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[Octave-bug-tracker] [bug #55263] fminsearch not converging well
From: |
Giovanni Ciriani |
Subject: |
[Octave-bug-tracker] [bug #55263] fminsearch not converging well |
Date: |
Fri, 21 Dec 2018 13:59:31 -0500 (EST) |
User-agent: |
Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/71.0.3578.98 Safari/537.36 |
URL:
<https://savannah.gnu.org/bugs/?55263>
Summary: fminsearch not converging well
Project: GNU Octave
Submitted by: gciriani
Submitted on: Fri 21 Dec 2018 06:59:29 PM UTC
Category: Octave Function
Severity: 3 - Normal
Priority: 5 - Normal
Item Group: None
Status: None
Assigned to: None
Originator Name:
Originator Email:
Open/Closed: Open
Discussion Lock: Any
Release: 4.4.1
Operating System: Microsoft Windows
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Details:
fminsearch seems to not converge up to where it should. It's possible there is
an implementation error of the algorithm with a higher number of dimensions. I
have attached an example where it should converge to point 9,9,9 to give the
minimum value of the objective function at -244, and instead it stops at
9,9,8.7 for a value -240.48. The function is straightforward linear so it
should have no problem arriving closer to the edge at 9,9,9 by minimizing the
size of the simplex. Instead the algorithm reports that the size of the
simplex is down to 2.1916e-10 and the step of the function is 7.5600e-08.
The attached file runs the whole example.
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File Attachments:
-------------------------------------------------------
Date: Fri 21 Dec 2018 06:59:29 PM UTC Name: badNelderMead.m Size: 1KiB By:
gciriani
<http://savannah.gnu.org/bugs/download.php?file_id=45712>
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- [Octave-bug-tracker] [bug #55263] fminsearch not converging well,
Giovanni Ciriani <=