Hi all, I am trying to optimise the log-likelihood of the Gaussian Process. This is a straight port of some code form MATLAB, so I know the gradients are correct. Using Optim.jl I don't have too many problems (I was one told "dphia < 0" however I can't replicate it). Using NLopt, which the documentation seems to imply should be more stable, I regularly get failures if I try to run for more than a couple of iterations - generally it will work with 5 to 10, no more. The exit code is quite unhelpful, simply "NLopt failure". I have no problems running non-gradient based methods, (eg COBYLA) which would lead me to think my gradients where incorrect - except that they work in MATLAB and with Optim.jl, and checkout with finite differencing.
Any ideas of how to start debugging this? I could do with being able to apply constraints. Tom
