URL:
<http://savannah.gnu.org/bugs/?27180>
Summary: nmsimplex2 failed to converge
Project: GNU Scientific Library
Submitted by: bjg
Submitted on: Wed 05 Aug 2009 05:03:46 PM BST
Category: Runtime error
Severity: 4 - Important
Operating System:
Status: Confirmed
Assigned to: bjg
Open/Closed: Open
Release: 1.12
Discussion Lock: Any
_______________________________________________________
Details:
From: "Andrew W. Steiner" <[email protected]>
To: [email protected]
Cc:
Subject: [Bug-gsl] Possible bug (or room for improvement) in gsl_mmin_simp2
Date: Mon, 27 Jul 2009 09:22:46 -0400
[1 <text/plain; ISO-8859-1 (7bit)>]
Hello all,
I've been finding that the new simplex algorithm seems to fail
to converge much more frequently than the old one. It took me
awhile to generate a sufficiently portable case which demonstrates
this, but attached is a program which shows that the simplex
minimizer succeeds, but the simplex2 minimizer stalls and gets
stuck (the true minimum is at (1,0,0)).
Unfortunately I haven't yet figured out why it's stalling, but
in the meantime I thought I'd post this code and see if anyone
else has been having similar difficulties. It's a bit of an unusual
function, but it's continuous everywhere and all of the other
minimizers I try happily succeed without complaint.
_______________________________________________________
File Attachments:
-------------------------------------------------------
Date: Wed 05 Aug 2009 05:03:46 PM BST Name: bug-conv.c Size: 3kB By: bjg
<http://savannah.gnu.org/bugs/download.php?file_id=18530>
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