt->xtol_abs)
-                goto oom;
             nlopt_set_lower_bounds1(opt, -HUGE_VAL);
             nlopt_set_upper_bounds1(opt, +HUGE_VAL);
-            nlopt_set_xtol_abs1(opt, 0.0);
         }
     }
 
@@ -156,9 +152,11 @@ nlopt_opt NLOPT_STDCALL nlopt_copy(const nlopt_opt opt)
             nopt->ub = (double *) malloc(sizeof(double) * (opt->n));
             if (!opt->ub)
                 goto oom;
-            nopt->xtol_abs = (double *) malloc(sizeof(double) * (opt->n));
-            if (!opt->xtol_abs)
-                goto oom;
+            if (opt->xtol_abs) {
+                nopt->xtol_abs = (double *) malloc(sizeof(double) * (opt->n));
+                if (!opt->xtol_abs)
+                    goto oom;
+            }
             if (opt->x_weights) {
                 nopt->x_weights = (double *) malloc(sizeof(double) * (opt->n));
                 if (!opt->x_weights)
@@ -168,7 +166,9 @@ nlopt_opt NLOPT_STDCALL nlopt_copy(const nlopt_opt opt)
 
             memcpy(nopt->lb, opt->lb, sizeof(double) * (opt->n));
             memcpy(nopt->ub, opt->ub, sizeof(double) * (opt->n));
-            memcpy(nopt->xtol_abs, opt->xtol_abs, sizeof(double) * (opt->n));
+            if (opt->xtol_abs) {
+                memcpy(nopt->xtol_abs, opt->xtol_abs, sizeof(double) * (opt->n));
+            }
         }
 
         if (opt->m) {
@@ -612,6 +612,10 @@ GETSET(ftol_rel, double, ftol_rel) GETSET(ftol_abs, double, ftol_abs) GETSET(xto
 {
     if (opt) {
         nlopt_unset_errmsg(opt);
+        if (!opt->xtol_abs && opt->n > 0) {
+            opt->xtol_abs = (double *) calloc(opt->n, sizeof(double));
+            if (!opt->xtol_abs) return NLOPT_OUT_OF_MEMORY;
+        }
         memcpy(opt->xtol_abs, xtol_abs, opt->n * sizeof(double));
         return NLOPT_SUCCESS;
     }
@@ -623,6 +627,10 @@ nlopt_result NLOPT_STDCALL nlopt_set_xtol_abs1(nlopt_opt opt, double xtol_abs)
     if (opt) {
         unsigned i;
         nlopt_unset_errmsg(opt);
+        if (!opt->xtol_abs && opt->n > 0) {
+            opt->xtol_abs = (double *) calloc(opt->n, sizeof(double));
+            if (!opt->xtol_abs) return NLOPT_OUT_OF_MEMORY;
+        }
         for (i = 0; i < opt->n; ++i)
             opt->xtol_abs[i] = xtol_abs;
         return NLOPT_SUCCESS;
@@ -634,7 +642,13 @@ nlopt_result NLOPT_STDCALL nlopt_get_xtol_abs(const nlopt_opt opt, double *xtol_
 {
     nlopt_unset_errmsg(opt);
     if (opt && (opt->n == 0 || xtol_abs)) {
-        memcpy(xtol_abs, opt->xtol_abs, opt->n * sizeof(double));
+        if (opt->xtol_abs) {
+            memcpy(xtol_abs, opt->xtol_abs, sizeof(double) * (opt->n));
+        } else {
+            unsigned i;
+            for (i = 0; i < opt->n; ++i)
+                xtol_abs[i] = 0;
+        }
         return NLOPT_SUCCESS;
     }
     return NLOPT_INVALID_ARGS;

diff --git a/src/util/stop.c b/src/util/stop.c
@@ -100,6 +100,7 @@ int nlopt_stop_x(const nlopt_stopping * s, const double *x, const double *oldx)
     unsigned i;
     if (diff_norm(s->n, x, oldx, s->x_weights, NULL, NULL) <= s->xtol_rel * vector_norm(s->n, x, s->x_weights, NULL, NULL))
         return 1;
+    if (!s->xtol_abs) return 0;
     for (i = 0; i < s->n; ++i)
         if (fabs(x[i] - oldx[i]) > s->xtol_abs[i])
             return 0;
@@ -111,6 +112,7 @@ int nlopt_stop_dx(const nlopt_stopping * s, const double *x, const double *dx)
     unsigned i;
     if (vector_norm(s->n, dx, s->x_weights, NULL, NULL) <= s->xtol_rel * vector_norm(s->n, x, s->x_weights, NULL, NULL))
         return 1;
+    if (!s->xtol_abs) return 0;
     for (i = 0; i < s->n; ++i)
         if (fabs(dx[i]) > s->xtol_abs[i])
             return 0;
@@ -124,6 +126,7 @@ int nlopt_stop_xs(const nlopt_stopping * s, const double *xs, const double *oldx
     unsigned i;
     if (diff_norm(s->n, xs, oldxs, s->x_weights, scale_min, scale_max) <= s->xtol_rel * vector_norm(s->n, xs, s->x_weights, scale_min, scale_max))
         return 1;
+    if (!s->xtol_abs) return 0;
     for (i = 0; i < s->n; ++i)
         if (fabs(sc(xs[i], scale_min[i], scale_max[i]) - sc(oldxs[i], scale_min[i], scale_max[i])) > s->xtol_abs[i])
             return 0;