nelder-mead: check that at least one starting point has finite value

JuliaNLSolvers · Sep 11, 2014 · 72f18ea · 72f18ea
1 parent de95ece
commit 72f18ea
Showing 1 changed file with 1 addition and 0 deletions.
diff --git a/src/nelder_mead.jl b/src/nelder_mead.jl
@@ -69,6 +69,7 @@ function nelder_mead{T}(f::Function,
     for i in 1:n
         @inbounds y[i] = f(p[:, i])
     end
+    any(isfinite(y)) || error("At least one of the starting points must have finite penalty")
     f_calls += n
 
     f_x_previous, f_x = NaN, nmobjective(y, m, n)