Thank you for the reply.

COBYLA *didn't* print anything.
And I tracked back the NLOPT_FAILURE result.

It become a bit clear.

>C++ interface (nlopt.hpp) that return code causes it 
>to throw a std::runtime_error exception
Oh, I didn't know this specification.

>(I should probably return ROUNDOFF_LIMITED instead of NLOPT_FAILURE in  
Yes, I think it is better to do so.

I don't specify any parameter that let COBLYA converge to 
greater accuracy than machine precision allows.
Well, then how can I avoid this exception?
Please let me know what kind of setting will avoid this
exception and let NLopt return with positive return code.

>
>On Nov 27, 2011, at 12:24 PM, Yoji Imashuku wrote:
>> In my code(C++), I use try/catch to catch exceptions, and as you say
>> COBYLA does not print anything.
>> I debugged the code to determine the reason for the exception and  
>> found
>> "cobyla: rounding errors are becoming damaging."
>
>Re-reading your description, I'm confused.  Are you saying that it  
>*doesn't* print anything? But then what do you mean by that this is  
>the "reason for the exception?"
>
>Note that if COBYLA fails because of roundoff errors at that point in  
>the code, it returns NLOPT_FAILURE, which gets passed back to the  
>user.  But in the C++ interface (nlopt.hpp) that return code causes it  
>to throw a std::runtime_error exception, as documented in the manual.
>
>Do you mean that you got a std::runtime_error exception, and you  
>tracked back the NLOPT_FAILURE result to the same lines of code as  
>those in COBYLA which print the "roundoff errors becoming damaging"  
>error?  If so, that may not be a bug; it may be the expected behavior  
>if you are asking COBLYA to try to converge to greater accuracy than  
>machine precision allows.
>
>(I should probably return ROUNDOFF_LIMITED instead of NLOPT_FAILURE in  
>that particular case, which will throw an nlopt::roundoff_limited  
>exception in the C++ interface).
>
>Steven
>
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