bugGNU Octave - Bugs: bug #46045, [octave forge] (optim)...

 
 

bug #46045: [octave forge] (optim) "trust-region-reflective" implementation for lsqnonlin

Submitted by:  Axel <axelt83>
Submitted on:  Thu 24 Sep 2015 08:36:02 AM UTC  
 
Category:  Octave Forge Package Severity:  1 - Wish
Priority:  3 - Low Item Group:  Matlab Compatibility
Status:  Postponed Assigned to:  None
Originator Name:  Axel Open/Closed:  Open
Release:  dev Operating System:  Any

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Mon 28 Mar 2016 10:42:54 PM UTC, comment #2:

It will always be so that certain optimization problems can be successfully handled by some algorithms, but not by others. So principally it can be useful to have several algorithms available.

But the algorithm you mention is, if I remember right, conceptionally similar to the one in 'nonlin_residmin'. And even if we implement it, we won't get exactly the same algorithm as Matlab.

So even if you had success with your problem in Matlab, I would not suggest trying to implement just this algorithm in the hope of a benefit, without having further information.

If you have a certain kind of problems which systematically are difficult to solve by 'nonlin_residmin', the right way is probably to provide a test problem, try to examine the reason for failure, and take an informed decision on enhancing the current algorithm or implementing a new one.

If you are determined to help in such a way, it's probably best done on the maintainers mailing list, not here (failures on optimization problems are not necessarily bugs).

Olaf Till <i7tiol>
Project Member
Thu 24 Sep 2015 08:07:11 PM UTC, comment #1:

Hi, thanks for your report. It certainly could be implemented, if you are able to do so please provide a patch and it can be pulled into Octave.

Mike Miller <mtmiller>
Project Administrator
Thu 24 Sep 2015 08:36:02 AM UTC, original submission:

Dear sirs,

could "trust-region-reflective" algorithm for lsqnonlin (or nonlin_residmin) be implemented, like in Matlab? Unfortunately the currently implemented "lm_svd_feasible" algorithm does not work for my problem.

Best regards.

Axel

Axel <axelt83>

 

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    Follow 9 latest changes.

    Date Changed by Updated Field Previous Value => Replaced by
    2017-08-13 jwe Summary[optim] "trust-region-reflective" implementation for lsqnonlin => [octave forge] (optim) "trust-region-reflective" implementation for lsqnonlin
    2015-09-25 rik5 CategoryOctave Function => Octave Forge Package
        Summary[optim] "trust-region-reflective" => [optim] "trust-region-reflective" implementation for lsqnonlin
    2015-09-24 mtmiller Severity3 - Normal => 1 - Wish
        Priority5 - Normal => 3 - Low
        StatusNone => Postponed
        Release4.0.0 => dev
        Operating SystemMicrosoft Windows => Any
    2015-09-24 axelt83 Carbon-Copy- => Added -email is unavailable-

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