It looks like you are basing the difference quotient on the last value
of x passed into the function ("x_pred"). I do not know if this is a
good idea.
I assume that the step size is small enough to calculate the difference
quotient backwards. Maybe this assumption is a bad idea (it was the
first I had). Btw., I corrected the wrong calculation of the
differences, but it does not run anyway. Your advice looks smart; I will
try it that way.
Another thing: is the equivalent of your objective function myfun
available in matlab? Have you checked if it is implemented correctly?
Yes, the objective function is equivalent to the objective function in
the matlab code.
I guess that at least one of the constraint functions causes the fault,
but I do not know why!
Regards,
Tobias
Am 22.01.2014 16:18, schrieb Julius Ziegler:
-----BEGIN PGP SIGNED MESSAGE-----
Hash: SHA1
On 01/22/2014 04:09 PM, Tobias Schmidt wrote:
Oh, you're right. I forgot that. But even if I comment the
zeroconfun constraint, the fault occurs. The fault occurs if _any_
of my constraint functions is added. Without these functions the
optimization returns successfully.
Your way of computing the gradients looks strange. It looks like you
are basing the difference quotient on the last value of x passed into
the function ("x_pred"). I do not know if this is a good idea.
Why dont you just calulate it like this (this is not working c-code,
just for explanation). Use h "small", where small is dependent on your
domain knowledge.
const h = 0.0001;
f0=myfun(x);
for all i:
x1=x;
x1[i]+=h;
f1=myfun(x1);
grad[i]=(f1-f0)/h;
return f0
Another thing: is the equivalent of your objective function myfun
available in matlab? Have you checked if it is implemented correctly?
Best,
Julius
Regards, Tobias
Am 22.01.2014 15:30, schrieb Julius Ziegler: On 01/22/2014 02:59
PM, Tobias Schmidt wrote:
Sure! Thank you for investing your time ;-).
You are not computing the gradient of zeroconfun, but it looks
like you are using it as a constraint. Have you overlooked it?
Best, Julius
Regards, Tobias
Am 22.01.2014 14:23, schrieb Julius Ziegler: Could you attach
your updated code, please?
Best, Julius
On 01/22/2014 01:45 PM, Tobias Schmidt wrote:
_______________________________________________
NLopt-discuss
_______________________________________________
NLopt-discuss
_______________________________________________
NLopt-discuss mailing list [email protected]
http://ab-initio.mit.edu/cgi-bin/mailman/listinfo/nlopt-discuss
_______________________________________________ NLopt-discuss
mailing list [email protected]
http://ab-initio.mit.edu/cgi-bin/mailman/listinfo/nlopt-discuss
_______________________________________________ NLopt-discuss
mailing list [email protected]
http://ab-initio.mit.edu/cgi-bin/mailman/listinfo/nlopt-discuss
- --
Dipl.-Inform. Julius Ziegler <[email protected]>
Institut für Mess- und Regelungstechnik
Karlsruher Institut für Technologie
Department of Measurement and Control
Karlsruhe Institute of Technology
Engler-Bunte-Ring 21
76131 Karlsruhe
Tel. +49 721 608 47146
-----BEGIN PGP SIGNATURE-----
Version: GnuPG v1.4.11 (GNU/Linux)
Comment: Using GnuPG with Thunderbird - http://www.enigmail.net/
iQEcBAEBAgAGBQJS3+FhAAoJEMXuNLCiya8LwYYH/07mFvlUjVmKmHQXJov20ttV
b18f1HI2qT0P0vS9PAjv7eGdBRsV09/Sh2G4E3mIB/KkkBX5EZkL8QEJ2N5YGdxV
QpsLja6DQZayckmWkQ7rMfch/X5Jl4fHqtfGL1UXGa1LntmYPR5TyJqPHwpMUQQR
st2NfLbebQwOqCM9eugfQzWwOU2nGHXrzmBsUAOB+Uo1LLs03Q/yeWgqPdFURJZu
MhEBPhHJSnTrrJ+OBCC8hxiCJ94bVMqXgHhFU+j0lASp0VrR3P3NEToDA5Om/VX2
Hq2+yU74AkR9CSkHQSkX0jmtkXpq/I123VXl3aZvEYm25PR09UyNF+d7G0cEZvU=
=d7Ru
-----END PGP SIGNATURE-----
_______________________________________________
NLopt-discuss mailing list
[email protected]
http://ab-initio.mit.edu/cgi-bin/mailman/listinfo/nlopt-discuss
_______________________________________________
NLopt-discuss mailing list
[email protected]
http://ab-initio.mit.edu/cgi-bin/mailman/listinfo/nlopt-discuss
