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

[Rik]

Update of bug #55263 (project octave):

                  Status:                    None => Works For Me           
        Operating System:       Microsoft Windows => Any                    

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Follow-up Comment #1:

I think you are expecting more from the algorithm than is reasonably possible.
 There appears to be a discontinuity in the function at the coordinates of the
maximum.


octave:6> fun ([9 9 9])
ans = -244
octave:7> fun ([9 9 9+10*eps])
ans = -0


This is going to make life very hard for the algorithm, even a derivative-free
one.  For fun, I tried your example in Matlab and the output is far worse, x =
[2.18, 9.0, 9.0], objf = -169.9.

You can play around with the starting point, the TolFun and TolX options in
optimset, to see if you can get the algorithm to do what you want, but I
couldn't.

I uploaded a second version of the example file that removes code that is
specific to your system, such as C:\octave.  And fminsearch is part of core
octave so there is no need no load the optim pkg.


(file #45713)
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Additional Item Attachment:

File name: badNelderMead2.m               Size:1 KB


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