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bobyqa stability

Open vhaguiar opened this issue 5 years ago • 2 comments

bobyqa gives different solutions when given the same initial values, bobyqa algorithm is deterministic, so It should give same solutions if given same initial values

vhaguiar avatar Jul 04 '20 19:07 vhaguiar

it seems that rhobeg, rhoend are in a nonstandard way, this may cause instability in the stopping rule

vhaguiar avatar Jul 05 '20 11:07 vhaguiar

please provide a testcase, more infos about os, distro, compiler, libc etc so we can replicate the issue

jschueller avatar Jul 05 '20 19:07 jschueller