8000 Choose inner optimization method in constrained optimization · Issue #63 · SGpp/SGpp · GitHub
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valentjn opened this issue Mar 11, 2019 · 3 comments · Fixed by #143
Open

Choose inner optimization method in constrained optimization #63

valentjn opened this issue Mar 11, 2019 · 3 comments · Fixed by #143
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feature request Desirable, nice-to-have feature fixed Issues that have been fixed

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In GitLab by @valentjn on Jul 28, 2018, 18:22

At SGA'18, Lorenzo Tamellini wanted to change the inner optimization method in the AugmentedLagrangian class (optimization module). The reason was that the default AdaptiveGradientDescent didn't converge well, as the optimum was near the boundary. He wanted to use NelderMead instead. This is currently not possible, so he had to hack it, i.e., create a new class.

It'd be nice if

  • it was possible to change the inner optimization method and
  • it was possible to access the inner history of $\mu$ parameters.

One could look at MultiStart to see a possible solution.

Additionally, Lorenzo said that one default parameter value (didn't know which) was off, so that the parameter was never increased. However, I think I checked it already sometime ago and it should be correct (parameters have been adapted from Toussaint's optimization script).

Thanks to Lorenzo for the input.
@valentjn valentjn added the feature request Desirable, nice-to-have feature label Mar 11, 2019
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In GitLab by @valentjn on Aug 17, 2018, 09:33

mentioned in commit 1d962ac

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In GitLab by @valentjn on Aug 19, 2018, 00:27

mentioned in commit 9993810

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In GitLab by @valentjn on Aug 22, 2018, 13:19

mentioned in merge request !73

leiterrl pushed a commit that referenced this issue Mar 12, 2019
Merge branch 'sebastian_zlib' into 'master'
c9742d8 
Restore gzip support (issue #63)

See merge request SGpp/SGpp!84
@valentjn valentjn mentioned this issue Aug 9, 2019
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@valentjn valentjn added the fixed Issues that have been fixed label Aug 9, 2019
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Optimization module improvements and new spline grids SGpp/SGpp
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