Thanks a lot for the quick and helpful reply (since I use finite differences to compute gradients I will try the original Svanberg algorithm)!
-------- Original-Nachricht -------- > Datum: Wed, 29 Feb 2012 11:34:11 -0500 > Von: "Steven G. Johnson" <[email protected]> > An: nlopt-discuss <[email protected]> > Betreff: Re: [NLopt-discuss] MMA inner iterations > > On Feb 28, 2012, at 11:53 AM, Sascha Merz wrote: > > Thanks a lot for providing this great optimization library. One > > question that I have is if there is a certain reason that gradients > > are computed in the MMA inner iterations. > > Two reasons: > > First, if it is the last inner iteration, then I would have to compute > the gradients anyway for the next outer iteration, so I'd have to call > the objective function again. So, there is a tradeoff here, but if > computing the gradient is cheap compared to computing the objective > function (as is often the case) then it seemed worth it to compute it > in each inner iteration just in case that inner iteration is the last. > > Second, I use a slight modification of the Svanberg algorithm, in that > if an inner iteration finds a better feasible point but doesn't > satisfy the termination conditions for the inner iteration, then I > continue the inner iterations with a new approximant based on the new > feasible point. > > However, it would be straightforward to modify the code to change the > above two behaviors, going back to the original Svanberg algorithm and > not computing the gradient during the inner iterations (but > recomputing the objective after the inner iterations complete). > > _______________________________________________ > NLopt-discuss mailing list > [email protected] > http://ab-initio.mit.edu/cgi-bin/mailman/listinfo/nlopt-discuss -- Empfehlen Sie GMX DSL Ihren Freunden und Bekannten und wir belohnen Sie mit bis zu 50,- Euro! https://freundschaftswerbung.gmx.de _______________________________________________ NLopt-discuss mailing list [email protected] http://ab-initio.mit.edu/cgi-bin/mailman/listinfo/nlopt-discuss
