bugGNU Octave - Bugs: bug #61801, [octave forge] (optim) lsqnonlin...

 
 

bug #61801: [octave forge] (optim) lsqnonlin and fmincon test failures

Submitter:  None
Submitted:  Wed 12 Jan 2022 11:07:46 AM UTC
 
Category:  Octave Forge Package Severity:  3 - Normal
Priority:  5 - Normal Item Group:  Unexpected Error or Warning
Status:  Ready For Test Assigned to:  None
Originator Name:  MSpo Originator Email:  -email is unavailable-
Open/Closed:  * Open Release:  * 7.1.0
Operating System:  * Any
* Mandatory Fields

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( Jump to the original submission )

Fri 22 Apr 2022 06:18:04 PM UTC, comment #14: 

I cherry-picked that patch to MXE Octave here:
https://hg.octave.org/mxe-octave/rev/8df7db467c66

Should be in the next minor release of Octave (or the nightlies).

Markus Mützel <mmuetzel>
Project Member
Fri 15 Apr 2022 09:10:40 AM UTC, comment #13: 

Thanks Olaf. It would be great if the fix in 197b5a882a41 were also included in the next release of the MXE installer.

Sébastien Villemot <svillemot>
Fri 15 Apr 2022 08:59:23 AM UTC, comment #12: 

The problem described by the previous post should be fixed now, in 197b5a882a41 (but not in relases 1.6.2 made just now).

Olaf Till <i7tiol>
Project Member
Wed 13 Apr 2022 03:39:03 PM UTC, comment #11: 

Many problems with Octave 7.1.0 have indeed been fixed in the mercurial repository.

However, I still experience one (as of 83eefe952baa):

octave:1> pkg load optim
octave:2> function [v, d] = optimf(x)
>   v = x^2;
>   d = 2*x;
> end
octave:3> optim_options = optimset('GradObj','on');
octave:4> fmincon(@optimf, 3, [], [], [], [], 2, 4, [], optim_options)
error: @<anonymous>: function called with too many inputs
error: called from
    fmincon>@<anonymous>
    __jacobian_constants__>@<anonymous> at line 135 column 11
    __lm_feasible__ at line 145 column 8
    fmincon at line 456 column 24

It is apparently triggered by the combination of explicit gradient with optimization bounds.

Sébastien Villemot <svillemot>
Mon 11 Apr 2022 08:33:45 PM UTC, comment #10: 

works for me now on 8.0.0 and current mercurial of struct (8fcb2a90702c) and optim (83eefe952baa) packages.

octave:1> pkg load optim
octave:2> test fmincon
PASSES 6 out of 6 tests
octave:3> test lsqnonlin
PASSES 2 out of 2 tests
octave:4> pkg list
Package Name  | Version | Installation directory
--------------+---------+-----------------------
          io *|   2.6.4 | /home/arburgers/octave_8/io-2.6.4
       optim *|   1.6.2 | /home/arburgers/octave_8/optim-1.6.2
  statistics *|   1.4.3 | /home/arburgers/octave_8/statistics-1.4.3
      struct *|  1.0.18 | /home/arburgers/octave_8/struct-1.0.18

A.R. Burgers <arb>
Sat 09 Apr 2022 10:35:18 PM UTC, comment #9: 

I confirm that as well. For some reason my struct package was broken internally but was reporting itself as being good. I reinstalled it manually and added mmuetzel's patch in bug #61582 and now I get the same error that you're getting, for both 7.1.0 and 8.0 dev.

octave:5> test fmincon
***** test
 ## equality constraint
 objective_function = @ (p) p(1)^2 + p(2)^2;
 pin = [-2; 5];
 constraint_function = @ (p) - (p(1)^2 + 1 - p(2));
 [p, objf, cvg, outp] = fmincon (objective_function, pin, [], [], [], [], [], [], @ (p) {[], constraint_function(p)}{:}, optimset ("Algorithm", "lm_feasible"));
 assert (p, [0; 1], 1e-6)
!!!!! test failed
@<anonymous>: function called with too many inputs


octave:6> test lsqnonlin
***** test
 t = [0 .3 .8 1.1 1.6 2.3];
 y = [.82 .72 .63 .60 .55 .50];
 yhat = @(c,t) c(1) + c(2)*exp(-t);
 opt = optimset('TolFun',1e-10);
 [c,resnorm,residual] = lsqnonlin(@(c)yhat(c,t)-y,[1 1],[0 0],[],opt);
 assert (c, [ 0.47595; 0.34132], 1e-5)
 assert (resnorm, 3.2419e-004, 1e-8)
 assert(residual, [-2.7283e-003, 8.8079e-003, -6.8307e-004, -1.0432e-002, -5.1366e-003, 1.0172e-002], 1e-5)
!!!!! test failed
@<anonymous>: function called with too many inputs

Arun Giridhar <arungiridhar>
Project Member
Sat 09 Apr 2022 08:51:56 PM UTC, comment #8: 

I confirm that fmincon and lsqnonlin are broken on 7.1.0.

Sébastien Villemot <svillemot>
Sat 09 Apr 2022 08:48:41 PM UTC, comment #7: 

was unable to compile the struct package (current mercurial) with the default branch.

A.R. Burgers <arb>
Sat 09 Apr 2022 12:21:44 PM UTC, comment #6: 

Yes, when I do "pkg load optim" it also loads io 2.6.4, optim 1.6.1, statistics 1.4.3 and struct 1.0.17.

The struct package does have a fields2cell.oct inside it but there is no fields2cell in the path. Something looks broken with the struct package for me. Reinstalling it with "pkg install -forge struct" gave a list of errors about "verror". I'll have to debug that separately.

Do "test lsqnonlin" and "test fmincon" work for you on Octave 7.1.0 or later?

Arun Giridhar <arungiridhar>
Project Member
Sat 09 Apr 2022 11:01:53 AM UTC, comment #5: 

fields2cell seems to be a function in the struct package, a pre-requisite for the optim package. Is the struct package installed?

A.R. Burgers <arb>
Fri 08 Apr 2022 10:17:47 PM UTC, comment #4: 

Retitling this bug and setting it to 7.1.0.

Also, for Octave 8 and optim 1.6.1 the tests still fail but the error is different, referring to "fields2cell".

octave:2> test fmincon
***** test
 ## equality constraint
 objective_function = @ (p) p(1)^2 + p(2)^2;
 pin = [-2; 5];
 constraint_function = @ (p) - (p(1)^2 + 1 - p(2));
 [p, objf, cvg, outp] = fmincon (objective_function, pin, [], [], [], [], [], [], @ (p) {[], constraint_function(p)}{:}, optimset ("Algorithm", "lm_feasible"));
 assert (p, [0; 1], 1e-6)
!!!!! test failed
'fields2cell' undefined near line 75, column 14


octave:4> test lsqnonlin
***** test
 t = [0 .3 .8 1.1 1.6 2.3];
 y = [.82 .72 .63 .60 .55 .50];
 yhat = @(c,t) c(1) + c(2)*exp(-t);
 opt = optimset('TolFun',1e-10);
 [c,resnorm,residual] = lsqnonlin(@(c)yhat(c,t)-y,[1 1],[0 0],[],opt);
 assert (c, [ 0.47595; 0.34132], 1e-5)
 assert (resnorm, 3.2419e-004, 1e-8)
 assert(residual, [-2.7283e-003, 8.8079e-003, -6.8307e-004, -1.0432e-002, -5.1366e-003, 1.0172e-002], 1e-5)
!!!!! test failed
'fields2cell' undefined near line 75, column 14

Arun Giridhar <arungiridhar>
Project Member
Mon 17 Jan 2022 03:26:06 PM UTC, comment #3: 

Note that fmincon is affected by the same issue:

octave:1> pkg load optim
octave:2> test fmincon
***** test
 ## equality constraint
 objective_function = @ (p) p(1)^2 + p(2)^2;
 pin = [-2; 5];
 constraint_function = @ (p) - (p(1)^2 + 1 - p(2));
 [p, objf, cvg, outp] = fmincon (objective_function, pin, [], [], [], [], [], [], @ (p) {[], constraint_function(p)}{:}, optimset ("Algorithm", "lm_feasible"));
 assert (p, [0; 1], 1e-6)
!!!!! test failed
: function called with too many inputs

Sébastien Villemot <svillemot>
Wed 12 Jan 2022 01:54:49 PM UTC, comment #2: 

The issue seems to be that __dfdp__ is defined with a fixed number of 3 input arguments, but handles stuff differently depending on the actual value of nargin. However, with Octave 7.0.90 it must be 3 arguments or the error is thrown.

Anonymous
Wed 12 Jan 2022 12:42:38 PM UTC, comment #1: 

I initially thought this was a broader issue with `varargin` in anonymous functions. But that seems to be working as it should.

As far as I can tell, `func` in line 304 of _dfdp_.m corresponds to the first argument of `lsqnonlin`. It does indeed take only one argument. But `func` is called with two arguments in that line.

CC'ing package maintainer.

Markus Mützel <mmuetzel>
Project Member
Wed 12 Jan 2022 11:07:46 AM UTC, original submission:  

This minimal example works under Octave 6.4.0 but throws an error in Octave 7.0.90 (plus, there are a couple of warnings when loading the optim package):

pkg load optim

x = (0:0.01:10).';
y = @(p) p(1) + p(2)*sin(2*pi*p(3)*x);

p0 = [0.3 0.5 0.2];
y0 = y([0.37 0.63 0.21]) + (rand(size(x))-0.5);

p_fit = lsqnonlin(@(p) y(p) - y0,p0);
plot(x,[y0,y(p_fit)])

I get this error:

error: : function called with too many inputs
error: called from
    @<anonymous>
    __dfdp__ at line 304 column 15
    __nonlin_residmin__>@<anonymous> at line 329 column 26
    __jacobian_constants__>@<anonymous> at line 121 column 11
    __lm_svd__ at line 196 column 9
    __nonlin_residmin__ at line 452 column 25
    nonlin_residmin at line 98 column 25
    lsqnonlin at line 264 column 21
    optim_bug at line 9 column 7

It seems to boil down to line 316 in \_\_nonlin_residmin\_\_

f.f = @ (varargin) f.f (varargin{:}) - obs;

which doesn’t seem to be allowed anymore.

Anonymous

 

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    Follow 8 latest changes.

    Date Changed by Updated Field Previous Value => Replaced by
    2022-04-22 mmuetzel StatusConfirmed Ready For Test
    2022-04-08 arungiridhar Release7.0.90 7.1.0
        Summary[octave forge] (optim) lsqnonlin doesn't work under Octave 7.0.90 [octave forge] (optim) lsqnonlin and fmincon test failures
    2022-01-17 svillemot Carbon-Copy- Added svillemot
    2022-01-12 mmuetzel StatusNone Confirmed
        Operating SystemMicrosoft Windows Any
        Summarylsqnonlin from optim package doesn't work under Octave 7.0.90 [octave forge] (optim) lsqnonlin doesn't work under Octave 7.0.90
        Carbon-Copy- Added i7tiol

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