Sergey.Bochkanov wrote:
1. 280 ms for 50 runs of algorithm... not 100% sure, but sounds like a bit more than expected. Did you set scale of the variables with minlmsetscale()?
2. Do you provide derivatives? Or you let algorithm calculate them numerically?
3. How many iterations algorithm performs? (Optimization report has iteration counter)
1. Yes, I specify the boundaries of each variable using the function minlmsetscale, Ymin = 0.1*Y, Ymax=10*Y
2. 10 iterations are performed with accuracy 0.01
Source code for the function minlmoptimize:
Code:
minlmcreatev(NT, x, 0.01, state);
minlmsetbc(state, bndl, bndu);
minlmsetscale(state, scale);
minlmsetcond(state, epsg, epsf, epsx, maxits);
minlmsetxrep(state, true);
minlmoptimize(state, ThreadFitFunction, UpdateFunctionPtr, this);
minlmresults(state, x, rep);