scipy 1.16.2__cp312-cp312-win_arm64.whl

scipy/_lib/pyprima/common/preproc.py

@@ -0,0 +1,277 @@
+'''
+This is a module that preprocesses the inputs.
+
+Translated from Zaikun Zhang's modern-Fortran reference implementation in PRIMA.
+
+Dedicated to late Professor M. J. D. Powell FRS (1936--2015).
+
+Python translation by Nickolai Belakovski.
+'''
+
+from .consts import DEBUGGING, EPS, IPRINT_DEFAULT, FTARGET_DEFAULT, \
+    MIN_MAXFILT, MAXFILT_DEFAULT, MAXHISTMEM, ETA1_DEFAULT, ETA2_DEFAULT, \
+    GAMMA1_DEFAULT, GAMMA2_DEFAULT, RHOBEG_DEFAULT, RHOEND_DEFAULT, \
+    CTOL_DEFAULT, CWEIGHT_DEFAULT
+from .present import present
+from warnings import warn
+import numpy as np
+
+
+def preproc(solver, num_vars, iprint, maxfun, maxhist, ftarget, rhobeg, rhoend,
+            num_constraints=None, npt=None, maxfilt=None, ctol=None, cweight=None,
+            eta1=None, eta2=None, gamma1=None, gamma2=None, is_constrained=None, has_rhobeg=None,
+            honour_x0=None, xl=None, xu=None, x0=None):
+    '''
+    This subroutine preprocesses the inputs. It does nothing to the inputs that are valid.
+    '''
+    # Preconditions
+    if DEBUGGING:
+        assert num_vars >= 1
+        if present(num_constraints):
+            assert num_constraints >= 0
+            assert num_constraints == 0 or solver.lower() == 'cobyla'
+        if solver.lower() == 'cobyla' and present(num_constraints) and present(is_constrained):
+            assert num_constraints == 0 or is_constrained
+        if solver.lower() == 'bobyqa':
+            assert present(xl) and present(xu)
+            assert all(xu - xl >= 2 * EPS)
+        if present(honour_x0):
+            assert solver.lower() == 'bobyqa' and present(has_rhobeg) and present(xl) and present(xu) and present(x0)
+
+    #====================#
+    # Calculation starts #
+    #====================#
+
+    # Read num_constraints, if necessary
+    num_constraints = num_constraints if (present(num_constraints) and solver.lower() == 'cobyla') else 0
+
+    # Decide whether the problem is truly constrained
+    is_constrained = is_constrained if (present(is_constrained)) else num_constraints > 0
+
+    # Validate IPRINT
+    if np.abs(iprint) > 3:
+        iprint = IPRINT_DEFAULT
+        warn(f'{solver}: Invalid IPRINT; it should be 0, 1, -1, 2, -2, 3, or -3; it is set to {iprint}')
+
+    # Validate MAXFUN
+    if solver.lower() == 'uobyqa':
+        min_maxfun = (num_vars + 1) * (num_vars + 2) / 2 + 1
+        min_maxfun_str = '(N+1)(N+2)/2 + 1'
+    elif solver.lower() == 'cobyla':
+        min_maxfun = num_vars + 2
+        min_maxfun_str = 'num_vars + 2'
+    else:  # CASE ('NEWUOA', 'BOBYQA', 'LINCOA')
+        min_maxfun = num_vars + 3
+        min_maxfun_str = 'num_vars + 3'
+    if maxfun < min_maxfun:
+        maxfun = min_maxfun
+        warn(f'{solver}: Invalid MAXFUN; it should be at least {min_maxfun_str}; it is set to {maxfun}')
+
+    # Validate MAXHIST
+    if maxhist < 0:
+        maxhist = maxfun
+        warn(f'{solver}: Invalid MAXHIST; it should be a nonnegative integer; it is set to {maxhist}')
+    maxhist = min(maxhist, maxfun)  # MAXHIST > MAXFUN is never needed.
+
+    # Validate FTARGET
+    if np.isnan(ftarget):
+        ftarget = FTARGET_DEFAULT
+        warn(f'{solver}: Invalid FTARGET; it should be a real number; it is set to {ftarget}')
+
+    # Validate NPT
+    if (solver.lower() == 'newuoa' or solver.lower() == 'bobyqa' or solver.lower() == 'lincoa') and present(npt):
+        if (npt < num_vars + 2 or npt > min(maxfun - 1, ((num_vars + 2) * (num_vars + 1)) / 2)):
+            npt = int(min(maxfun - 1, 2 * num_vars + 1))
+            warn(f'{solver}: Invalid NPT; it should be an integer in the interval [N+2, (N+1)(N+2)/2] and less than MAXFUN; it is set to {npt}')
+
+    # Validate MAXFILT
+    if present(maxfilt) and (solver.lower() == 'lincoa' or solver.lower() == 'cobyla'):
+        maxfilt_in = maxfilt
+        if maxfilt < 1:
+            maxfilt = MAXFILT_DEFAULT  # The inputted MAXFILT is obviously wrong.
+        else:
+            maxfilt = max(MIN_MAXFILT, maxfilt)  # The inputted MAXFILT is too small.
+        # Further revise MAXFILT according to MAXHISTMEM.
+        if solver.lower() == 'lincoa':
+            unit_memo = (num_vars + 2) * np.dtype(float).itemsize
+        elif solver.lower() == 'cobyla':
+            unit_memo = (num_constraints + num_vars + 2) * np.dtype(float).itemsize
+        else:
+            unit_memo = 1
+        # We cannot simply set MAXFILT = MIN(MAXFILT, MAXHISTMEM/...), as they may not have
+        # the same kind, and compilers may complain. We may convert them, but overflow may occur.
+        if maxfilt > MAXHISTMEM / unit_memo:
+            maxfilt = int(MAXHISTMEM / unit_memo)  # Integer division.
+        maxfilt = min(maxfun, max(MIN_MAXFILT, maxfilt))
+        if is_constrained:
+            if maxfilt_in < 1:
+                warn(f'{solver}: Invalid MAXFILT; it should be a positive integer; it is set to  {maxfilt}')
+            elif maxfilt_in < min(maxfun, MIN_MAXFILT):
+                warn(f'{solver}: MAXFILT is too small; it is set to {maxfilt}')
+            elif maxfilt < min(maxfilt_in, maxfun):
+                warn(f'{solver}: MAXFILT is set to {maxfilt} due to memory limit')
+
+    # Validate ETA1 and ETA2
+    eta1_local = eta1 if present(eta1) else ETA1_DEFAULT
+    eta2_local = eta2 if present(eta2) else ETA2_DEFAULT
+
+    # When the difference between ETA1 and ETA2 is tiny, we force them to equal.
+    # See the explanation around RHOBEG and RHOEND for the reason.
+    if present(eta1) and present(eta2):
+        if np.abs(eta1 - eta2) < 1.0E2 * EPS * max(np.abs(eta1), 1):
+            eta2 = eta1
+
+    if present(eta1):
+        if np.isnan(eta1):
+            # In this case, we take the value hard coded in Powell's original code
+            # without any warning. It is useful when interfacing with MATLAB/Python.
+            eta1 = ETA1_DEFAULT
+        elif eta1 < 0 or eta1 >= 1:
+            # Take ETA2 into account if it has a valid value.
+            if present(eta2) and eta2_local > 0 and eta2_local <= 1:
+                eta1 = max(EPS, eta2 / 7.0)
+            else:
+                eta1 = ETA1_DEFAULT
+            warn(f'{solver}: Invalid ETA1; it should be in the interval [0, 1) and not more than ETA2; it is set to {eta1}')
+
+    if present(eta2):
+        if np.isnan(eta2):
+            # In this case, we take the value hard coded in Powell's original code
+            # without any warning. It is useful when interfacing with MATLAB/Python.
+            eta2 = ETA2_DEFAULT
+        elif present(eta1) and (eta2 < eta1_local or eta2 > 1):
+            eta2 = (eta1 + 2) / 3.0
+            warn(f'{solver}: Invalid ETA2; it should be in the interval [0, 1) and not less than ETA1; it is set to {eta2}')
+
+    # Validate GAMMA1 and GAMMA2
+    if present(gamma1):
+        if np.isnan(gamma1):
+            # In this case, we take the value hard coded in Powell's original code
+            # without any warning. It is useful when interfacing with MATLAB/Python.
+            gamma1 = GAMMA1_DEFAULT
+        elif gamma1 <= 0 or gamma1 >= 1:
+            gamma1 = GAMMA1_DEFAULT
+            warn(f'{solver}: Invalid GAMMA1; it should in the interval (0, 1); it is set to {gamma1}')
+
+    if present(gamma2):
+        if np.isnan(gamma2):
+            # In this case, we take the value hard coded in Powell's original code
+            # without any warning. It is useful when interfacing with MATLAB/Python.
+            gamma2 = GAMMA2_DEFAULT
+        elif gamma2 < 1 or np.isinf(gamma2):
+            gamma2 = GAMMA2_DEFAULT
+            warn(f'{solver}: Invalid GAMMA2; it should be a real number not less than 1; it is set to {gamma2}')
+
+    # Validate RHOBEG and RHOEND
+
+    if np.abs(rhobeg - rhoend) < 1.0e2 * EPS * np.maximum(np.abs(rhobeg), 1):
+        # When the data is passed from the interfaces (e.g., MEX) to the Fortran code, RHOBEG, and RHOEND
+        # may change a bit. It was observed in a MATLAB test that MEX passed 1 to Fortran as
+        # 0.99999999999999978. Therefore, if we set RHOEND = RHOBEG in the interfaces, then it may happen
+        # that RHOEND > RHOBEG, which is considered as an invalid input. To avoid this situation, we
+        # force RHOBEG and RHOEND to equal when the difference is tiny.
+        rhoend = rhobeg
+
+    # Revise the default values for RHOBEG/RHOEND according to the solver.
+    if solver.lower() == 'bobyqa':
+        rhobeg_default = np.maximum(EPS, np.min(RHOBEG_DEFAULT, np.min(xu - xl) / 4.0))
+        rhoend_default = np.maximum(EPS, np.min(0.1 * rhobeg_default, RHOEND_DEFAULT))
+    else:
+        rhobeg_default = RHOBEG_DEFAULT
+        rhoend_default = RHOEND_DEFAULT
+
+    if solver.lower() == 'bobyqa':
+        # Do NOT merge the IF below into the ELIF above! Otherwise, XU and XL may be accessed even if
+        # the solver is not BOBYQA, because the logical evaluation is not short-circuit.
+        if rhobeg > np.min(xu - xl) / 2:
+            # Do NOT make this revision if RHOBEG not positive or not finite, because otherwise RHOBEG
+            # will get a huge value when XU or XL contains huge values that indicate unbounded variables.
+            rhobeg = np.min(xu - xl) / 4.0  # Here, we do not take RHOBEG_DEFAULT.
+            warn(f'{solver}: Invalid RHOBEG; {solver} requires 0 < RHOBEG <= np.min(XU-XL)/2; it is set to np.min(XU-XL)/4')
+    if rhobeg <= 0 or np.isnan(rhobeg) or np.isinf(rhobeg):
+        # Take RHOEND into account if it has a valid value. We do not do this if the solver is BOBYQA,
+        # which requires that RHOBEG <= (XU-XL)/2.
+        if np.isfinite(rhoend) and rhoend > 0 and solver.lower() != 'bobyqa':
+            rhobeg = max(10 * rhoend, rhobeg_default)
+        else:
+            rhobeg = rhobeg_default
+        warn(f'{solver}: Invalid RHOBEG; it should be a positive number; it is set to {rhobeg}')
+
+    if rhoend <= 0 or rhobeg < rhoend or np.isnan(rhoend) or np.isinf(rhoend):
+        rhoend = max(EPS, min(0.1 * rhobeg, rhoend_default))
+        warn(f'{solver}: Invalid RHOEND; it should be a positive number and RHOEND <= RHOBEG; it is set to {rhoend}')
+
+    # For BOBYQA, revise X0 or RHOBEG so that the distance between X0 and the inactive bounds is at
+    # least RHOBEG. If HONOUR_X0 == TRUE, revise RHOBEG if needed; otherwise, revise HONOUR_X0 if needed.
+    if present(honour_x0):
+        if honour_x0:
+            rhobeg_old = rhobeg;
+            lbx = np.isfinite(xl) & (x0 - xl <= EPS * np.maximum(1, np.abs(xl))) # X0 essentially equals XL
+            ubx = np.isfinite(xu) & (x0 - xu >= -EPS * np.maximum(1, np.abs(xu))) # X0 essentially equals XU
+            x0[lbx] = xl[lbx]
+            x0[ubx] = xu[ubx]
+            rhobeg = max(EPS, np.min([rhobeg, x0[~lbx] - xl[~lbx], xu[~ubx] - x0[~ubx]]))
+            if rhobeg_old - rhobeg > EPS * max(1, rhobeg_old):
+                rhoend = max(EPS, min(0.1 * rhobeg, rhoend)) # We do not revise RHOEND unless RHOBEG is truly revised.
+                if has_rhobeg:
+                    warn(f'{solver}: RHOBEG is revised to {rhobeg} and RHOEND to at most 0.1*RHOBEG so that the distance between X0 and the inactive bounds is at least RHOBEG')
+            else:
+                rhoend = np.minimum(rhoend, rhobeg)  # This may update RHOEND slightly.
+        else:
+            x0_old = x0  # Recorded to see whether X0 is really revised.
+            # N.B.: The following revision is valid only if XL <= X0 <= XU and RHOBEG <= MINVAL(XU-XL)/2,
+            # which should hold at this point due to the revision of RHOBEG and moderation of X0.
+            # The cases below are mutually exclusive in precise arithmetic as MINVAL(XU-XL) >= 2*RHOBEG.
+            lbx = x0 <= xl + 0.5 * rhobeg
+            lbx_plus = (x0 > xl + 0.5 * rhobeg) & (x0 < xl + rhobeg)
+            ubx = x0 >= xu - 0.5 * rhobeg
+            ubx_minus = (x0 < xu - 0.5 * rhobeg) & (x0 > xu - rhobeg)
+            x0[lbx] = xl[lbx]
+            x0[lbx_plus] = xl[lbx_plus] + rhobeg
+            x0[ubx] = xu[ubx]
+            x0[ubx_minus] = xu[ubx_minus] - rhobeg
+
+            if (any(np.abs(x0_old - x0) > 0)):
+                warn(f'{solver}: X0 is revised so that the distance between X0 and the inactive bounds is at least RHOBEG set HONOUR_X0 to .TRUE. if you prefer to keep X0 unchanged')
+
+    # Validate CTOL (it can be 0)
+    if (present(ctol)):
+        if (np.isnan(ctol) or ctol < 0):
+            ctol = CTOL_DEFAULT
+            if (is_constrained):
+                warn(f'{solver}: Invalid CTOL; it should be a nonnegative number; it is set to {ctol}')
+
+    # Validate CWEIGHT (it can be +Inf)
+    if (present(cweight)):
+        if (np.isnan(cweight) or cweight < 0):
+            cweight = CWEIGHT_DEFAULT
+            if (is_constrained):
+                warn(f'{solver}: Invalid CWEIGHT; it should be a nonnegative number; it is set to {cweight}')
+
+    #====================#
+    #  Calculation ends  #
+    #====================#
+
+    # Postconditions
+    if DEBUGGING:
+        assert abs(iprint) <= 3
+        assert maxhist >= 0 and maxhist <= maxfun
+        if present(npt):
+            assert maxfun >= npt + 1
+            assert npt >= 3
+        if present(maxfilt):
+            assert maxfilt >= np.minimum(MIN_MAXFILT, maxfun) and maxfilt <= maxfun
+        if present(eta1) and present(eta2):
+            assert eta1 >= 0 and eta1 <= eta2 and eta2 < 1
+        if present(gamma1) and present(gamma2):
+            assert gamma1 > 0 and gamma1 < 1 and gamma2 > 1
+        assert rhobeg >= rhoend and rhoend > 0
+        if solver.lower() == 'bobyqa':
+            assert all(rhobeg <= (xu - xl) / 2)
+            assert all(np.isfinite(x0))
+            assert all(x0 >= xl and (x0 <= xl or x0 >= xl + rhobeg))
+            assert all(x0 <= xu and (x0 >= xu or x0 <= xu - rhobeg))
+        if present(ctol):
+            assert ctol >= 0
+
+    return iprint, maxfun, maxhist, ftarget, rhobeg, rhoend, npt, maxfilt, ctol, cweight, eta1, eta2, gamma1, gamma2, x0

scipy/_lib/pyprima/common/present.py

@@ -0,0 +1,5 @@
+def present(x):
+    '''
+    This is a Python equivalent of the Fortran 'present' function for optional arguments.
+    '''
+    return x is not None

scipy/_lib/pyprima/common/ratio.py

@@ -0,0 +1,54 @@
+'''
+This module calculates the reduction ratio for trust-region methods.
+
+Translated from Zaikun Zhang's modern-Fortran reference implementation in PRIMA.
+
+Dedicated to late Professor M. J. D. Powell FRS (1936--2015).
+
+Python translation by Nickolai Belakovski.
+'''
+
+from .consts import DEBUGGING, REALMAX
+import numpy as np
+
+def redrat(ared, pred, rshrink):
+    '''
+    This function evaluates the reduction ratio of a trust-region step, handling inf/nan properly.
+    '''
+
+    # Preconditions
+    if DEBUGGING:
+        assert rshrink >= 0
+
+    #====================#
+    # Calculation starts #
+    #====================#
+
+    if np.isnan(ared):
+        # This should not happen in unconstrained problems due to the moderated extreme barrier.
+        ratio = -REALMAX
+    elif np.isnan(pred) or pred <= 0:
+        # The trust-region subproblem solver fails in this rare case. Instead of terminating as Powell's
+        # original code does, we set ratio as follows so that the solver may continue to progress.
+        if ared > 0:
+            # The trial point will be accepted, but the trust-region radius will be shrunk if rshrink>0
+            ratio = rshrink/2
+        else:
+            # Set the ration to a large negative number to signify a bad trust-region step, so that the
+            # solver will check whether to take a geometry step or reduce rho.
+            ratio = -REALMAX
+    elif np.isposinf(pred) and np.isposinf(ared):
+        ratio = 1  # ared/pred = NaN if calculated directly
+    elif np.isposinf(pred) and np.isneginf(ared):
+        ratio = -REALMAX  # ared/pred = NaN if calculated directly
+    else:
+        ratio = ared/pred
+
+    #==================#
+    # Calculation ends #
+    #==================#
+
+    # Postconditions
+    if DEBUGGING:
+        assert not np.isnan(ratio)
+    return ratio

scipy/_lib/pyprima/common/redrho.py

@@ -0,0 +1,47 @@
+'''
+This module provides a function that calculates RHO when it needs to be reduced.
+
+Translated from Zaikun Zhang's modern-Fortran reference implementation in PRIMA.
+
+Dedicated to late Professor M. J. D. Powell FRS (1936--2015).
+
+Python translation by Nickolai Belakovski.
+'''
+
+from .consts import DEBUGGING
+import numpy as np
+
+def redrho(rho_in, rhoend):
+    '''
+    This function calculates RHO when it needs to be reduced.
+    The scheme is shared by UOBYQA, NEWUOA, BOBYQA, LINCOA. For COBYLA, Powell's code reduces RHO by
+    'RHO *= 0.5; if RHO <= 1.5 * RHOEND: RHO = RHOEND' as specified in (11) of the COBYLA
+    paper. However, this scheme seems to work better, especially after we introduce DELTA.
+    '''
+
+    # Preconditions
+    if DEBUGGING:
+        assert rho_in > rhoend > 0
+
+    #====================#
+    # Calculation starts #
+    #====================#
+
+    rho_ratio = rho_in / rhoend
+
+    if rho_ratio > 250:
+        rho = 0.1 * rho_in
+    elif rho_ratio <= 16:
+        rho = rhoend
+    else:
+        rho = np.sqrt(rho_ratio) * rhoend  # rho = np.sqrt(rho * rhoend)
+
+    #==================#
+    # Calculation ends #
+    #==================#
+
+    # Postconditions
+    if DEBUGGING:
+        assert rho_in > rho >= rhoend
+
+    return rho

scipy/_lib/pyprima/common/selectx.py

@@ -0,0 +1,296 @@
+'''
+This module provides subroutines that ensure the returned X is optimal among all the calculated
+points in the sense that no other point achieves both lower function value and lower constraint
+violation at the same time. This module is needed only in the constrained case.
+
+Translated from Zaikun Zhang's modern-Fortran reference implementation in PRIMA.
+
+Dedicated to late Professor M. J. D. Powell FRS (1936--2015).
+
+Python translation by Nickolai Belakovski.
+'''
+
+import numpy as np
+import numpy.typing as npt
+from .consts import DEBUGGING, EPS, CONSTRMAX, REALMAX, FUNCMAX
+from .present import present
+
+def isbetter(f1: float, c1: float, f2: float, c2: float, ctol: float) -> bool:
+    '''
+    This function compares whether FC1 = (F1, C1) is (strictly) better than FC2 = (F2, C2), which
+    basically means that (F1 < F2 and C1 <= C2) or (F1 <= F2 and C1 < C2).
+    It takes care of the cases where some of these values are NaN or Inf, even though some cases
+    should never happen due to the moderated extreme barrier.
+    At return, BETTER = TRUE if and only if (F1, C1) is better than (F2, C2).
+    Here, C means constraint violation, which is a nonnegative number.
+    '''
+
+    # Preconditions
+    if DEBUGGING:
+        assert not any(np.isnan([f1, c1]) | np.isposinf([f2, c2]))
+        assert not any(np.isnan([f2, c2]) | np.isposinf([f2, c2]))
+        assert c1 >= 0 and c2 >= 0
+        assert ctol >= 0
+
+    #====================#
+    # Calculation starts #
+    #====================#
+
+    is_better = False
+    # Even though NaN/+Inf should not occur in FC1 or FC2 due to the moderated extreme barrier, for
+    # security and robustness, the code below does not make this assumption.
+    is_better = is_better or (any(np.isnan([f1, c1]) | np.isposinf([f1, c1])) and not any(np.isnan([f2, c2]) | np.isposinf([f2, c2])))
+
+    is_better = is_better or (f1 < f2 and c1 <= c2)
+    is_better = is_better or (f1 <= f2 and c1 < c2)
+
+    # If C1 <= CTOL and C2 is significantly larger/worse than CTOL, i.e., C2 > MAX(CTOL,CREF),
+    # then FC1 is better than FC2 as long as F1 < REALMAX. Normally CREF >= CTOL so MAX(CTOL, CREF)
+    # is indeed CREF. However, this may not be true if CTOL > 1E-1*CONSTRMAX.
+    cref = 10 * max(EPS, min(ctol, 1.0E-2 * CONSTRMAX))  # The MIN avoids overflow.
+    is_better = is_better or (f1 < REALMAX and c1 <= ctol and (c2 > max(ctol, cref) or np.isnan(c2)))
+
+    #==================#
+    # Calculation ends #
+    #==================#
+
+    # Postconditions
+    if DEBUGGING:
+        assert not (is_better and f1 >= f2 and c1 >= c2)
+        assert is_better or not (f1 <= f2 and c1 < c2)
+        assert is_better or not (f1 < f2 and c1 <= c2)
+
+    return is_better
+
+
+def savefilt(cstrv, ctol, cweight, f, x, nfilt, cfilt, ffilt, xfilt, constr=None, confilt=None):
+    '''
+    This subroutine saves X, F, and CSTRV in XFILT, FFILT, and CFILT (and CONSTR in CONFILT
+    if they are present), unless a vector in XFILT[:, :NFILT] is better than X.
+    If X is better than some vectors in XFILT[:, :NFILT] then these vectors will be
+    removed. If X is not better than any of XFILT[:, :NFILT], but NFILT == MAXFILT,
+    then we remove a column from XFILT according to the merit function
+    PHI = FFILT + CWEIGHT * max(CFILT - CTOL, 0)
+    N.B.:
+    1. Only XFILT[:, :NFILT] and FFILT[:, :NFILT] etc contains valid information,
+    while XFILT[:, NFILT+1:MAXFILT] and FFILT[:, NFILT+1:MAXFILT] etc are not
+    initialized yet.
+    2. We decide whether and X is better than another by the ISBETTER function
+    '''
+
+    # Sizes
+    if present(constr):
+        num_constraints = len(constr)
+    else:
+        num_constraints = 0
+    num_vars = len(x)
+    maxfilt = len(ffilt)
+
+    # Preconditions
+    if DEBUGGING:
+        # Check the size of X.
+        assert num_vars >= 1
+        # Check CWEIGHT and CTOL
+        assert cweight >= 0
+        assert ctol >= 0
+        # Check NFILT
+        assert nfilt >= 0 and nfilt <= maxfilt
+        # Check the sizes of XFILT, FFILT, CFILT.
+        assert maxfilt >= 1
+        assert np.size(xfilt, 0) == num_vars and np.size(xfilt, 1) == maxfilt
+        assert np.size(cfilt) == maxfilt
+        # Check the values of XFILT, FFILT, CFILT.
+        assert not (np.isnan(xfilt[:, :nfilt])).any()
+        assert not any(np.isnan(ffilt[:nfilt]) | np.isposinf(ffilt[:nfilt]))
+        assert not any(cfilt[:nfilt] < 0 | np.isnan(cfilt[:nfilt]) | np.isposinf(cfilt[:nfilt]))
+        # Check the values of X, F, CSTRV.
+        # X does not contain NaN if X0 does not and the trust-region/geometry steps are proper.
+        assert not any(np.isnan(x))
+        # F cannot be NaN/+Inf due to the moderated extreme barrier.
+        assert not (np.isnan(f) | np.isposinf(f))
+        # CSTRV cannot be NaN/+Inf due to the moderated extreme barrier.
+        assert not (cstrv < 0 | np.isnan(cstrv) | np.isposinf(cstrv))
+        # Check CONSTR and CONFILT.
+        assert present(constr) == present(confilt)
+        if present(constr):
+            # CONSTR cannot contain NaN/-Inf due to the moderated extreme barrier.
+            assert not any(np.isnan(constr) | np.isneginf(constr))
+            assert np.size(confilt, 0) == num_constraints and np.size(confilt, 1) == maxfilt
+            assert not (np.isnan(confilt[:, :nfilt]) | np.isneginf(confilt[:, :nfilt])).any()
+
+    #====================#
+    # Calculation starts #
+    #====================#
+
+    # Return immediately if any column of XFILT is better than X.
+    if any((isbetter(ffilt_i, cfilt_i, f, cstrv, ctol) for ffilt_i, cfilt_i in zip(ffilt[:nfilt], cfilt[:nfilt]))) or \
+        any(np.logical_and(ffilt[:nfilt] <= f, cfilt[:nfilt] <= cstrv)):
+        return nfilt, cfilt, ffilt, xfilt, confilt
+
+    # Decide which columns of XFILT to keep.
+    keep = np.logical_not([isbetter(f, cstrv, ffilt_i, cfilt_i, ctol) for ffilt_i, cfilt_i in zip(ffilt[:nfilt], cfilt[:nfilt])])
+
+    # If NFILT == MAXFILT and X is not better than any column of XFILT, then we remove the worst column
+    # of XFILT according to the merit function PHI = FFILT + CWEIGHT * MAX(CFILT - CTOL, ZERO).
+    if sum(keep) == maxfilt:  # In this case, NFILT = SIZE(KEEP) = COUNT(KEEP) = MAXFILT > 0.
+        cfilt_shifted = np.maximum(cfilt - ctol, 0)
+        if cweight <= 0:
+            phi = ffilt
+        elif np.isposinf(cweight):
+            phi = cfilt_shifted
+            # We should not use CFILT here; if MAX(CFILT_SHIFTED) is attained at multiple indices, then
+            # we will check FFILT to exhaust the remaining degree of freedom.
+        else:
+            phi = np.maximum(ffilt, -REALMAX)
+            phi = np.nan_to_num(phi, nan=-REALMAX)  # Replace NaN with -REALMAX and +/- inf with large numbers
+            phi += cweight * cfilt_shifted
+        # We select X to maximize PHI. In case there are multiple maximizers, we take the one with the
+        # largest CSTRV_SHIFTED; if there are more than one choices, we take the one with the largest F;
+        # if there are several candidates, we take the one with the largest CSTRV; if the last comparison
+        # still leads to more than one possibilities, then they are equally bad and we choose the first.
+        # N.B.:
+        # 1. This process is the opposite of selecting KOPT in SELECTX.
+        # 2. In finite-precision arithmetic, PHI_1 == PHI_2 and CSTRV_SHIFTED_1 == CSTRV_SHIFTED_2 do
+        # not ensure that F_1 == F_2!
+        phimax = max(phi)
+        cref = max(cfilt_shifted[phi >= phimax])
+        fref = max(ffilt[cfilt_shifted >= cref])
+        kworst = np.ma.array(cfilt, mask=(ffilt > fref)).argmax()
+        if kworst < 0 or kworst >= len(keep):  #  For security. Should not happen.
+            kworst = 0
+        keep[kworst] = False
+
+    # Keep the good xfilt values and remove all the ones that are strictly worse than the new x.
+    nfilt = sum(keep)
+    index_to_keep = np.where(keep)[0]
+    xfilt[:, :nfilt] = xfilt[:, index_to_keep]
+    ffilt[:nfilt] = ffilt[index_to_keep]
+    cfilt[:nfilt] = cfilt[index_to_keep]
+    if confilt is not None and constr is not None:
+        confilt[:, :nfilt] = confilt[:, index_to_keep]
+
+    # Once we have removed all the vectors that are strictly worse than x,
+    # we add x to the filter.
+    xfilt[:, nfilt] = x
+    ffilt[nfilt] = f
+    cfilt[nfilt] = cstrv
+    if confilt is not None and constr is not None:
+        confilt[:, nfilt] = constr
+    nfilt += 1  # In Python we need to increment the index afterwards
+
+    #==================#
+    # Calculation ends #
+    #==================#
+
+    # Postconditions
+    if DEBUGGING:
+        # Check NFILT and the sizes of XFILT, FFILT, CFILT.
+        assert nfilt >= 1 and nfilt <= maxfilt
+        assert np.size(xfilt, 0) == num_vars and np.size(xfilt, 1) == maxfilt
+        assert np.size(ffilt) == maxfilt
+        assert np.size(cfilt) == maxfilt
+        # Check the values of XFILT, FFILT, CFILT.
+        assert not (np.isnan(xfilt[:, :nfilt])).any()
+        assert not any(np.isnan(ffilt[:nfilt]) | np.isposinf(ffilt[:nfilt]))
+        assert not any(cfilt[:nfilt] < 0 | np.isnan(cfilt[:nfilt]) | np.isposinf(cfilt[:nfilt]))
+        # Check that no point in the filter is better than X, and X is better than no point.
+        assert not any([isbetter(ffilt_i, cfilt_i, f, cstrv, ctol) for ffilt_i, cfilt_i in zip(ffilt[:nfilt], cfilt[:nfilt])])
+        assert not any([isbetter(f, cstrv, ffilt_i, cfilt_i, ctol) for ffilt_i, cfilt_i in zip(ffilt[:nfilt], cfilt[:nfilt])])
+        # Check CONFILT.
+        if present(confilt):
+            assert np.size(confilt, 0) == num_constraints and np.size(confilt, 1) == maxfilt
+            assert not (np.isnan(confilt[:, :nfilt]) | np.isneginf(confilt[:, :nfilt])).any()
+
+
+    return nfilt, cfilt, ffilt, xfilt, confilt
+
+
+def selectx(fhist: npt.NDArray, chist: npt.NDArray, cweight: float, ctol: float):
+    '''
+    This subroutine selects X according to FHIST and CHIST, which represents (a part of) history
+    of F and CSTRV. Normally, FHIST and CHIST are not the full history but only a filter, e.g. ffilt
+    and CFILT generated by SAVEFILT. However, we name them as FHIST and CHIST because the [F, CSTRV]
+    in a filter should not dominate each other, but this subroutine does NOT assume such a property.
+    N.B.: CTOL is the tolerance of the constraint violation (CSTRV). A point is considered feasible if
+    its constraint violation is at most CTOL. Not that CTOL is absolute, not relative.
+    '''
+
+    # Sizes
+    nhist = len(fhist)
+
+    # Preconditions
+    if DEBUGGING:
+        assert nhist >= 1
+        assert np.size(chist) == nhist
+        assert not any(np.isnan(fhist) | np.isposinf(fhist))
+        assert not any(chist < 0 | np.isnan(chist) | np.isposinf(chist))
+        assert cweight >= 0
+        assert ctol >= 0
+
+    #====================#
+    # Calculation starts #
+    #====================#
+
+    # We select X among the points with F < FREF and CSTRV < CREF.
+    # Do NOT use F <= FREF, because F == FREF (FUNCMAX or REALMAX) may mean F == INF in practice!
+    if any(np.logical_and(fhist < FUNCMAX, chist < CONSTRMAX)):
+        fref = FUNCMAX
+        cref = CONSTRMAX
+    elif any(np.logical_and(fhist < REALMAX, chist < CONSTRMAX)):
+        fref = REALMAX
+        cref = CONSTRMAX
+    elif any(np.logical_and(fhist < FUNCMAX, chist < REALMAX)):
+        fref = FUNCMAX
+        cref = REALMAX
+    else:
+        fref = REALMAX
+        cref = REALMAX
+
+    if not any(np.logical_and(fhist < fref, chist < cref)):
+        kopt = nhist - 1
+    else:
+        # Shift the constraint violations by ctol, so that cstrv <= ctol is regarded as no violation.
+        chist_shifted = np.maximum(chist - ctol, 0)
+        # cmin is the minimal shift constraint violation attained in the history.
+        cmin = np.min(chist_shifted[fhist < fref])
+        # We consider only the points whose shifted constraint violations are at most the cref below.
+        # N.B.: Without taking np.maximum(EPS, .), cref would be 0 if cmin = 0. In that case, asking for
+        # cstrv_shift < cref would be WRONG!
+        cref = np.maximum(EPS, 2*cmin)
+        # We use the following phi as our merit function to select X.
+        if cweight <= 0:
+            phi = fhist
+        elif np.isposinf(cweight):
+            phi = chist_shifted
+            # We should not use chist here; if np.minimum(chist_shifted) is attained at multiple indices, then
+            # we will check fhist to exhaust the remaining degree of freedom.
+        else:
+            phi = np.maximum(fhist, -REALMAX) + cweight * chist_shifted
+            # np.maximum(fhist, -REALMAX) makes sure that phi will not contain NaN (unless there is a bug).
+
+        # We select X to minimize phi subject to f < fref and cstrv_shift <= cref (see the comments
+        # above for the reason of taking "<" and "<=" in these two constraints). In case there are
+        # multiple minimizers, we take the one with the least cstrv_shift; if there is more than one
+        # choice, we take the one with the least f; if there are several candidates, we take the one
+        # with the least cstrv; if the last comparison still leads to more than one possibility, then
+        # they are equally good and we choose the first.
+        # N.B.:
+        # 1. This process is the opposite of selecting kworst in savefilt
+        # 2. In finite-precision arithmetic, phi_2 == phi_2 and cstrv_shift_1 == cstrv_shifted_2 do
+        # not ensure thatn f_1 == f_2!
+        phimin = np.min(phi[np.logical_and(fhist < fref, chist_shifted <= cref)])
+        cref = np.min(chist_shifted[np.logical_and(fhist < fref, phi <= phimin)])
+        fref = np.min(fhist[chist_shifted <= cref])
+        # Can't use argmin here because using it with a mask throws off the index
+        kopt = np.ma.array(chist, mask=(fhist > fref)).argmin()
+
+    #==================#
+    # Calculation ends #
+    #==================#
+
+    # Postconditions
+    if DEBUGGING:
+        assert kopt >= 0 and kopt < nhist
+        assert not any([isbetter(fhisti, chisti, fhist[kopt], chist[kopt], ctol) for fhisti, chisti in zip(fhist[:nhist], chist[:nhist])])
+
+    return kopt