fix(optim): refuse non-finite bounds in differential evolution

Assisted-by: DeepSeek V4.1 Flash
This commit is contained in:
2026-09-28 14:07:46 +02:00
parent 3a44be625f
commit b2e69ff57b
3 changed files with 31 additions and 2 deletions
+3
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@@ -45,6 +45,9 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
interleaves the endpoints of unrelated edges. interleaves the endpoints of unrelated edges.
- `IntegrateFunction` names itself in its errors; the adaptive - `IntegrateFunction` names itself in its errors; the adaptive
quadrature no longer reports under a name absent from the surface. quadrature no longer reports under a name absent from the surface.
- `MinimiseDifferentialEvolution` refuses a non-finite bound instead
of drawing a NaN population and returning a NaN point with no
error.
## [1.0.0] - 2026-09-03 ## [1.0.0] - 2026-09-03
+6 -2
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@@ -58,8 +58,12 @@ func MinimiseDifferentialEvolution(f func(*core.Array) (float64, error),
return nil, 0, base.Errf("%s: complex bounds are not supported", name) return nil, 0, base.Errf("%s: complex bounds are not supported", name)
} }
for i := range n { for i := range n {
if !(upper.FloatAt(i) > lower.FloatAt(i)) { lo, up := lower.FloatAt(i), upper.FloatAt(i)
return nil, 0, base.Errf("%s: bound %d runs from %g to %g", name, i, lower.FloatAt(i), upper.FloatAt(i)) // An infinite side has no uniform draw: the population would be
// born NaN and the best point would come back NaN with no error,
// so a non-finite bound is degenerate exactly as a crossed one is.
if math.IsNaN(lo) || math.IsNaN(up) || math.IsInf(lo, 0) || math.IsInf(up, 0) || !(up > lo) {
return nil, 0, base.Errf("%s: bound %d runs from %g to %g", name, i, lo, up)
} }
} }
pop := opts.Population pop := opts.Population
+22
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@@ -112,3 +112,25 @@ func TestDEErrors(t *testing.T) {
t.Error("NaN objective accepted") t.Error("NaN objective accepted")
} }
} }
// TestDERejectsInfiniteBounds pins that an infinite side is refused: the
// sampler draws uniformly inside the box, so an open side would populate
// it with NaN and hand back a NaN point with a nil error.
func TestDERejectsInfiniteBounds(t *testing.T) {
zero, _ := core.FromFloats([]float64{0}, 1)
one, _ := core.FromFloats([]float64{1}, 1)
constF := func(a *core.Array) (float64, error) { return 1, nil }
for _, tc := range []struct {
name string
lo, hi *core.Array
}{
{"both sides open", mustBound(math.Inf(-1)), mustBound(math.Inf(1))},
{"upper open", zero, mustBound(math.Inf(1))},
{"lower open", mustBound(math.Inf(-1)), one},
} {
x, _, err := MinimiseDifferentialEvolution(constF, tc.lo, tc.hi, DifferentialEvolutionOptions{Generations: 5})
if err == nil {
t.Errorf("%s: infinite bound accepted, returned x=%g", tc.name, x.FloatAt(0))
}
}
}