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| ID | Category | Severity | Reproducibility | Date Submitted | Last Update | ||
| 0000842 | [ALGLIB] Optimization | feature | have not tried | 2018-11-18 13:29 | 2018-12-24 17:01 | ||
| Reporter | SergeyB | View Status | public | ||||
| Assigned To | SergeyB | ||||||
| Priority | normal | Resolution | implemented | ||||
| Status | resolved | Product Version | |||||
| 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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| Additional Information | |||||||
| Programming language | Unspecified | ||||||
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Issue History |
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| 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 |
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