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[Octave-bug-tracker] [bug #55263] fminsearch not converging well

From: Giovanni Ciriani
Subject: [Octave-bug-tracker] [bug #55263] fminsearch not converging well
Date: Fri, 21 Dec 2018 13:59:31 -0500 (EST)
User-agent: Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/71.0.3578.98 Safari/537.36


                 Summary: fminsearch not converging well
                 Project: GNU Octave
            Submitted by: gciriani
            Submitted on: Fri 21 Dec 2018 06:59:29 PM UTC
                Category: Octave Function
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: None
                  Status: None
             Assigned to: None
         Originator Name: 
        Originator Email: 
             Open/Closed: Open
         Discussion Lock: Any
                 Release: 4.4.1
        Operating System: Microsoft Windows



fminsearch seems to not converge up to where it should. It's possible there is
an implementation error of the algorithm with a higher number of dimensions. I
have attached an example where it should converge to point 9,9,9 to give the
minimum value of the objective function at -244, and instead it stops at
9,9,8.7 for a value -240.48. The function is straightforward linear so it
should have no problem arriving closer to the edge at 9,9,9 by minimizing the
size of the simplex. Instead the algorithm reports that the size of the
simplex is down to  2.1916e-10 and the step of the function is 7.5600e-08.

The attached file runs the whole example.


File Attachments:

Date: Fri 21 Dec 2018 06:59:29 PM UTC  Name: badNelderMead.m  Size: 1KiB   By:



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