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BUG: investigate optimizer convergence #56

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AlexS12 opened this issue Apr 13, 2020 · 0 comments
Open

BUG: investigate optimizer convergence #56

AlexS12 opened this issue Apr 13, 2020 · 0 comments
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AlexS12 commented Apr 13, 2020

To avoid obtaining different results on aircraft retrimming (cf1a110#diff-8e408ab9a35ce54481575395d19d78e3R73) a factor needed to be applied to the g_tol passed to the optimization method (cf1a110#diff-c1e986153ebd20572e1a0361e3ee60b2R123).

It seems that the optimization is sometimes finishing with a result.minimum greater than the demanded g_tol. When running trimmer.jl and setting show_trace = true in stready_state_trim, the following output is obatined:

Iter     Function value    √(Σ(yᵢ-ȳ)²)/n 
------   --------------    --------------
     0     1.970477e+02     1.936188e+02
 * time: 2.5987625122070312e-5
   100     2.927562e-01     3.709745e-03
 * time: 0.26558709144592285
   200     6.327670e-04     2.926142e-04
 * time: 0.27391600608825684
   300     1.285786e-08     5.180261e-09
 * time: 0.28388404846191406
   400     3.355999e-13     2.090312e-13
 * time: 0.2951359748840332
   500     1.262379e-17     2.479054e-18
 * time: 0.3080861568450928
   600     6.494414e-22     2.076720e-22
 * time: 0.3211390972137451
 * Status: success

 * Candidate solution
    Minimizer: [3.74e-02, 4.44e-15, 5.00e-01,  ...]
    Minimum:   1.681096e-25

 * Found with
    Algorithm:     Nelder-Mead
    Initial Point: [1.25e-01, 0.00e+00, 4.70e-01,  ...]

 * Convergence measures
    √(Σ(yᵢ-ȳ)²)/n ≤ 1.0e-25

 * Work counters
    Seconds run:   0  (vs limit Inf)
    Iterations:    675
    f(x) calls:    1201

Notice that Minimum: 1.681096e-25 while g_tol = 1e25

@AlexS12 AlexS12 added the bug Something isn't working label Apr 13, 2020
@AlexS12 AlexS12 mentioned this issue Apr 13, 2020
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