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| How does Nonlinear solver know it has found local minimum? http://forum.alglib.net/viewtopic.php?f=2&t=2119 |
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| Author: | stebla [ Wed Aug 20, 2014 4:17 pm ] |
| Post subject: | How does Nonlinear solver know it has found local minimum? |
I'm using NLEQ to estimate a distortion model for a camera. I already have a Scilab code that estimates the distortion so I know a good solution and alglib's nonlinear solver NLEQ also finds the known solution but returns report code, -4 ERROR: algorithm has converged to the stationary point Xf which is local minimum of f=F[0]^2+...+F[m-1]^2, but is not solution of nonlinear system. In this problem, the number of equations m=224 and the dimension of the state is n=61. How does NLEQ know that it has only found a local minimum and that there is a global minimum? |
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| Author: | Sergey.Bochkanov [ Thu Aug 21, 2014 9:05 am ] |
| Post subject: | Re: How does Nonlinear solver know it has found local minimu |
I think that you have too small EpsF (quantity which is set by NLEQSetCond function). If algorithm stops at point where |F|>EpsF, it considers this point at local extrema of F^2 which is NOT solution. Try increasing EpsF... optimal value is problem-specific. |
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