Re: [Dclib-devel] bobyqa problem

[Davis K. <dav...@us...>]

Glad you like it.

This is partly my fault :)  There should be a try/catch block around the
code in main().  So if you put something like this:
try
{
// all the code in main()
}
catch (std::exception& e)
{
   cout << e.what() << endl;
   cin.get();  // pause the program until user hits enter
}

I'm pretty confident that you will get the message (it is inside the
dlib::bobyqa_failure exception) that says "Return from BOBYQA because the
objective function has been called max_f_evals times."   With GCC you end up
getting the error message no matter what you do but with Visual Studio you
end up getting a weird crash.  I'll add some try/catch blocks to the example
in the next release.

Anyway, if you change the 100 (the last argument to find_min_bobyqa) to
something bigger it should work.   It is actually quite impressive that it
works with 37 dimensions because the algorithm begins by sampling 37*2+1
times and then only has 25 allowable samples of the objective function to
get within 1e-6 of the optimum.  That's pretty good without using any
gradient information :)

Cheers,
Davis

On Fri, Dec 4, 2009 at 2:59 PM, Michele Conconi <mic...@un...>wrote:

> Hi davis,
>
> I first want to thank you for the amazing job done with this library. I
> really like it.
> I have a question that make me crazy. I would use bobyqa optimization
> method. My input array as dimension 41, and this should not have any
> influence. Unfortunately it seems to me that the bobyqa doesn't like input
> bigger than 37.
> If you try the follwing code, essentially one of the example of the dlib,
> just changing the dimension of my input my program stop working giving me
> the error
>
> dlib::bobyqa_failure at memory location 0x00dbf334..
>
> I am using visual studio 2005 for compile the code. Do you have any idea?
> Thanks in advance
>
> Michele
>
>
> #include "dlib/optimization.h"
> #include <iostream>
>
> using namespace std;
> using namespace dlib;
>
> typedef matrix<double,0,1> column_vector;
>
> class test_function
> {
> public:
>
>   test_function (
>       const column_vector& input
>   )
>   {
>       target = input;
>   }
>
>   double operator() ( const column_vector& arg) const
>   {
>       // return the mean squared error between the target vector and the
> input vector
>       return mean(squared(target-arg));
>   }
>
> private:
>   column_vector target;
> };
>
> //
> ----------------------------------------------------------------------------------------
>
> int main()
> {
>   // make a column vector of length 2
>   column_vector starting_point;
>   column_vector target;
>
>   int n = 37;  //changing n to 38 causes brake
>   target.set_size(n);
>   starting_point.set_size(n);
>
>   for(int i =0;i<n;i++)
>   {
>       starting_point(i)=-4;
>       target(i)=1;
>   }
>
>   find_min_bobyqa(test_function(target),
>                   starting_point,
>                   2*n+1,    // number of interpolation points
>                   uniform_matrix<double>(n,1, -1e100),  // lower bound
> constraint
>                   uniform_matrix<double>(n,1, 1e100),   // upper bound
> constraint
>                   10,    // initial trust region radius
>                   1e-6,  // stopping trust region radius
>                   100    // max number of objective function evaluations
>                   );
>   cout << starting_point << endl;
> }
> --
> * Eng. Michele Conconi*
> Ph.D. student
> DIEM - Dept. of Mechanical Engineering
> Alma Mater Studiorum - University of Bologna
> Viale Risorgimento 2, 40136, Bologna, Italy
> Email: mic...@un...
> Website: http://www.diem.ing.unibo.it/grab
> Office: (+39) 051 20 93451
> Mobile: (+39) 329 0287996
>
>
>
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