LeastSquaresOptim.jl

LeastSquaresOptim.jl copied to clipboard

MWE:

using LeastSquaresOptim
func(x) = sum(x.^2)
optimize(func, [1.0])

yields

Results of Optimization Algorithm
 * Algorithm: Dogleg
 * Minimizer: [0.0004882886969070914]
 * Sum of squares at Minimum: 0.000000
 * Iterations: 11
 * Convergence: true
 * |x - x'| < 1.0e-08: false
 * |f(x) - f(x')| / |f(x)| < 1.0e-08: false
 * |g(x)| < 1.0e-08: true
 * Function Calls: 12
 * Gradient Calls: 11
 * Multiplication Calls: 44

whereas instead

using LeastSquaresOptim
func(x) = sum(x.^2)
optimize(func, [1.0, 1.0])

yields

ERROR: DimensionMismatch: B has leading dimension 1 but needs at least 2
Stacktrace:
  [1] ldiv!(A::LinearAlgebra.QRPivoted{Float64, Matrix{Float64}, Vector{Float64}, Vector{Int64}}, B::Matrix{Float64}, rcond::Float64)
    @ LinearAlgebra C:\Program Files\julia-1.11.1\share\julia\stdlib\v1.11\LinearAlgebra\src\qr.jl:544
  [2] ldiv!
    @ C:\Program Files\julia-1.11.1\share\julia\stdlib\v1.11\LinearAlgebra\src\qr.jl:620 [inlined]
  [3] ldiv!
    @ C:\Program Files\julia-1.11.1\share\julia\stdlib\v1.11\LinearAlgebra\src\qr.jl:618 [inlined]
  [4] ldiv!(x::Vector{Float64}, J::Matrix{Float64}, y::Vector{Float64}, A::LeastSquaresOptim.DenseQRAllocatedSolver{Matrix{…}, Vector{…}})
    @ LeastSquaresOptim C:\Users\iwheeler\.julia\packages\LeastSquaresOptim\PaxlX\src\solver\dense_qr.jl:34
  [5] optimize!(anls::LeastSquaresProblemAllocated{…}; x_tol::Float64, f_tol::Float64, g_tol::Float64, iterations::Int64, Δ::Float64, store_trace::Bool, show_trace::Bool, show_every::Int64, lower::Vector{…}, upper::Vector{…})
    @ LeastSquaresOptim C:\Users\iwheeler\.julia\packages\LeastSquaresOptim\PaxlX\src\optimizer\dogleg.jl:113
  [6] optimize!
    @ C:\Users\iwheeler\.julia\packages\LeastSquaresOptim\PaxlX\src\optimizer\dogleg.jl:46 [inlined]
  [7] #optimize!#11
    @ C:\Users\iwheeler\.julia\packages\LeastSquaresOptim\PaxlX\src\types.jl:149 [inlined]
  [8] optimize!(nls::LeastSquaresProblem{…}, optimizer::Dogleg{…})
    @ LeastSquaresOptim C:\Users\iwheeler\.julia\packages\LeastSquaresOptim\PaxlX\src\types.jl:148
  [9] optimize(f::typeof(func), x::Vector{Float64}, t::Dogleg{Nothing}; autodiff::Symbol, kwargs::@Kwargs{})
    @ LeastSquaresOptim C:\Users\iwheeler\.julia\packages\LeastSquaresOptim\PaxlX\src\types.jl:145
 [10] optimize(f::Function, x::Vector{Float64}, t::Dogleg{Nothing})
    @ LeastSquaresOptim C:\Users\iwheeler\.julia\packages\LeastSquaresOptim\PaxlX\src\types.jl:144
 [11] top-level scope
    @ REPL[9]:1
 [12] top-level scope
    @ none:1
Some type information was truncated. Use `show(err)` to see complete types.

Install information:

(dbug) pkg> st
Status `C:\Users\iwheeler\OneDrive - purdue.edu\Documents\OtherCode\dbug\Project.toml`
  [0fc2ff8b] LeastSquaresOptim v0.8.6

(dbug) pkg> st -m
Status `C:\Users\iwheeler\OneDrive - purdue.edu\Documents\OtherCode\dbug\Manifest.toml`
  [79e6a3ab] Adapt v4.1.1
  [66dad0bd] AliasTables v1.1.3
  [4fba245c] ArrayInterface v7.18.0
  [bbf7d656] CommonSubexpressions v0.3.1
  [34da2185] Compat v4.16.0
  [187b0558] ConstructionBase v1.5.8
  [9a962f9c] DataAPI v1.16.0
  [864edb3b] DataStructures v0.18.20
  [163ba53b] DiffResults v1.1.0
  [b552c78f] DiffRules v1.15.1
  [ffbed154] DocStringExtensions v0.9.3
  [1a297f60] FillArrays v1.13.0
  [6a86dc24] FiniteDiff v2.26.2
  [f6369f11] ForwardDiff v0.10.38
  [92d709cd] IrrationalConstants v0.2.2
  [692b3bcd] JLLWrappers v1.6.1
  [0fc2ff8b] LeastSquaresOptim v0.8.6
  [d3d80556] LineSearches v7.3.0
  [2ab3a3ac] LogExpFunctions v0.3.29
  [1914dd2f] MacroTools v0.5.13
  [e1d29d7a] Missings v1.2.0
  [d41bc354] NLSolversBase v7.8.3
  [77ba4419] NaNMath v1.0.2
  [429524aa] Optim v1.10.0
  [bac558e1] OrderedCollections v1.7.0
  [d96e819e] Parameters v0.12.3
  [85a6dd25] PositiveFactorizations v0.2.4
  [21216c6a] Preferences v1.4.3
  [43287f4e] PtrArrays v1.2.1
  [ae029012] Requires v1.3.0
  [efcf1570] Setfield v1.1.1
  [a2af1166] SortingAlgorithms v1.2.1
  [276daf66] SpecialFunctions v2.5.0
  [1e83bf80] StaticArraysCore v1.4.3
  [10745b16] Statistics v1.11.1
  [82ae8749] StatsAPI v1.7.0
  [2913bbd2] StatsBase v0.34.4
  [3a884ed6] UnPack v1.0.2
  [efe28fd5] OpenSpecFun_jll v0.5.5+0
  [0dad84c5] ArgTools v1.1.2
  [56f22d72] Artifacts v1.11.0
  [2a0f44e3] Base64 v1.11.0
  [ade2ca70] Dates v1.11.0
  [8ba89e20] Distributed v1.11.0
  [f43a241f] Downloads v1.6.0
  [7b1f6079] FileWatching v1.11.0
  [9fa8497b] Future v1.11.0
  [b77e0a4c] InteractiveUtils v1.11.0
  [b27032c2] LibCURL v0.6.4
  [76f85450] LibGit2 v1.11.0
  [8f399da3] Libdl v1.11.0
  [37e2e46d] LinearAlgebra v1.11.0
  [56ddb016] Logging v1.11.0
  [d6f4376e] Markdown v1.11.0
  [ca575930] NetworkOptions v1.2.0
  [44cfe95a] Pkg v1.11.0
  [de0858da] Printf v1.11.0
  [9a3f8284] Random v1.11.0
  [ea8e919c] SHA v0.7.0
  [9e88b42a] Serialization v1.11.0
  [6462fe0b] Sockets v1.11.0
  [2f01184e] SparseArrays v1.11.0
  [4607b0f0] SuiteSparse
  [fa267f1f] TOML v1.0.3
  [a4e569a6] Tar v1.10.0
  [cf7118a7] UUIDs v1.11.0
  [4ec0a83e] Unicode v1.11.0
  [e66e0078] CompilerSupportLibraries_jll v1.1.1+0
  [deac9b47] LibCURL_jll v8.6.0+0
  [e37daf67] LibGit2_jll v1.7.2+0
  [29816b5a] LibSSH2_jll v1.11.0+1
  [c8ffd9c3] MbedTLS_jll v2.28.6+0
  [14a3606d] MozillaCACerts_jll v2023.12.12
  [4536629a] OpenBLAS_jll v0.3.27+1
  [05823500] OpenLibm_jll v0.8.1+2
  [bea87d4a] SuiteSparse_jll v7.7.0+0
  [83775a58] Zlib_jll v1.2.13+1
  [8e850b90] libblastrampoline_jll v5.11.0+0
  [8e850ede] nghttp2_jll v1.59.0+0
  [3f19e933] p7zip_jll v17.4.0+2