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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 22:13:01 -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

Follow-up Comment #2, bug #55263 (project octave):

Perhaps what you are saying is correct, but I think we need to have stronger
arguments to dispose of this behavior. If one looks at line 29-30 of the code
it states: "This algorithm is better-suited to functions which have
discontinuities". So that would seem to clear your objection that my function
has discontinuities. The more I look at the data during the iteration, the
more the behavior seems to go against the Nelder Mead strategy. When the
discontinuity is being reached, the simplex should advance in the dimension
that is further away from the discontinuity, but it does not.

Thank you for suggesting that loading the optim package is not needed.


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