Skip to content

Add error message to Nelder-Mead optimizer when user cost function returns NaN value #635

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Open
henrygerardmoore wants to merge 2 commits into
base: main
Choose a base branch
from
Open

Add error message to Nelder-Mead optimizer when user cost function returns NaN value #635

Changes from all commits
Commits
Show all changes
2 commits
Select commit Hold shift + click to select a range
9619de3
add specific error message when user cost function returns NaN
henrygerardmoore Oct 12, 2025
864102a
add test for NaN error message
henrygerardmoore Jan 9, 2026
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
22 changes: 22 additions & 0 deletions crates/argmin/src/solver/neldermead/mod.rs
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -401,6 +401,12 @@ where
}
}
} else {
if xr_cost.is_nan() {
return Err(argmin_error!(
ConditionViolated,
format!("`NelderMead`: Cost function returned NaN")
));
}
return Err(argmin_error!(
PotentialBug,
"`NelderMead`: Reached unreachable point."
Expand Down Expand Up @@ -868,4 +874,20 @@ mod tests {
assert_relative_eq!(nm.params[2].0[1], 0.0f64, epsilon = f64::EPSILON);
assert_relative_eq!(nm.params[2].1, 1.00f64, epsilon = f64::EPSILON);
}

#[test]
fn test_nan_error() {
let params: Vec<Vec<f64>> = vec![vec![-1.0, 0.0], vec![0.0, 1.0], vec![f64::NAN, f64::NAN]];
let mut nm: NelderMead<_, f64> = NelderMead::new(params);
let state: IterState<Vec<f64>, (), (), (), (), f64> = IterState::new();
let mut problem = Problem::new(MwProblem {});
let (state, _) = nm.init(&mut problem, state).unwrap();

let res = nm.next_iter(&mut problem, state);
assert_error!(
res,
ArgminError,
"Condition violated: \"`NelderMead`: Cost function returned NaN\""
);
}
}