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ID Category Severity Reproducibility Date Submitted Last Update
0000919 [ALGLIB] Optimization minor always 2021-04-27 16:44 2024-04-11 18:54
Reporter YitziK View Status public  
Assigned To
Priority normal Resolution open  
Status new   Product Version 3.17.0
Summary 0000919: Default stopping conditions for MINBLEIC algorithm are too stringent
Description When passing in all 0s to minbleicsetcond, it is (according to documentation) supposed to lead to automatic stopping criterion selection. However, when this is done in the attached file, the result is a termination code of 7: "stopping conditions are too stringent, further improvement is impossible", making it difficult, for more complex cases, to determine if the issue is due to overly stringent automatic stopping criteria, or an issue with the problem setup that might also cause a significantly suboptimal point to be selected.
Additional Information The attached file is significantly simplified from the case in which I first encountered it, but sufficient to reproduce the issue (though the include path for alglib will likely need to be modified for your own setup). For simplicity, it is optimizing the radius (or, more properly, the radius squared; i.e. sum of squares of the parameters). There are 14 parameters, with a simple box constraint (all parameters must be nonnegative), and one linear constraint that divides the parameters into 3 categories: The first 10 parameters have contribution 1, the next two have contribution -1, and the final 2 have contribution 0.5. The total value of the constraint is required to equal exactly 8, and the initial position does so by assigning a value of 1 to the first 8 parameters and 0 to the others.
Programming language C++
Attached Files cpp file icon main.cpp [^] (1,895 bytes) 2021-04-27 16:44

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- Issue History
Date Modified Username Field Change
2021-04-27 16:44 YitziK New Issue
2021-04-27 16:44 YitziK File Added: main.cpp
2021-04-27 16:44 YitziK Programming language => C++
2024-04-11 18:54 SergeyB Target Version => 4.02.0

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