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Octave 6.1 issue

From: Rory Conolly
Subject: Octave 6.1 issue
Date: Tue, 29 Dec 2020 11:09:31 -0500

Hi, I've been working on a large optimization project (several hundred lines of code in multiple files spread over a main  directory  (folder) and several sub-directories). Have been making good progress with the work in Octave 5.2. Typical optimization runs take 6 to 12 hr on a Windows 10 computer with an AMD Ryzen 9 3900X processor and plenty of RAM, with each iteration of the optimization taking about 25 - 30 seconds. A typical optimization run can involve 300 to over 1000 iterations of the main program.

I recently installed Octave 6.1 on the same computer. The optimization runs identically, initially. But with time, the duration of each iteration starts to increase. After a couple of hundred iterations, each iteration is taking over a minute. This does not happen in Octave 5.2 - the iteration time stays the same until the optimization run completes.

I'm using fminsearch, but I have adapted fminsearcbnd from the MATLAB user library. This allows me to specify bounds for the parameters being varied, which is important for my problem. So I call fminsearchbnd, which in turn calls fminsearch.

The code is too large to post here but I thought I should bring this to the attention of the developers. Happy to help if there is something I can do.

- Rory Conolly

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