Re: [OctDev] how to use optimizing functions

[Etienne G. <et...@is...>]

  Hello,

  use octave 2.1.XX. I am not sure whether bfgs() is meant to work
with octave 2.0.XX.

  With 2.1.44, sincn (bfgs('sincn', [0.1 0.1 0.1]')) yields -0.21723,
which seems to be the minimum of 'sincn'. Note that "sincn" has non
isolated minima and that bfgs() looks for a local minimum.
  
On Wed, Feb 26, 2003 at 08:02:13AM -0300, nwe...@ce... wrote:
# well, sorry, but 'prod' converges with X0 = [0.1 0.1], and I didn't test
# other points...

  This is a glitch in the bfgs() algorithm. If started from
any_value*ones(1,N), it will go straight down to something near
zero. Once there, it sees the derivative is zero and calls it a
stop. This has to do with the way line minimization is done. Should
fix.

  Hth,

  Etienne
 
# sincn is defined this way:
# 
# function r = sincn(X)
# n = norm(X);
# r = sin(n+0.00001)/n;
# return
# 
# I can always minimize it to something (local minima) with two points,
# but that weird error occurs with more.
# 
# I'm moving to the bleeding-edgre development version since it seems that
# a lot has changed recentely in the optimization functions... but the help
# from bfgs and dfp in this version does say that it works for more variables...
# 
# 
# 
# On Wed, Feb 26, 2003 at 08:35:47AM +0000, Etienne Grossmann wrote:
# > On Tue, Feb 25, 2003 at 07:10:19PM -0300, nwe...@ce... wrote:
# > # it's a function that receives a list and give a real number.
# >                                   ^
# >                                  vector
# > 
# > # bfgs('prod', [0.1 0.1 0.1]')  gives the same error.
# > 
# >   :-) . You expect a minimum at a finite point?
# > 
# >   Cheers,
# > 
# >   Etienne
# >  
# > # 
# > # On Tue, Feb 25, 2003 at 08:40:46PM +0000, Etienne Grossmann wrote:
# > # > 
# > # >   Hi,
# > # > 
# > # > what is 'sincn'?
# > # > 
# > # >   Etienne
# > # > 
# > # > On Tue, Feb 25, 2003 at 03:21:04PM -0300, nwe...@ce... wrote:
# > # > # hello, I'm trying to use the non-liear multivariable optimization
# > # > # functions, but they doesn't work for more than 2 variables!...
# > # > # 
# > # > # octave2.1:5> bfgs('sincn', [0.1 0.1]')
# > # > # ans =
# > # > # 
# > # > #   3.1773
# > # > #   3.1773
# > # > # 
# > # > # octave2.1:6> bfgs('sincn', [0.1 0.1 0.1]')
# > # > # error: invalid vector index = 3
# > # > # error: evaluating assignment expression near line 58, column 14
# > # > # error: evaluating for command near line 56, column 5
# > # > # error: evaluating if command near line 55, column 3
# > # > # error: called from `bs_gradient' in file
# > # > # `/usr/share/octave/2.1.35/site/m/octave-forge/optim/bs_gradient.m'
# > # > # error: called from `bfgs' in file
# > # > # `/usr/share/octave/2.1.35/site/m/octave-forge/optim/bfgs.m'
# > # > #  
# > # > # 
# > # > # what am I doing wrong?!?! :/
# > # > # 
# > # > # ++Nicolau;

-- 
Etienne Grossmann ------ http://www.isr.ist.utl.pt/~etienne