[Octave-bug-tracker] [bug #53483] sqp fails to find the minimum

[anonymous]

URL:
  <http://savannah.gnu.org/bugs/?53483>

                 Summary: sqp fails to find the minimum
                 Project: GNU Octave
            Submitted by: None
            Submitted on: Mon 26 Mar 2018 11:04:28 PM UTC
                Category: Octave Function
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Inaccurate Result
                  Status: None
             Assigned to: None
         Originator Name: Ben Schwab
        Originator Email: address@hidden
             Open/Closed: Open
         Discussion Lock: Any
                 Release: 4.2.2
        Operating System: Microsoft Windows

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Details:

I am running 64 bit Octave version 4.2.2 for Windows 10 Home Version 1511 OS
Build 10586.589

I am attempting to use "sqp" to solve an optimization problem.  "sqp" is
returning my guess even when there are other inputs of the function with lower
outputs.  Full code used is bellow.  I emphasize that
phi([70,40])=-2.9010e-035 but phi([77,47])=-1.1955e-034 which is smaller but
sqp returns [70;40] as the minimum when I use that as a guess.


>> ttt = @(x) x(1)^2+x(2)^2
ttt =

@(x) x (1) ^ 2 + x (2) ^ 2

>> sqp([70,40],ttt,[],[],[-500,-500],[500,500],1e100,1e-40)
ans =

   0
   0

>> phi=@(x)
-factorial(27)*prod(1/sqrt(2*pi*x(2)^2).*exp(-([1,2,3,7,20,26,35,52,58,60,64,69,72,77,84,90,90,101,104,111,121,121,132,139,141,155,159].-x(1)).^2./(2*x(2)^2)))
phi =

@(x) -factorial (27) * prod (1 / sqrt (2 * pi * x (2) ^ 2) .* exp (-([1, 2, 3,
7, 20, 26, 35, 52, 58, 60, 64, 69, 72, 77, 84, 90, 90, 101, 104, 111, 121,
121, 132, 139, 141, 155, 159] - x (1)) .^ 2 ./ (2 * x (2) ^ 2)))

>> phi([70,40])
ans =  -2.9010e-035
>> phi([77,47])
ans =  -1.1955e-034
>> phi([77.543,47.707])
ans =  -1.2047e-034
>> sqp([70,40],phi,[],[],[-500,0],[500,500],1e100,1e-40)
ans =

   70
   40

>> sqp([70,40],phi,[],[],[-500,0],[500,500],1e100,1e-100)
ans =

   70
   40

>> sqp([70,40],phi,[],[],[0,0],[100,100],1e100,1e-100)
ans =

   70
   40

>> sqp([70,40],phi,[],[],[0,0],[100,100],1e100,1e-36)
ans =

   70
   40

>>





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