I was planning on testing NLopt on a set of test problems, with known results, that I have found:
www.ai7.uni-bayreuth.de/test_problem_coll.pdf Unfortunately, it is struggling on the first one (see Problem 1, page 19) >From what I understand, the only applicable methods are: NLOPT_GN_ISRES NLOPT_GN_ORIG_DIRECT NLOPT_GN_ORIG_DIRECT_L NLOPT_LD_MMA NLOPT_LN_COBYLA SLSQP The first 3 of these I cannot get to work - they don’t do any function evaluations, so I guess something is wrong. The next two behave as follows: MMA: 2256 Function evaluations (xtol_rel=1.0*E-5) COBYLA: 10829 Function evaluations (xtol_rel=1.0*E-5) SLSQP I cannot find as an NLopt algorithm. Is it implemented? In contrast, Excel solver seems to solve this problem in <25 iterations, so I guess it’s not just a particularly intractable problem. I notice that MMA and COBYLA take very small steps. Is there a way to accelerate them? Is there an implementation of SLSQP that I should try? ___________________________________________________________________________________________________ Anthony Waters ● Senior Staff Consultant T 44 (0)1606 815100 ● Direct +44 (0)1606 815182 ● F +44 (0)1606 815151 [email protected] <mailto:[email protected]> KBC Process Technology Ltd Targeting House, Gadbrook Park ● Northwich ● Cheshire ● CW9 7UZ ● United Kingdom ● www.kbcat.com <http://www.kbcat.com> This e-mail is confidential and intended only for the individual(s) to whom it is addressed. If you or your organisation is not an intended recipient of this e-mail, please notify the sender by replying and do not read or disseminate its information. Please delete all copies from your system. KBC is liable neither for the proper or complete transmission of the information contained in this communication nor for any delay in its receipt. Opinions, conclusions and other information in this message and attachments that do not relate to the official business of KBC are neither given nor endorsed by it. Even though the Webroot Virus Centre has checked this message for all known viruses, you should carry out your own virus checks before opening any attachments. Thank you for your co-operation. www.kbcat.com
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