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

From: Rik
Subject: [Octave-bug-tracker] [bug #55263] fminsearch not converging well
Date: Fri, 21 Dec 2018 15:22:57 -0500 (EST)
User-agent: Mozilla/5.0 (Windows NT 10.0; WOW64; Trident/7.0; rv:11.0) like Gecko

Update of bug #55263 (project octave):

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


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

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

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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File name: badNelderMead2.m               Size:1 KB


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