Changeset 16941 for branches/2994-AutoDiffForIntervals/HeuristicLab.Algorithms.DataAnalysis.ConstrainedNonlinearRegression/3.4/ConstrainedNonlinearRegression.cs

Timestamp:

05/11/19 07:53:16 (5 years ago)

Author:

gkronber

Message:

#2994: make branch compile with NamedIntervals branch, disable alglib optguard, copylocal = false

File:

• branches/2994-AutoDiffForIntervals/HeuristicLab.Algorithms.DataAnalysis.ConstrainedNonlinearRegression/3.4/ConstrainedNonlinearRegression.cs (modified) (3 diffs)

branches/2994-AutoDiffForIntervals/HeuristicLab.Algorithms.DataAnalysis.ConstrainedNonlinearRegression/3.4/ConstrainedNonlinearRegression.cs

@@ -250 +250 @@
       }
       var intervalConstraints = problemData.IntervalConstraints;
-      var dataIntervals = problemData.VariableRanges.VariableIntervals;
+      var dataIntervals = problemData.VariableRanges.GetIntervals();
 
       // convert constants to variables named theta...
@@ -362 +362 @@
       alglib.minnlcstate state;
       alglib.minnlcreport rep;
-      alglib.optguardreport optGuardRep;
+      //alglib.optguardreport optGuardRep;
       var x0 = thetaValues.ToArray();
 
       alglib.minnlccreate(x0.Length, x0, out state);
       alglib.minnlcsetalgoslp(state);        // SLP is more robust but slower
-      alglib.minnlcsetcond(state, 0, maxIterations);
+      alglib.minnlcsetcond(state, 1E-6, maxIterations);
       var s = Enumerable.Repeat(1d, x0.Length).ToArray();  // scale is set to unit scale
       alglib.minnlcsetscale(state, s);
@@ -374 +374 @@
       alglib.minnlcsetnlc(state, 0, constraintTrees.Count);
 
-      alglib.minnlcoptguardsmoothness(state);
-      alglib.minnlcoptguardgradient(state, 0.001);
+      // alglib.minnlcoptguardsmoothness(state);
+      // alglib.minnlcoptguardgradient(state, 0.001);
 
       alglib.minnlcoptimize(state, calculate_jacobian, null, null);
       alglib.minnlcresults(state, out double[] xOpt, out rep);
-      alglib.minnlcoptguardresults(state, out optGuardRep);
+      // alglib.minnlcoptguardresults(state, out optGuardRep);
 
       var interpreter = new SymbolicDataAnalysisExpressionTreeLinearInterpreter();