Merge pull request #19 from fzimmermann89/returnifmaxiter

Return result with warning if maximum number of iterations is reached
dedupeio · Dec 18, 2021 · 1652a18 · 1652a18
2 parents a782de0 + ac95975
commit 1652a18
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Showing 2 changed files with 6 additions and 2 deletions.
diff --git a/lbfgs/_lowlevel.pyx b/lbfgs/_lowlevel.pyx
@@ -401,7 +401,7 @@ cdef class LBFGS(object):
                                                        <void *>x_a).copy()
 
                 return x_array.reshape(x0.shape)
-            elif r in (LBFGSERR_ROUNDING_ERROR, LBFGSERR_MAXIMUMLINESEARCH) :
+            elif r in (LBFGSERR_ROUNDING_ERROR, LBFGSERR_MAXIMUMLINESEARCH, LBFGSERR_MAXIMUMITERATION) :
                 warnings.warn(_ERROR_MESSAGES[r])
                 x_array = np.PyArray_SimpleNewFromData(1, tshape, np.NPY_DOUBLE,
                                                        <void *>x_a).copy()

diff --git a/tests/test_lbfgs.py b/tests/test_lbfgs.py
@@ -98,8 +98,12 @@ def f(x, g, *args):
     opt.max_iterations = 3
 
     assert_array_equal(opt.minimize(f, 1e6), [0])
-
+    
     opt.max_iterations = 1
+    with pytest.warns(UserWarning):
+        opt.minimize(f, 1e7)
+
+    opt.ftol = -1
     with pytest.raises(LBFGSError):
         opt.minimize(f, 1e7)