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From: Gard Spreemann <gspr@nonempty.org>
Date: Thu, 30 Jul 2020 10:15:21 +0200
Subject: Prevent bound violation.
This is based on SciPy's commits
cb9ed45d1a25d77204c737a8e1489dfb9606241f
e5ffa787555a60caf2ed9d0046a9ab782457fea4
---
lbfgsb.f | 3 +++
1 file changed, 3 insertions(+)
diff --git a/lbfgsb.f b/lbfgsb.f
index 008370d..7c6b7fc 100644
--- a/lbfgsb.f
+++ b/lbfgsb.f
@@ -2569,8 +2569,11 @@ c Line search is impossible.
if (stp .eq. one) then
call dcopy(n,z,1,x,1)
else
+c take step and prevent rounding error beyond bound
do 41 i = 1, n
x(i) = stp*d(i) + t(i)
+ if (nbd(i).eq.1.or.nbd(i).eq.2) x(i) = max(x(i), l(i))
+ if (nbd(i).eq.2.or.nbd(i).eq.3) x(i) = min(x(i), u(i))
41 continue
endif
else
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