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Mantis - ALGLIB
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| ID: | Category: | Severity: | Reproducibility: | Date Submitted: | Last Update: |
| 996 | Optimization | feature | have not tried | 2023-10-30 00:14 | 2023-10-30 00:14 |
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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: | 4.01.0 | ||
| Programming language: | Unspecified | ||||
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| Summary: | 0000996: IMPLEMENTED: derivative-free box-constrained nonlinear least squares solvers | ||||
| Description: |
Two promising derivative-free NLS solvers were implemented: * DFO-LSA, a modified version of DFO-LS (Cartis, Fiala, Marteau, Roberts), with "A" standing for ALGLIB in order to distinguish it from the original version. This algorithm achieves the smallest function evaluations count, but has relatively high iteration overhead and no callback parallelism potential (it issues target evaluation requests one by one, so they can not be parallelized). Recommended for expensive targets with no parallelism support. * 2PS (two-point stencil) - an easily parallelized algorithm developed by ALGLIB Project. It needs about 3x-4x more target evaluations than DFO-LSA (the ratio has no strong dependence on the problem size), however it issues target evaluation requests in large batches, so they can be computed in parallel. Additionally it has low iteration overhead, so it can be better suited for problems with cheap targets that DFO-LSA. Both solvers are provided by the new NLS subpackage. |
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| Issue History | |||||
| Date Modified | Username | Field | Change | ||
| 2023-10-30 00:14 | SergeyB | New Issue | |||
| 2023-10-30 00:14 | SergeyB | Status | new => assigned | ||
| 2023-10-30 00:14 | SergeyB | Assigned To | => SergeyB | ||
| 2023-10-30 00:14 | SergeyB | Programming language | => Unspecified | ||
| 2023-10-30 00:14 | SergeyB | Status | assigned => resolved | ||
| 2023-10-30 00:14 | SergeyB | Fixed in Version | => 4.01.0 | ||
| 2023-10-30 00:14 | SergeyB | Resolution | open => implemented | ||
| There are no notes attached to this issue. |