| |||||||||

Step bounding Description Nonlinear example demonstrating behaviour of problems with unbounded first order approximations Further explanation of this example:
'Xpress NonLinear Reference Manual'
Source Files xnlp_unboundedlinearization.mos ! XNLP example demonstrating behaviour of problems with unbounded first order ! approximations ! ! In this example a simple but unconstraint optimization is solved from various ! starting points and solves, demonstrating their convergence properties on such ! problems. ! ! This example demonstrates a particular non-linear optimization concept as related ! to Xpress NonLinear. ! The version of the example is for Xpress 7.5. ! ! (c) 2013 Fair Isaac Corporation ! author: Zsolt Csizmadia model mmxnlp_nlp_duals uses "mmxnlp"; declarations x: mpvar end-declarations x is_free ! In this example, notice the different number of iterations made by the solvers, ! having a log available is helpful setparam("xnlp_verbose",1) ! Start solving using a a first order method ! Notice the log stating that step bounds are enforced ! and nnotice the large number of iterations setparam("xnlp_solver",XNLP_SOLVER_XSLP) setinitval(x,10) minimize(x^4) ! Resolve with second order methods setparam("xnlp_solver",XNLP_SOLVER_KNITRO) minimize(x^4) ! Lets restart from the optimal solution ! SLP's perturbation features means it will first move away from the optimum, ! and then work it's way back setparam("xnlp_solver",XNLP_SOLVER_XSLP) setinitval(x,0.0) minimize(x^4) ! Knitro will behave as expected: started from the optimum, and makes no moves setparam("xnlp_solver",XNLP_SOLVER_KNITRO) minimize(x^4) end-model | |||||||||

Copyright 2017 Fair Isaac Corporation. |