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DrewSimtech / optimizer

for plotting convergance
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Implement a random walk for starting locations #8

Closed DrewSimtech closed 6 years ago

DrewSimtech commented 6 years ago

As a developer I would like to implement iterative restarts for the tool to find multiple local extrema. The first version of this should be a simple proof of concept. Implement a random draw of each variable between a certain boundary and ensure that there are no repeated initial coordinates.

DrewSimtech commented 6 years ago

Implemented a basic random restart with Gaussian distribution. Added a Debug.log to the end of the output file which lists all pairs of found extrema locations/values unsorted.

Problems encountered: 3 sigma is 10% of the initial start value, which creates a bigger search area the larger the starting value is. This directly scales potential searches to an area dependent on the initial start conditions which is NOT how it should work. This logic should be replaced with a max/min boundary for each variable, but its a good simple proof of concept.