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Description
The maxiters
argument is ignored when also supplying bounds and using BFGS
. (I expect that this is also true of other Optim
algorithms, but haven't tested.) When bounds are supplied, Optimization
automatically uses Fminbox
. But the Optim
docs point out that there are two different iterations parameters in this case: outer_iterations
and iterations
. Is there any way to manipulate both options?
Here's an MWE:
using Optimization, ForwardDiff, OptimizationOptimJL
rosenbrock(x, p) = (p[1] - x[1])^2 + p[2] * (x[2] - x[1]^2)^2
x0 = zeros(2)
_p = [1.0, 100.0]
optf = OptimizationFunction(rosenbrock, Optimization.AutoForwardDiff())
prob = OptimizationProblem(optf, x0, _p, lb = [-1.0, -1.0], ub = [0.8, 0.8])
# prob = OptimizationProblem(optf, x0, _p)
println(solve(prob, BFGS(), maxiters=2, progress=true).original)
If you swap which prob
is commented, you'll see that the maxiters
argument is respected when no bounds are used.
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