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I try to use the StoGo algorithm in NLOPT to optimize my objective function, but this algorithm always throw std::runtime_error
(NLOPT_FAILURE). In order to verify the correctness of the code, I wrote a very simple example
#include <iostream>
#include <vector>
#include <nlopt.hpp>
double loss_fun(std::vector<double> const &x,std::vector<double> &grad,void *const data) {
if(!grad.empty()) {
grad[0]=2*x[0];
grad[1]=2*x[1];
}
double loss=x[0]*x[0]+x[1]*x[1];
return loss;
}
int main() {
nlopt::opt opter(nlopt::GD_STOGO,2);
opter.set_max_objective(loss_fun,nullptr);
opter.set_lower_bounds(0.0);
opter.set_upper_bounds(1.0);
opter.set_xtol_abs(1e-8);
opter.set_maxtime(1.0);
std::vector<double> x={0.5,0.5};
double loss_global=1.0;
nlopt::result res=opter.optimize(x,loss_global);
std::cout<<x[0]<<' '<<x[1]<<' '<<loss_global<<std::endl;
return 0;
}
This code maximizes the objective function
This code can get the correct result using most of the optimization algorithms, but it still reports an error when using StoGo.
I'm not sure if there is a bug in my code.
My system is Ubuntu22 LTS, install NLopt by apt install libnlopt-cxx-dev
,
and I use g++ -lnlopt_cxx -lm
to compile this program.
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