CubaVegas, CubaSUAVE, CubaDivonne: Julia has exited

[KirillZubov]

For small values of abstol, reltol, maxiters, we get the exit error in solve for CubaVegas, CubaSUAVE, CubaDivonne.

using Quadrature, Cuba

f(x,p) = sum(sin.(x .* p))
lb = ones(2)
ub = 3ones(2)
p = [1.5,2.0]

prob = QuadratureProblem(f,lb,ub,p)
algs = [CubaVegas(), CubaSUAVE(), CubaDivonne()]

for alg in algs
    solve(prob,alg,reltol=1e-4,abstol=1e-4, maxiters =200)[1]
end
#Julia has exited.

[KirillZubov]

It looks like the problem is that methods crash if it doesn't converge enough (to reltol and abstol )and it ends on the maxiters. Since it all works with large enough maxiters.

using Quadrature, Cuba

f(x,p) = sum(sin.(x .* p))
lb = ones(2)
ub = 3ones(2)
p = [1.5,2.0]

prob = QuadratureProblem(f,lb,ub,p)
algs = [CubaVegas(), CubaSUAVE(), CubaDivonne()]

for alg in algs
    solve(prob,alg,reltol=1e-4,abstol=1e-4, maxiters = typemax(Int))[1]
end

[ChrisRackauckas]

Can you reproduce this with pure Cuba.jl?

[ArnoStrouwen]

I think we handle this with https://github.com/SciML/Integrals.jl/pull/124 Something goes wrong with cuba when the number of iters is too low? @KirillZubov you might want to report this to Cuba.jl since we can't fix this here.