[Help-gsl] Making a multidimensional minimizer throw a GSL_ERROR?

[ddneilson]

Hello there,
 I'm currently working on a smallish little project wherein I'm using 
GSL's multidimensional minimization routines to find a local minima of a 
function. The problem is that the evaluations of this function involve 
finding the inverse of a positive semi-definite matrix via Cholesky 
decomposition. That in itself isn't a big problem but, some parameter 
values to the function cause the matrix to become ill-conditioned; 
resulting in the Cholesky decomp throwing an error.

 What I would like to do in these cases is bail out of the minimizer 
since the only time this should happen is when the function doesn't have 
a lower bound (I won't know there isn't a lower bound until I encounter 
this problem). However, I can't seem to find a way to tell the multimin 
functions to stop from within a call to the supplied f(), df() or fdf() 
functions. Is this possible, or am I stuck with some sort of 
thread-unsafe setjmp/longjmp hack to get out of this?

Thanks for your time,
 Daniel