I am running a trial of ILNumerics (newest version as of posting) but get the wrong minimum when running a Optimization.fmin
optimizer.
The minimum should be at f(-5.218) = -3.342 with search bounds at -10 <= x <= 10.
private void Compute()
{
//var function = new Func<double, double>(input =>
//{
// var output = Math.Pow(input, 3) / Math.Exp(Math.Pow(input, 0.8));
// return output;
//});
Array<double> bounds = new double[] {-10.0, 10.0};
Array<double> start = new double[] {1};
Array<double> y = Optimization.fmin(myfunc, start, lowerBound: bounds[0], upperBound: bounds[1]);
Console.WriteLine("The minimum is found at");
Console.WriteLine("{0}", y);
Console.WriteLine("The value is");
Console.WriteLine("{0}", myfunc(y));
Console.ReadLine();
return;
}
static RetArray<double> myfunc(InArray<double> x)
{
var input = x.GetValue(0);
var output = Math.Pow(input, 3) / Math.Exp(Math.Pow(input, 0.8));
return output;
}
Your objective function returns NaN at negative positions. You can check this easily:
First, add sample values over the target range (-10...10) and compute the result of the objective function.
Array<double> bounds = new double[] { -10.0, 10.0 };
Array<double> start = new double[] { 1 };
Array<double> y = Optimization.fmin(myfunc, start, lowerBound: bounds[0], upperBound: bounds[1]);
Array<double> range = linspace(-10.0, 10, 100);
Array<double> YinRange = apply(range, range, (a,b) => (double)myfunc(a));
Console.WriteLine("The minimum is found at");
Console.WriteLine("{0}", y);
Console.WriteLine("The value is");
Console.WriteLine("{0}", myfunc(y));
Now the actual values can be visualized during a debug session, using the ArrayVisualizer:
fmin
returned roughly 0
which seems reasonable, given that it tries to ignore NaN values. According to this plot 0
in fact is the minimum and the minimizer.
See also: MSDN on Math.Pow