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stevengj / nlopt

library for nonlinear optimization, wrapping many algorithms for global and local, constrained or unconstrained, optimization
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bobyqa stability #342

Open vhaguiar opened 4 years ago

vhaguiar commented 4 years ago

bobyqa gives different solutions when given the same initial values, bobyqa algorithm is deterministic, so It should give same solutions if given same initial values

vhaguiar commented 4 years ago

it seems that rhobeg, rhoend are in a nonstandard way, this may cause instability in the stopping rule

jschueller commented 4 years ago

please provide a testcase, more infos about os, distro, compiler, libc etc so we can replicate the issue