This is a very simple optimization problem, but for some reason I cannot get
NLopt to converge:
using GalacticOptim using NLopt rosenbrock(x, p) = (p - x)^2 + p * (x - x^2)^2 x0 = zeros(2) p = [1.0, 100.0] f = OptimizationFunction(rosenbrock) prob = GalacticOptim.OptimizationProblem(f, x0, p, lb = [-1.0, -1.0], ub = [1.0, 1.0]) sol = GalacticOptim.solve(prob, NLopt.GN_CRS2_LM())
I’m trying to use Controlled Random Search (CRS) with local mutation described here, but the program seems to go on and on (for at least 30 minutes) and does not output an answer (perhaps it is a convergence problem?). Is there an issue with the setup of the problem or is that algorithm a bad choice for this problem?