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<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Arial",sans-serif">Dear all,<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Arial",sans-serif"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:"Arial",sans-serif">I was very happy with the performance of RBFopt when testing it on the 2D rosenbrock function, the number of function evaluations was very competitive! (150-300
evaluations)<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:"Arial",sans-serif"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:"Arial",sans-serif">Then I went on to test it on a 20D rosenbrock function (because for production use I need to optimize in similar dimensions):<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:"Arial",sans-serif"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Courier">n = self.dimension<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Courier">value=0;<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Courier">for i in range(0,19):<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Courier"> value += 100 * (x[i]*x[i] -x[i+1])*(x[i]*x[i] -x[i+1]) + (x[i]-1)*(x[i]-1);<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:"Arial",sans-serif"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:"Arial",sans-serif">I ran it using these options:<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:"Arial",sans-serif"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:"Courier New"">rbfopt_cl_interface.py --max_iterations=150000 --max_evaluations=150000 --max_cycles=100000 --global_search_method=sampling --num_cpus=20 --algorithm=MSRSM --eps_opt=1e-3
--num_global_searches=5 --target_objval=0 --log=example2.log rbfopt_black_box_example2.py<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:"Arial",sans-serif"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:"Arial",sans-serif">Unfortunately, the optimization got kinda stuck after a few thousand iterations.<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:"Arial",sans-serif">Also, there are very few parallel function evaluations left (about 2), slowing down the progress further.<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:"Arial",sans-serif"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:"Arial",sans-serif">Has anyone successfully run RBFopt on this or a similar test problem?<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:"Arial",sans-serif">Maybe I am doing something wrong? Any ideas?<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:"Arial",sans-serif"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:"Arial",sans-serif">Best regards,<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:"Arial",sans-serif">Andreas<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:"Arial",sans-serif"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:"Arial",sans-serif"><o:p> </o:p></span></p>
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