[Octave-bug-tracker] [bug #47363] nonlin_residmin: precision? ("optim" package)

[Olaf Till]

Follow-up Comment #1, bug #47363 (project octave):

> What I am wondering about is if nonlin_residmin already has
> problems because of the gradient at 1.0001 being close to zero?

It seems so.

> One would expect that 1e-5 should not be an issue in terms of
> machine precision? 

This has nothing to do with machine precision.

If you run with 'optimset ("debug", true)', you see that the low gradient
makes the algorithm try steps of which even the smallest is too large.

I wouldn't consider this a real bug, since your example is a bit artificial,
and for real world examples usually the chosen step sizes (for more than 1
parameter this also affects step direction) work quite well. But maybe in the
_first_ iteration, where choosing step sizes is more arbitrary, a few more
small step sizes should be tried. I'll keep this in mind.

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