Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

KKT contractor and non constrained optimization #404

Closed
bneveu opened this issue Sep 30, 2019 · 0 comments
Closed

KKT contractor and non constrained optimization #404

bneveu opened this issue Sep 30, 2019 · 0 comments
Assignees
Labels

Comments

@bneveu
Copy link
Contributor

bneveu commented Sep 30, 2019

J'ai remarqué que le contracteur KKT de la version 2.8.3 peut obtenir des gains importants (ordre de grandeur)
pour des problèmes d'optimisation sans contraintes.
Il n'obtient par contre généralement que des gains assez faibles pour les problèmes avec contraintes.
Ca vaudrait le coup de regarder si on ne peut pas le mettre par défaut pour les problèmes
sans contraintes.

exemple de gain pour problème sans contraintes
hs110.nl
./optimizer04 ../benchs/coconutbenchmark-library2/hs110.nl acidhc4 compo lsmearmg bs 1 1.e-7 1.e-6 7200 1

f* in [-45.7784,-45.7784]
(best bound)

x* = (9.35028 ; 9.35098 ; 9.35034 ; 9.35041 ; 9.35057 ; 9.3491 ; 9.34897 ; 9.35047 ; 9.35055 ; 9.3512)
(best feasible point)

relative precision on f*: 1e-06 [passed]
absolute precision on f*: 4.57785e-05
cpu time used: 3319.12s
number of cells: 2476490

avec kkt
f* in [-45.7785,-45.7784]
(best bound)

x* = (9.34998 ; 9.35042 ; 9.34958 ; 9.34959 ; 9.34985 ; 9.34976 ; 9.35051 ; 9.35082 ; 9.35068 ; 9.34945)
(best feasible point)

relative precision on f*: 1e-06[passed]
absolute precision on f*: 4.57785e-05
cpu time used: 4.41601s
number of cells: 5156

de meme pour dixon-price20.bch
./optimizer04 ../benchs/benchs-unconstrainedoptim/dixon-price20.bch acidhc4 compo lsmearmg bs 1 1.e-7 1.e-6 10000 1

sans kkt
relative precision on f*: 1
absolute precision on f*: 3.03063e-07 [passed]
cpu time used: 16.2241s
number of cells: 9740

avec kkt
relative precision on f*: 1
absolute precision on f*: 7.804012412893527e-07 [passed]
cpu time used: 3.644000000000001s
number of cells: 2552

@gchabert gchabert self-assigned this Oct 2, 2019
gchabert pushed a commit that referenced this issue Oct 11, 2019
gchabert pushed a commit that referenced this issue Oct 13, 2019
gchabert pushed a commit that referenced this issue Oct 13, 2019
gchabert pushed a commit that referenced this issue Oct 14, 2019
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
Projects
None yet
Development

No branches or pull requests

2 participants