Hello, I have pasted my code and the output during runtime below. I am
trying to use the global optimization algorithm nlopt::GD_STOGO. I don't
understand why I am getting the "nlopt failure" error. Could you please
help me. Thank you.
CODE:
// Standard library headers
#include <exception>
#include <iostream>
#include <vector>
// NLopt headers
#include "nlopt.hpp"
double f( const std::vector<double> &x, std::vector<double> &grad, void*
f_data )
{
// Calculate gradient.
if( grad.size() != 0 )
{
grad[0] = -1;
grad[1] = 1;
}
static int iteration = 0;
double cost = -x[0] + x[1];
std::cout << "x = [" << x[0] << ", " << x[1] << "]" << std::endl;
std::cout << "iteration " << ++iteration << " cost " << cost <<
std::endl;
return cost;
};
int main()
{
try
{
nlopt::opt obj( nlopt::GD_STOGO, 2 );
const std::vector<double> lb{ -3, -3 };
const std::vector<double> ub{ 3, 3 };
obj.set_lower_bounds( lb );
obj.set_upper_bounds( ub );
obj.set_min_objective( f, NULL );
obj.set_maxeval( 10 );
std::vector<double> x{ 0, 0 };
double opt_f;
nlopt::result r = obj.optimize( x, opt_f );
std::cout << "[RESULT]: (" << x[0] << ", " << x[1] << ")" <<
std::endl;
catch( std::exception & e )
{
std::cerr << "[ERROR]: " << e.what() << std::endl;
}
return 0;
}
OUTPUT AT RUNTIME:
x = [0, 0]
iteration 1 cost 0
x = [1, -1]
iteration 2 cost -2
x = [2, -2]
iteration 3 cost -4
x = [3, -3]
iteration 4 cost -6
x = [0, -1.8]
iteration 5 cost -1.8
x = [0.424264, -2.22426]
iteration 6 cost -2.64853
x = [0, 1.8]
iteration 7 cost 1.8
x = [0.424264, 1.37574]
iteration 8 cost 0.951472
x = [1.27279, 0.527208]
iteration 9 cost -0.745584
x = [2.27279, -0.472792]
iteration 10 cost -2.74558
[ERROR]: nlopt failure
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