During optimization, I have a problem that gets to a point where the gradient looks like this,
[0] gradient = t( matrix(c( # 51x1 -31780.195562, -38508.674735, -50973.208738, -55408.084812, -66931.026056, -74286.656477, -80710.037658, -32059.100573, -40421.260358, -47351.363022, -56331.397546, -67570.244335, -71730.720066, -80617.938563, -30100.959330, -40235.309256, -47047.853982, -56263.225828, -67009.403836, -75987.083372, -84897.553874, -62848.356157, -210680.805240, -214470.061730, -234536.487353, -241645.958717, -262177.928304, -278085.836093, -286557.250051, -63655.124325, -214492.388535, -219036.315591, -224526.862707, -240634.971741, -248375.386046, -263267.566427, -289505.767031, -64899.664139, -213624.942908, -222084.527486, -223847.520561, -236782.323103, -258931.376366, -276562.312245, -304241.522192, -25035.332609, -25125.410641, -25003.755675, -4302.824452, -4986.836691, -3574.837605), byrow=TRUE, nrow=1, ncol=51)) This point is nowhere near the minimum. Is it significant that all the gradients are negative? Is that why SLSQP cannot determine a search direction? When this occurs, could SLSQP use the gradient as the search direction? -- Joshua N. Pritikin Department of Psychology University of Virginia 485 McCormick Rd, Gilmer Hall Room 102 Charlottesville, VA 22904 http://people.virginia.edu/~jnp3bc _______________________________________________ NLopt-discuss mailing list [email protected] http://ab-initio.mit.edu/cgi-bin/mailman/listinfo/nlopt-discuss
