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Mantis - ALGLIB
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| ID: | Category: | Severity: | Reproducibility: | Date Submitted: | Last Update: |
| 842 | Optimization | feature | have not tried | 2018-11-18 13:29 | 2018-12-24 17:01 |
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| Reporter: | SergeyB | Platform: | |||
| Assigned To: | SergeyB | OS: | |||
| Priority: | normal | OS Version: | |||
| Status: | resolved | Product Version: | |||
| Product Build: | Resolution: | implemented | |||
| Projection: | none | ||||
| ETA: | none | Fixed in Version: | 3.15.0 | ||
| Programming language: | Unspecified | ||||
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| Summary: | 0000842: IMPLEMENTED: new OptGuard API for all optimizers (LBFGS, CG, BC, BLEIC, LM, NLC) | ||||
| Description: |
New OptGuard API allows ALGLIB users to catch common coding and problem statement errors like: * bad analytic gradient (usually: result of the coding errors) * nonsmooth target function (usually: result of the problem statement errors) * discontinuous target function (usually: result of the problem statement errors) Similar API is provided for all ALGLIB optimizers. Upon discovering bad analytic gradient OptGuard integrity checker returns both user-provided (bad) gradient/Jacobian and its reference value obtained via numerical differentiation. Upon discovering nonsmooth target both short report and detailed line search logs are returned. |
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| Issue History | |||||
| Date Modified | Username | Field | Change | ||
| 2018-11-18 13:29 | SergeyB | New Issue | |||
| 2018-11-18 13:29 | SergeyB | Status | new => assigned | ||
| 2018-11-18 13:29 | SergeyB | Assigned To | => SergeyB | ||
| 2018-11-18 13:29 | SergeyB | Programming language | => Unspecified | ||
| 2018-12-24 17:01 | SergeyB | Summary | gradient check should return gradient/jacobian, both user-provided and a reference version => IMPLEMENTED: new OptGuard API for all optimizers (LBFGS, CG, BC, BLEIC, LM, NLC) | ||
| 2018-12-24 17:01 | SergeyB | Description Updated | |||
| 2018-12-24 17:01 | SergeyB | Status | assigned => resolved | ||
| 2018-12-24 17:01 | SergeyB | Fixed in Version | => 3.15.0 | ||
| 2018-12-24 17:01 | SergeyB | Resolution | open => implemented | ||
| There are no notes attached to this issue. |