bugGNU Octave - Bugs: bug #63925, 'lsqnonlin' ceases to converge...

 
 

bug #63925: 'lsqnonlin' ceases to converge from a small change(Matlab - OK)

Submitter:  None
Submitted:  Tue 14 Mar 2023 03:18:52 PM UTC
   
 
Category:  Octave Function Severity:  3 - Normal
Priority:  5 - Normal Item Group:  Matlab Compatibility
Status:  Need Info Assigned to:  None
Originator Name:  Leo Originator Email:  -email is unavailable-
Open/Closed:  * Open Release:  * 8.1.0
Operating System:  * Microsoft Windows Fixed Release:  None
Planned Release:  None
* Mandatory Fields

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Wed 22 Mar 2023 08:42:44 AM UTC, comment #5: 

I realized that the multiplication signs disappeared in the code without tags. Add m files.

(file #54519, file #54520)

 Anonymous
Tue 21 Mar 2023 03:07:05 PM UTC, comment #4: 

Could the original bug reporter re-post the minimum example using verbatim tags (see https://savannah.gnu.org/markup-test.php) or upload the code as an m-file to this report so we can see the problem clearly?

 Rik <rik5>
Group administrator
Wed 15 Mar 2023 06:38:45 PM UTC, comment #3: 

@OP: there is a verbatim tag available. That is useful to quote code, avoiding the multiplication operator to be interpreted as boldface in this post.

Also, this seems to be a linear problem, with linear constraints, for which octave's glpk is suitable.

 A.R. Burgers <arb>
Wed 15 Mar 2023 06:25:12 AM UTC, comment #2: 

Yes i used "pkg load optim"

 Anonymous
Tue 14 Mar 2023 08:08:22 PM UTC, comment #1: 

Are you using the optim package?

https://sourceforge.net/p/octave/optim/ci/default/tree/inst/

 Anonymous
Tue 14 Mar 2023 03:18:52 PM UTC, original submission:  

tryed on 7.3.0, both OpenBLAS and Reference BLAS

# did't work (working only in Mathlab online):

fun = @(x)[ x(5) 0.1 +  x(4) 0.25 +  x(3) 0.5 +  x(2) 0.25 +  x(1) * 0.1 - 0.3;
x(6) 0.1 +  x(5) 0.25 +  x(4) 0.5 +  x(3) 0.25 +  x(2) * 0.1 - 0.62500001;
x(7) 0.1 +  x(6) 0.25 +  x(5) 0.5 +  x(4) 0.25 +  x(3) * 0.1 - 0.500000025;
x(8) 0.1 +  x(7) 0.25 +  x(6) 0.5 +  x(5) 0.25 +  x(4) * 0.1 - 0.22500005;
x(9) 0.1 +  x(8) 0.25 +  x(7) 0.5 +  x(6) 0.25 +  x(5) * 0.1 - 0.050000025000000003;
x(10) 0.1 +  x(9) 0.25 +  x(8) 0.5 +  x(7) 0.25 +  x(6) * 0.1 - 1e-08];
options = optimset("Display", "iter","FinDiffType" ,"central","MaxIter", 20000, "MaxFunEvals", 40000, "TolFun", 1e-39, "TolX", 1e-39);
x0 = [0.5,0.5,0.5,0.5,0.5,5e-08,2e-08,1e-08,2e-08,5e-08];
lb = [0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0];
ub = [2.9999999999999996,1.2,0.6,1.2,0.50000025,1e-07,4e-08,2e-08,4e-08,1e-07];
[x,val] = lsqnonlin(fun, x0, lb, ub, options);

# Ideal estimated result
#   [0.0, 0.0, 0.0, 1.0, 0.5, 0.0000001, 0.0, 0.0, 0.0, 0.0]
# Mathlab online result, perfect
#   x: [0, 0, 0, 1.0000, 0.5000, 1.0000e-07, 2.2301e-17, 0, 0, 0]
#   val: 3.112467704292398e-33
# Octave result, to bad
#   x     [6.1062e-16, 0.32759, 0.42248, 0.46753, 0.48734, 1e-07, 5.7973e-16, 1.099e-16, 4e-08, 2.4127e-15
#   val   0.055000


# working good (both in Octave and Mathlab online):

fun = @(x)[ x(5) 0.1 +  x(4) 0.25 +  x(3) 0.5 +  x(2) 0.25 +  x(1) * 0.1 - 0.3;
x(6) 0.1 +  x(5) 0.25 +  x(4) 0.5 +  x(3) 0.25 +  x(2) * 0.1 - 0.625;
x(7) 0.1 +  x(6) 0.25 +  x(5) 0.5 +  x(4) 0.25 +  x(3) * 0.1 - 0.5;
x(8) 0.1 +  x(7) 0.25 +  x(6) 0.5 +  x(5) 0.25 +  x(4) * 0.1 - 0.225;
x(9) 0.1 +  x(8) 0.25 +  x(7) 0.5 +  x(6) 0.25 +  x(5) * 0.1 - 0.05;
x(10) 0.1 +  x(9) 0.25 +  x(8) 0.5 +  x(7) 0.25 +  x(6) * 0.1 - 0.0];
options = optimset("Display", "iter","FinDiffType" ,"central","MaxIter", 20000, "MaxFunEvals", 40000, "TolFun", 1e-39, "TolX", 1e-39);
x0 = [0.5,0.5,0.5,0.5,0.5,0.0,0.0,0.0,0.0,0.0];
lb = [0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0];
ub = [2.9999999999999996,1.2,0.6,1.2,0.5,0.0,0.0,0.0,0.0,0.0];
[x,val] = lsqnonlin(fun, x0, lb, ub, options);

# Ideal estimated result
#   [0.0, 0.0, 0.0, 1.0, 0.5, 0.0, 0.0, 0.0, 0.0, 0.0]
# Mathlab online result, perfect
#   x: [0, 0, 0, 1, 0.5000, 0, 0, 0, 0, 0]
#   val: 0
# Octave result, good
# x     [1.3332e-16, 1.0417e-17, 2.189e-12, 1, 0.5, 0, 0, 0, 0, 0]
# val   6.782908519975903e-25


looks like some kind of crutch in the solver

Can i do somesthing with it?
(potentially ready to participate in the search for a problem if there is introductory information on the code stack and localization)

 Anonymous

 

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Attached Files
file #54519:  bug_63925_converged_in_Octave.m added by None (921B - application/octet-stream)
file #54520:  bug_63925_not_converged_in_Octave.m added by None (975B - application/octet-stream)

 

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Items that depend on this one: None found

 

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    Follow 4 latest changes.

    Date Changed by Updated Field Previous Value => Replaced by
    2023-03-22 None Attached File- Added bug_63925_converged_in_Octave.m, #54519
        Attached File- Added bug_63925_not_converged_in_Octave.m, #54520
    2023-03-21 rik5 StatusNone Need Info
        Summary'lsqnonlin' ceases to converge from a small change(Mathlab - OK) 'lsqnonlin' ceases to converge from a small change(Matlab - OK)

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