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Re: [Bug-gsl] gsl BFGS multimin bug

From: Carl Glen Henshaw
Subject: Re: [Bug-gsl] gsl BFGS multimin bug
Date: Thu, 3 Feb 2005 09:46:05 -0500

On Feb 2, 2005, at 1:11 PM, Brian Gough wrote:

Carl Glen Henshaw writes:

I believe I have located a bug in the bfgs multivariate minimization
routine. Specifically, in some circumstances it is possible for the
vector returned by the bfgs minimization routine to contain NaN
elements. This is because in the file vector_bfgs.c, in the routine
vector_bfgs_iterate, starting on or near line 289, it is possible for
dxdg to be uniformly equal to zero. When the BFGS update is calculated,
dxg/dxdg and dgg/dxdg are then undefined.

Thanks for the bug report.  From you description I've got a reasonable
idea of how this happens.

Do you have a simple test program which demonstrates the problem?---so
that I could use it for testing purposes and make sure the bug is
really fixed.

Hi Brian,

Unfortunately I don't. I ran into the bug in the course of writing a fairly complex robotic path planner; basically you can think of it as part of a continuation scheme. Unfortunately it relies on several other pieces of code to run correctly. The bug is fairly intermittent, as you might expect, so it's not easy for me to figure out exactly what kind of system and what initial conditions replicate it. I have a conference coming up next week, but if it would be really helpful I might be able to take a few hours and try to replicate it in a simple piece of code after I get back.



Dr. Glen Henshaw
Attitude Control Systems Branch
Naval Center for Space Technology
U.S. Naval Research Laboratory

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