Added error handling

lbfgs.pyx

@@ -160,6 +160,42 @@ _LINE_SEARCH_ALGO = {
  'strongwolfe' : LBFGS_LINESEARCH_BACKTRACKING_STRONG_WOLFE
 }
 
+_ERROR_MESSAGES = {
+ LBFGSERR_UNKNOWNERROR : "Unknown error." ,
+ LBFGSERR_LOGICERROR : "Logic error.",
+ LBFGSERR_OUTOFMEMORY : "Insufficient memory.",
+ LBFGSERR_CANCELED : "The minimization process has been canceled.",
+ LBFGSERR_INVALID_N : "Invalid number of variables specified.",
+ LBFGSERR_INVALID_N_SSE : "Invalid number of variables (for SSE) specified.",
+ LBFGSERR_INVALID_X_SSE : "The array x must be aligned to 16 (for SSE).",
+ LBFGSERR_INVALID_EPSILON : "Invalid parameter epsilon specified.",
+ LBFGSERR_INVALID_TESTPERIOD : "Invalid parameter past specified.",
+ LBFGSERR_INVALID_DELTA : "Invalid parameter delta specified.",
+ LBFGSERR_INVALID_LINESEARCH : "Invalid parameter linesearch specified.",
+ LBFGSERR_INVALID_MINSTEP : "Invalid parameter max_step specified.",
+ LBFGSERR_INVALID_MAXSTEP : "Invalid parameter max_step specified.",
+ LBFGSERR_INVALID_FTOL : "Invalid parameter ftol specified.",
+ LBFGSERR_INVALID_WOLFE : "Invalid parameter wolfe specified.",
+ LBFGSERR_INVALID_GTOL : "Invalid parameter gtol specified.",
+ LBFGSERR_INVALID_XTOL : "Invalid parameter xtol specified.",
+ LBFGSERR_INVALID_MAXLINESEARCH : "Invalid parameter max_linesearch specified.",
+ LBFGSERR_INVALID_ORTHANTWISE : "Invalid parameter orthantwise_c specified.",
+ LBFGSERR_INVALID_ORTHANTWISE_START : "Invalid parameter orthantwise_start specified.",
+ LBFGSERR_INVALID_ORTHANTWISE_END : "Invalid parameter orthantwise_end specified.",
+ LBFGSERR_OUTOFINTERVAL : "The line-search step went out of the interval of uncertainty.",
+ LBFGSERR_INCORRECT_TMINMAX : "A logic error occurred; alternatively, the interval of uncertainty became too small.",
+ LBFGSERR_ROUNDING_ERROR : "A rounding error occurred; alternatively, no line-search step satisfies the sufficient decrease and curvature conditions.",
+ LBFGSERR_MINIMUMSTEP : "The line-search step became smaller than min_step.",
+ LBFGSERR_MAXIMUMSTEP : "The line-search step became larger than max_step.",
+ LBFGSERR_MAXIMUMLINESEARCH : "The line-search routine reaches the maximum number of evaluations.",
+ LBFGSERR_MAXIMUMITERATION : "The algorithm routine reaches the maximum number of iterations.",
+ LBFGSERR_WIDTHTOOSMALL : "Relative width of the interval of uncertainty is at most xtol.",
+ LBFGSERR_INVALIDPARAMETERS : "A logic error (negative line-search step) occurred.",
+ LBFGSERR_INCREASEGRADIENT : "The current search direction increases the objective function value.",
+}
+
+class LBFGSError(Exception):
+ pass
 
 cdef class LBFGS(object):
  """LBFGS algorithm, wrapped in a class to permit setting parameters"""
@@ -263,8 +299,7 @@ cdef class LBFGS(object):
 
  if r == LBFGS_SUCCESS or r == LBFGS_ALREADY_MINIMIZED:
  return x_final
- # TODO handle errors
-
+ else: raise LBFGSError(_ERROR_MESSAGES[r])
 
 def fmin_lbfgs(f, x0, progress=None, args=()):
  """Minimize a function using LBFGS or OWL-QN