General question regarding Simplex method

Carrico, Paul paul.carrico at esterline.com
Fri Jan 7 11:20:50 CET 2011


Dear All,
 
(I take this opportunity to wish all  my best wishes for 2011)

 

Using Bounded Nelder-Mead simplex solver, I meet the error herebellow ;
nevertheless the number of bounds are correct ... I don't understand
where I'm wrong => any idea ?

 

Thanks in advance

 

Paul

 

 

Error :

################################################################

neldermead_startup: The number of variables 1 does not match the number
of max bounds 9 from [20 20 20 20 20 20 20 20 20]
at line      13 of function neldermead_startup called by :  
at line       8 of function neldermead_search called by :  
at line       5 of function nmplot_search called by :  
         nm = nmplot_search(nm);                            // start
at line      71 of exec file called by :    

#################################################################

 

 

Extracts of Input data :

################################################################

RAIDEUR_JEU1 = 1.6 ;
RAIDEUR_JEU2 = 1.6 ;
RAIDEUR_JEU3 = 1.6 ;
RAIDEUR_JEU4 = 1.6 ;
RAIDEUR_JEU5 = 1.6 ;
RAIDEUR_JEU6 = 1.6 ;
RAIDEUR_JEU7 = 1.6 ;
RAIDEUR_JEU8 = 1.6 ;
RAIDEUR_JEU9 = 1.6 ;
initial_parameters = [RAIDEUR_JEU1 RAIDEUR_JEU2 RAIDEUR_JEU3
RAIDEUR_JEU4 RAIDEUR_JEU5 RAIDEUR_JEU6 RAIDEUR_JEU7 RAIDEUR_JEU8
RAIDEUR_JEU9];

...
lower_bounds = [0. 0. 0. 0. 0. 0. 0. 0. 0.] ;
upper_bounds = [20. 20. 20. 20. 20. 20. 20. 20. 20.] ;
data = list(lower_bounds,upper_bounds);
nm = nmplot_new ();
nm = nmplot_configure(nm,"-numberofvariables",1);
nm = nmplot_configure(nm,"-function",optimization_nm);
nm = nmplot_configure(nm,"-costfargument",data)
nm = nmplot_configure(nm,"-x0",initial_parameters');        // BE
CAREFUL : initial_parameters' = transposed matrix
nm = nmplot_configure(nm,"-method","box");                  // box =>
brackets are taken into account
nm = nmplot_configure(nm,"-boundsmin",lower_bounds);
nm = nmplot_configure(nm,"-boundsmax",upper_bounds);
nm = nmplot_configure(nm,"-simplex0method","randbounds");
[nm,SSE] = nmplot_function(nm,initial_parameters');
nm = nmplot_configure(nm,"-simplexfn","history.simplex.dat");

// optimization launch
nm = nmplot_search(nm);                            // start
nmplot_display(nm);                                // display results
optimized_parameters = nmplot_get(nm,"-xopt");     // extract of the
results
nm = nmplot_destroy(nm);
...
xmin = data(1)';
xmax = data(2)';
printf("xmin=%g & xmax=%g\n",xmin,xmax)

if ( or(x < xmin) | or(x > xmax) ) then
    SSE = %inf
else
    SSE = 0 ; 
    SSE = ( norm(f0_mesurees(:,2) - f0_FEA(:,2)) /
norm(f0_mesurees(:,2)) )^2;
    printf("            * SSE = %g\n\n",SSE);
   
end
################################################################


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