I will try with the debugger, but do you feel there could be a version problem because I am using 2.3.0?
On Fri, Aug 22, 2014 at 8:07 PM, Smith, Dale (Norcross) < [email protected]> wrote: > I am not sure what is going on since it works for other algorithms. > Perhaps you can step thru with a debugger? > > > > *Dale Smith, Ph.D.* > > Senior Financial Quantitative Analyst > > Financial & Risk Management Solutions > > Fiserv > > Office: 678-375-5315 > > www.fiserv.com > > > > *From:* milind d [mailto:[email protected]] > *Sent:* Friday, August 22, 2014 10:34 AM > > *To:* Smith, Dale (Norcross) > *Cc:* [email protected] > *Subject:* Re: [NLopt-discuss] Search methods > > > > But even if I take off all the constraints and make the problem > unconstrained I still get the same error! > > > > On Fri, Aug 22, 2014 at 8:02 PM, Smith, Dale (Norcross) < > [email protected]> wrote: > > Read up on ISRES under Algorithms and see if you can determine what’s > going on. Does it accept the constraint types you are supplying? > > > > *Dale Smith, Ph.D.* > > Senior Financial Quantitative Analyst > > Financial & Risk Management Solutions > > Fiserv > > Office: 678-375-5315 > > www.fiserv.com > > > > *From:* milind d [mailto:[email protected]] > *Sent:* Friday, August 22, 2014 10:25 AM > > > *To:* Smith, Dale (Norcross) > *Cc:* [email protected] > *Subject:* Re: [NLopt-discuss] Search methods > > > > Dear Sir, > > > > I write the code in the following way, > > > > *main()* > > *{* > > * double lb[2] = { -HUGE_VAL, 0.0}; //lower bounds* > > * double ub[2] = { HUGE_VAL, HUGE_VAL}; //lower bounds* > > > > * nlopt_opt opt;* > > * //opt = nlopt_create(NLOPT_LD_SLSQP,2);* > > * //opt = nlopt_create(NLOPT_LN_COBYLA,2);* > > * opt = nlopt_create(NLOPT_GN_ISRES,2);* > > > > * nlopt_set_lower_bounds(opt,lb);* > > * nlopt_set_upper_bounds(opt,ub);* > > * nlopt_set_min_objective(opt,myf,NULL);* > > > > * my_constraint_data data[2] = { {2,0}, {-1,1} };* > > > > * nlopt_add_inequality_constraint(opt, myconstraint, &data[0], > 1e-8);* > > * nlopt_add_inequality_constraint(opt, myconstraint, &data[1], > 1e-8);* > > * nlopt_set_xtol_rel(opt, 1e-9);* > > > > * double x[2] = { 1.234, 5.678 }; /* some initial guess */* > > * double minf; /* the minimum objective value, upon return */* > > > > * int result = nlopt_optimize(opt, x, &minf); * > > * cout<<result<<endl;* > > *}* > > > > If I uncomment the SLSQP algorithm by commenting ISRES this code works > very well, but I if run with commenting SLSQP and uncommenting ISRES it > shows me error code of -2 which is for invalid arguments. then I wanted to > be sure of the arguments needed for ISRES so I guess it should be > stochastic population, but initializing that also didnt work. > > > > > > > > On Fri, Aug 22, 2014 at 7:38 PM, Smith, Dale (Norcross) < > [email protected]> wrote: > > Don’t pass the gradient as NULL, take that part out. > > > > I was able to use a global algorithm in my own work without any problems. > Just read up on the specific algorithm and make changes to your code, such > as removing the reference to the gradient. > > > > *Dale Smith, Ph.D.* > > Senior Financial Quantitative Analyst > > Financial & Risk Management Solutions > > Fiserv > > Office: 678-375-5315 > > www.fiserv.com > > > > *From:* milind d [mailto:[email protected]] > *Sent:* Friday, August 22, 2014 9:51 AM > *To:* Smith, Dale (Norcross) > *Cc:* [email protected] > *Subject:* Re: [NLopt-discuss] Search methods > > > > Dear Sir, > > > > Thanks for the reply I regret for the vagueness perhaps I should > have approached in more detailed. However, the program in the link which > you have shared works very well with the gradient based methods which I > have been using it for most of my applications. But lately I wanted to try > the Global optimization algorithms i.e.derivative free method, so I dont > understand what changes should be made to use derivative free algorithm if > I try to use the same example code which is there in the link. When I try > to solve the same example by just changing in > > "opt = nlopt_create(NLOPT_LD_MMA, 2); /* algorithm and dimensionality */" > to "NLOPT_GN_ISRES" > > and giving the grad calculation to NULL it compiled well, but while > running i got the error "nlopt failed!". Hence I knew I am missing > something in the code but not exactly understanding what changes should be > made. > > > > Thanks & Regards > > > > > > On Fri, Aug 22, 2014 at 7:07 PM, Smith, Dale (Norcross) < > [email protected]> wrote: > > Sorry, but your question is simply too vague to answer. There are many > global algorithms supported by nlopt. Which one(s) did you try? What do you > mean by “invalid”? > > > > Perhaps you need to read the wiki, which was what I used to get started. > Can you implement a program which solves the problem on the tutorial page > and get the same result? Try different algorithms with it as well. > > > > http://ab-initio.mit.edu/wiki/index.php/NLopt_Tutorial > > > > The Algorithms page is also very useful. > > > > *Dale Smith, Ph.D.* > > Senior Financial Quantitative Analyst > > Financial & Risk Management Solutions > > Fiserv > > Office: 678-375-5315 > > www.fiserv.com > > > > *From:* NLopt-discuss [mailto:[email protected]] *On > Behalf Of *milind d > *Sent:* Thursday, August 21, 2014 5:48 PM > *To:* [email protected] > *Subject:* [NLopt-discuss] Search methods > > > > Hi, > > > > I wanted to ask if someone has a small sample or tutorial example which > uses Global optimization algorithm. It would be very helpful as I am trying > to use it but it keeps saying invalid. I just want an easy sample program > as in the documentation of the NLOPT site there is only example which uses > derivatives. It would be very helpful if anyone could share the sample > program. > > > > Thanks > > > > -- > Milind Dhake > > Engineering Mechanics Unit > > Jawaharlal Nehru Centre for Advanced Scientific Research > > Bangalore > > > > > > -- > Milind Dhake > > Engineering Mechanics Unit > > Jawaharlal Nehru Centre for Advanced Scientific Research > > Bangalore > > > > > > -- > Milind Dhake > > Engineering Mechanics Unit > > Jawaharlal Nehru Centre for Advanced Scientific Research > > Bangalore > > > > > > -- > Milind Dhake > > Engineering Mechanics Unit > > Jawaharlal Nehru Centre for Advanced Scientific Research > > Bangalore > -- Milind Dhake Engineering Mechanics Unit Jawaharlal Nehru Centre for Advanced Scientific Research Bangalore
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