[scilab-Users] optimization : general question
Paul CARRICO
paul.carrico at free.fr
Tue Nov 30 21:39:06 CET 2010
Michaël,
The calculations run with the code herebelllow
nevertheless the parameters
do not remain in the range defined by the brackets nay it leads to FEA
failure !
I suppose consequently they are too far from the optimized value isn’t it
(or there’s a problem in my code) è could you confirm ?
Regards
Paul
##################################################################
initial_parameters = [C10 C01]'; // BE CAREFUL : [C10 C01]' = transposed
matrix
nm = nmplot_new ();
nm = nmplot_configure(nm,"-numberofvariables",2); // Number of
variables => C10 & C01
nm = nmplot_configure(nm,"-function",optimization2);
nm = nmplot_configure(nm,"-x0",initial_parameters); // BE CAREFUL : [C10
C01]' = transposed matrix
nm = nmplot_configure(nm,"-method","box"); // box => brackets
are taken into account
nm = nmplot_configure(nm,"-boundsmin",[0 0]);
nm = nmplot_configure(nm,"-boundsmax",[1 1]);
[nm,SSE] = nmplot_function(nm,initial_parameters);
nm = nmplot_configure(nm,"-simplexfn","history.simplex.dat");
#################################################################
The inital value of the C10 parameters are :
- C10 = 0.0623844
- C01 = 0.01
#########################################################
* C10 = 0.0623844
* C01 = 0.01
* SSE = 0.640828
Optimization in progress (please wait) ...
#########################################################
* C10 = 0.0623844
* C01 = 0.01
-->mode(0);
-->mode(0);
* SSE = 0.640828
#########################################################
* C10 = 0.0623844
* C01 = 0.01
-->mode(0);
-->mode(0);
* SSE = 0.640828
#########################################################
* C10 = 0.0623844
* C01 = 0.01
* SSE = 0.640828
#########################################################
* C10 = 1.06238
* C01 = 0.01
* SSE = 3097.29
#########################################################
* C10 = 0.0623844
* C01 = 1.01
* SSE = 1390.08
#########################################################
* C10 = -1.23762
* C01 = 1.16
* SSE = 0.218768
#########################################################
* C10 = 1e-006
* C01 = 1.16
* SSE = 1525.15
#########################################################
* C10 = 0.143483
* C01 = -0.335
* SSE = 42.4482
#########################################################
* C10 = 0.143483
* C01 = 1e-006
* SSE = 23.5783
#########################################################
* C10 = 0.155648
* C01 = -1.3015
* SSE = 1807.92
#########################################################
* C10 = 0.129291
* C01 = -0.648249
* SSE = 356.971
#########################################################
* C10 = 0.129291
* C01 = 1e-006
* SSE = 16.6268
#########################################################
* C10 = 0.0338986
* C01 = 0.0114998
* SSE = 0.56774
#########################################################
* C10 = -0.0573523
* C01 = 0.0247235
* SSE = 18.4969
#########################################################
* C10 = -0.00460543
* C01 = 0.0177367
* SSE = 4.48301
#########################################################
* C10 = 1e-006
* C01 = 0.0177367
* SSE = 5.72026
#########################################################
* C10 = 0.110724
* C01 = 0.00166708
* SSE = 9.75208
#########################################################
* C10 = 0.0794328
* C01 = 0.0062085
* SSE = 2.50334
#########################################################
* C10 = 0.00746278
* C01 = 0.0166538
* SSE = 4.02474
#########################################################
* C10 = 0.0278021
* C01 = 0.0137018
* SSE = 1.00242
#########################################################
* C10 = 0.0745827
* C01 = 0.00691242
* SSE = 1.80759
#########################################################
* C10 = 0.0613621
* C01 = 0.00883117
* SSE = 0.494514
#########################################################
* C10 = 0.02845
* C01 = 0.0103807
* SSE = 1.18104
#########################################################
* C10 = 0.0380402
* C01 = 0.0102731
The .dat file is empty - The calculation stops
!--error 4
Variable non définie: displacement_
at line 90 of function ccx_dat_file called by :
at line 51 of function called by :
at line 57 of function optimbase_function called by :
at line 23 of function _boxlinesearch called by :
at line 106 of function neldermead_box called by :
at line 8 of function neldermead_algo called by :
at line 15 of function neldermead_search called by :
at line 5 of function nmplot_search called by :
nm = nmplot_search(nm); // start
at line 33 of exec file called by :
exec('C:\ETUDE_CALCULIX\ccx_scilab\fitting_procedure2.sce', -1)
-->exec('SCI/etc/scilab.quit','errcatch',-1);quit;
De : Michaël Baudin [mailto:michael.baudin at scilab.org]
Envoyé : mardi 30 novembre 2010 14:00
À : users at lists.scilab.org
Cc : Carrico, Paul
Objet : Re: [scilab-Users] optimization : general question
Hi,
There is no way to apply bounds to the parameters from the fminsearch
function. This is because the algorithm was mainly designed for
unconstrained optimization. Nevertheless, it is possible to apply them with
the lower level component that the fminsearch function uses, the neldermead
component. This is possible by projecting the parameters on the bounds. This
makes the simple degenerate on the bounds and, if not far away from the
optimum, let the simplex converge on the optimum.
In order to find an example, please look, in Scilab v5.2.2, in the
demonstrations:
? > Scilab Demonstrations > Optimization and simulation > neldermead Box B
This example is based on the problem B from the Box' paper. It is a problem
with 2 bounded parameters (see in attachment).
In Scilab v5.3, I added some other examples. This includes a simple problem
with bounds and Rosenbrock's post office problem, an optimization with 3
parameters and linear constraints (see in attachement). The simplest problem
is the following:
function [ f , index ] = myquad ( x , index )
f = x(1)^2 + x(2)^2
endfunction
rand("seed" , 0)
x0 = [1.2 1.9].';
nm = nmplot_new ();
nm = nmplot_configure(nm,"-numberofvariables",2);
nm = nmplot_configure(nm,"-function",myquad);
nm = nmplot_configure(nm,"-x0",x0);
nm = nmplot_configure(nm,"-method","box");
nm = nmplot_configure(nm,"-boundsmin",[1 1]);
nm = nmplot_configure(nm,"-boundsmax",[2 2]);
nm = nmplot_search(nm);
xcomp = nmplot_get(nm,"-xopt") // Should be [1 1]
fcomp = nmplot_get(nm,"-fopt") // Should be 2
nm = nmplot_destroy(nm);
This example is not provided in the help of neldermead (see bug #7164): I
will fix this in the next release.
Best regards,
Michaël
PS
<http://bugzilla.scilab.org/show_bug.cgi?id=7164>
http://bugzilla.scilab.org/show_bug.cgi?id=7164
Le 30/11/2010 11:58, Carrico, Paul a écrit :
Dear all,
The purpose of this mail is to benefit from user feedback of Scilab
community ... even if my experience on optimization item is currently rather
limited, this study will significantly increase my own expertise.
I'm currently working in linking a FEA code with Scilab to fit parameters
from tests (see attached fig - in red the steps realized in Scilab ) :
- On a single parameter I used with success the fminsearch function (based
on the simplex theory),
- with 2 parameters, the calculated ran ... nevertheless the final result is
physically non applicable (need to bracket one of the values for examples)
Does somebody be experienced on such item ? what is the best Scilab function
? Some advices in reading ?
Thanks in advance
Regards
Paul
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--
Michaël Baudin
Ingénieur de développement
michael.baudin at scilab.org
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