Hi I have experienced a behavior similar to what Arvind has seen: Starting from the same set of initial parameter values, I have seen NLOPT_LN_NEWUOA_BOUND (unlike any other algorithm I have tried) after 20 evaluations or so sometimes trying other values than at other times. I have even made sure to fix the seed by calling nlopt_srand(1).
Best regards, Claus 2016-12-16 18:00 GMT+01:00 <[email protected]>: > > > ---------- Videresendt meddelelse ---------- > From: [email protected] > To: [email protected] > Cc: > Date: Thu, 15 Dec 2016 23:00:26 +0100 > Subject: Re: [NLopt-discuss] Welcome to the "NLopt-discuss" mailing list > 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 > > > _______________________________________________ > NLopt-discuss mailing list > [email protected] > http://ab-initio.mit.edu/cgi-bin/mailman/listinfo/nlopt-discuss > > -- Claus Hedegaard-Hansen Stokbrovej 158 Elev 8520 Lystrup Denmark mobile: 28 74 04 96 e-mail: [email protected]
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