[Octave-bug-tracker] [bug #54115] [octave-forge] optim function de_min: Missing error message for function insensitive to optimization

[anonymous]

URL:
  <http://savannah.gnu.org/bugs/?54115>

                 Summary: [octave-forge] optim function de_min: Missing error
message for function insensitive to optimization
                 Project: GNU Octave
            Submitted by: None
            Submitted on: Thu 14 Jun 2018 04:33:14 PM UTC
                Category: Octave Forge Package
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Missed Error or Warning
                  Status: None
             Assigned to: None
         Originator Name: Stefan Schloegl
        Originator Email: address@hidden
             Open/Closed: Open
         Discussion Lock: Any
                 Release: 4.4.0
        Operating System: Any

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Details:

Dear Package maintainer,

the function de_min from the optim package causes a cryptic error for certain
objective functions, which are insensitive to changes of input values.

Example:

function testdemin()

ctl.XVmin = -1;
ctl.XVmax = 1;
ctl.constr= 1;
ctl.const = [];
ctl.maxiter = 1000;
[x, obj_value, nfeval, convergence] = de_min (@phi, ctl)

endfunction

function obj = phi(x)
    obj =  sqrt(eps) .* x.^2;
endfunction

shows the following cryptic error message:

error: 'ui' undefined near line 409 column 7
error: called from
    de_min at line 409 column 3



The reason is, that the conditions, which are required to entering the
optimization while loop, are not fulfilled. All objective function values of
the entire population are equal.
The variable ui remains undeclared, if the while loop is never entered.


In other words: the objective function is too flat to show any changes in
output value for the given population values (bestval equals all values).
Removing the sqrt(eps) in the given example increases sensitivity and gives
the desired results.

Proposed solution (see also the attached patch file):
checking the problematic condition in advance:

if (max (val) == bestval)
     error("All objective function values for entire NP are equal.")
 endif


Best,
Stefan



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File Attachments:


-------------------------------------------------------
Date: Thu 14 Jun 2018 04:33:14 PM UTC  Name: de_min.patch  Size: 138B   By:
None
Patch
<http://savannah.gnu.org/bugs/download.php?file_id=44368>

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