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Wrap the objective & constraint function evaluation and catch exceptions if any #15

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zaikunzhang opened this issue Oct 19, 2023 · 0 comments

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@zaikunzhang
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zaikunzhang commented Oct 19, 2023

See the discussion at

libprima/prima#90 ,

which is copy-pasted below.

This is related to

#80

In general, we should keep in mind that function evaluations may fail or return exceptional values. A robust and reliable solver must handle such cases properly.

The capability of handling such cases can be tested by the TOUGH test. The following is a MATLAB implementation of such a test. https://github.com/libprima/prima/blob/main/matlab/tests/private/tough.m

The MATLAB interface of PRIMA handles exceptions and exceptional values as follows. https://github.com/libprima/prima/blob/main/matlab/interfaces/private/evalobj.m https://github.com/libprima/prima/blob/main/matlab/interfaces/private/evalcon.m

In this way, the function evaluations are wrapped using a try ... catch ... so that exceptions will be taken care of. The solvers will not crash even if the function evaluation fails.

See also my elaboration at libprima/prima#80 (comment)

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