Update acceptable statuses to include MOI.LOCALLY_SOLVED

JuliaEarth · Mar 9, 2019 · 895b60f · 895b60f
1 parent ac5d4c5
commit 895b60f
Showing 1 changed file with 8 additions and 8 deletions.
diff --git a/src/fitting.jl b/src/fitting.jl
@@ -48,18 +48,18 @@ function fit_mle(::Type{GeneralizedExtremeValue}, bm::BlockMaxima)
  status₀ = termination_status(mle₀)
 
  # acceptable statuses
- OK = MOI.OPTIMAL
+ OK = (MOI.OPTIMAL, MOI.LOCALLY_SOLVED)
 
- if status == OK && status₀ == OK
+ if status ∈ OK && status₀ ∈ OK
  # choose the maximum amongst the two
  if objective_value(mle) > objective_value(mle₀)
  GeneralizedExtremeValue(value(μ), value(σ), value(ξ))
  else
  GeneralizedExtremeValue(value(μ₀), value(σ₀), 0.)
  end
- elseif status == OK
+ elseif status ∈ OK
  GeneralizedExtremeValue(value(μ), value(σ), value(ξ))
- elseif status₀ == OK
+ elseif status₀ ∈ OK
  GeneralizedExtremeValue(value(μ₀), value(σ₀), 0.)
  else
  error("could not fit distribution to maxima")
@@ -110,18 +110,18 @@ function fit_mle(::Type{GeneralizedPareto}, pm::PeakOverThreshold)
  status₀ = termination_status(mle₀)
 
  # acceptable statuses
- OK = MOI.OPTIMAL
+ OK = (MOI.OPTIMAL, MOI.LOCALLY_SOLVED)
 
- if status == OK && status₀ == OK
+ if status ∈ OK && status₀ ∈ OK
  # choose the maximum amongst the two
  if objective_value(mle) > objective_value(mle₀)
  GeneralizedPareto(0.0, value(σ), value(ξ))
  else
  GeneralizedPareto(0.0, value(σ₀), 0.0)
  end
- elseif status == OK
+ elseif status ∈ OK
  GeneralizedPareto(0.0, value(σ), value(ξ))
- elseif status₀ == OK
+ elseif status₀ ∈ OK
  GeneralizedPareto(0.0, value(σ₀), 0.0)
  else
  error("could not fit distribution to maxima")