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x[] values are set to NaN while attempting ASA optimization http://forum.alglib.net/viewtopic.php?f=2&t=130 |
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Author: | ForSpareParts [ Mon Nov 29, 2010 9:09 am ] |
Post subject: | x[] values are set to NaN while attempting ASA optimization |
Hey guys, Trying to optimize a problem through alglib's minasa system, and I'm getting a weird problem. Well, two weird problems. They may be related: 1. The optimization process never terminates -- even when set to a very low number of iterations. 2. If I set breakpoints inside my ndimensional_grad function, I find that the argument array (double[] x) gets set to NaN after a couple runs. Any ideas? The initial guess is all zeros, and my grad function never assigns a value to the argument array. Here's the code that calls minasa: Code: double[] x = new double[] { 0, 0, 0, 0, 0 };
double[] bndl = new double[5]; double[] bndu = new double[5]; //omitted: a for loop that populates bndl with zeros and bndu with maximums according to my problem -- all positive numbers double epsg = 0.0000000001; epsg = 0; double epsf = 0; double epsx = 0; int maxits = 10; alglib.minasastate state; alglib.minasareport rep; alglib.minasacreate(x, bndl, bndu, out state); alglib.minasasetcond(state, epsg, epsf, epsx, maxits); alglib.minasaoptimize(state, function_name, null, null); alglib.minasaresults(state, out x, out rep); |
Author: | Sergey.Bochkanov [ Mon Nov 29, 2010 11:07 am ] |
Post subject: | Re: x[] values are set to NaN while attempting ASA optimizat |
Can you post full code here so I will be able to debug it? Code which includes: * initialization of bndl and bndu * your ndimensional_grad function It is too hard to figure out something without having a code to compile :) |
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