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ID Category Severity Reproducibility Date Submitted Last Update
0000996 [ALGLIB] Optimization feature have not tried 2023-10-30 00:14 2023-10-30 00:14
Reporter SergeyB View Status public  
Assigned To SergeyB
Priority normal Resolution implemented  
Status resolved   Product Version
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.
Additional Information
Programming language Unspecified
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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

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