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[Bug-gsl] [bug #27180] nmsimplex2 failed to converge

From: Brian Gough
Subject: [Bug-gsl] [bug #27180] nmsimplex2 failed to converge
Date: Wed, 05 Aug 2009 16:03:47 +0000
User-agent: Mozilla/5.0 (X11; U; Linux i686; en-GB; rv: Gecko/2009020410 Fedora/3.0.6-1.fc9 Firefox/3.0.6


                 Summary: nmsimplex2 failed to converge
                 Project: GNU Scientific Library
            Submitted by: bjg
            Submitted on: Wed 05 Aug 2009 05:03:46 PM BST
                Category: Runtime error
                Severity: 4 - Important
        Operating System: 
                  Status: Confirmed
             Assigned to: bjg
             Open/Closed: Open
                 Release: 1.12
         Discussion Lock: Any



From: "Andrew W. Steiner" <address@hidden>
To: address@hidden
Subject: [Bug-gsl] Possible bug (or room for improvement) in gsl_mmin_simp2
Date: Mon, 27 Jul 2009 09:22:46 -0400

[1  <text/plain; ISO-8859-1 (7bit)>]
Hello all,

     I've been finding that the new simplex algorithm seems to fail
to converge much more frequently than the old one. It took me
awhile to generate a sufficiently portable case which demonstrates
this, but attached is a program which shows that the simplex
minimizer succeeds, but the simplex2 minimizer stalls and gets
stuck (the true minimum is at (1,0,0)).

    Unfortunately I haven't yet figured out why it's stalling, but
in the meantime I thought I'd post this code and see if anyone
else has been having similar difficulties. It's a bit of an unusual
function, but it's continuous everywhere and all of the other
minimizers I try happily succeed without complaint.


File Attachments:

Date: Wed 05 Aug 2009 05:03:46 PM BST  Name: bug-conv.c  Size: 3kB   By: bjg



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