Hi Arvind, I'm inclined to agree with Grey Gordon in that the problem is likely on your end. The documentation for NLOPT_LN_NEWUOA[1] makes no reference to the usage of random numbers.
My recommendation would be twofold: 1) First, test that you have NLopt along set up correctly along with your development environment, by building a much simpler program to test the optimisation of some dummy function[2], using the same driver. If this also fails, you're going to have to work out what isn't configured right. Which language/platform are you using NLopt with? 2) Second, write some to evaluate your function at a repeating sequence of known inputs, and check that the output repeats, and agrees between separate fresh executions. You're probably going to have to either use a debugger or lots of debug-I/O to work out where the issue is. Good luck! If you discover anything interesting, or can't make any progress, I'm sure someone here can give you some more pokes in the right direction! Best regards, Adam [1] http://ab-initio.mit.edu/wiki/index.php/NLopt_Algorithms#NEWUOA_.2B_bound_constraints [2] https://en.wikipedia.org/wiki/Test_functions_for_optimization ----- Original Message ----- From: "Iyer Arvind S" <[email protected]> To: "[email protected]" <[email protected]> Cc: Sent: Thu, 15 Dec 2016 13:05:15 +0000 Subject: Re: [NLopt-discuss] Welcome to the "NLopt-discuss" mailing list Hi, I am a new user of the nl-opt library. Thanks to the developers for such a wonderful collection. I recently observed that NLOPT_LN_NEWUOA based optimisation yields different results (sometimes drastically different) on multiple invocation over the same problem starting from the same guess. The problem itself can have multiple local minima and its understandable that this algorithm clings to the nearest one. However, I did not expect different results for the same problem with same starting point. This seems like the presence of a random number initialization of some parameter. I am myself not aware of the details of the algorithm and its implementation. Can someone confirm that this is indeed so? And perhaps a way to seed the random number if this is the case. Thanks again Arvind
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