[RBFOpt] Problem with 20d rosenbrock function

[Sattler, Dr. Andreas]

Dear all,

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)

Then I went on to test it on a 20D rosenbrock function (because for production use I need to optimize in similar dimensions):

n = self.dimension
value=0;
for i in range(0,19):
   value += 100 * (x[i]*x[i] -x[i+1])*(x[i]*x[i] -x[i+1]) + (x[i]-1)*(x[i]-1);

I ran it using these options:

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

Unfortunately, the optimization got kinda stuck after a few thousand iterations.
Also, there are very few parallel function evaluations left (about 2), slowing down the progress further.

Has anyone successfully run RBFopt on this or a similar test problem?
Maybe I am doing something wrong? Any ideas?

Best regards,
Andreas


This communication and any files or attachments transmitted with it may contain information that is copyrighted or confidential and exempt from disclosure under applicable law. It is intended solely for the use of the individual or the entity to which it is addressed.
If you are not the intended recipient, you are hereby notified that any use, dissemination, or copying of this communication is strictly prohibited. 
If you have received this communication in error, please notify the sender at once so that he may take the appropriate action and avoid troubling you further. 

Thank you for your cooperation.

Siltronic AG, Sitz München, Hanns-Seidel-Platz 4, 81737 München, Germany. Amtsgericht München HRB 150884

Vorstand: Christoph von Plotho (Vorsitz), Rainer Irle. Vorsitzender des Aufsichtsrats: Tobias Ohler
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://list.coin-or.org/pipermail/rbfopt/attachments/20181120/0bb60b18/attachment.html>