Comments (4)
thx you
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hi, what os/compiler are you using?
from asa_cg.
oh I have solved it!! If I use cpp files, I can complile it correctly.
Currently, I have another question.
I have an optimization problem of about 200 dimensions. All variables have a bound constraint.
But I have a quite complex cost function. It needs some time to calculate the value, so as the gradients.
ASA_CG often need about 300ms(by using computing value and gradient together) to coverage. The optimization needs about 300 times gradient and value evaluation per time.
My aim is to make the alg coverage in 100ms, do you have some suggestions for me? Thanks a lot.
I guess, the program needs a lot of time to do a line search?
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ps:
projected gradient max norm: 1.074079e-01
function value: 7.014731e+00
Total cg iterations: 90
Total cg function evaluations: 341
Total cg gradient evaluations: 274
Total cbb iterations: 17
Total cbb function evaluations: 27
Total cbb gradient evaluations: 18
Total function evaluations: 368
Total gradient evaluations: 292
[ INFO] [1558336214.669389439]: time used 358.547003
[ INFO] [1558336214.669422118]: eval time 63.961200
[ INFO] [1558336214.669436851]: eval time gradient 290.861158
[ INFO] [1558336214.669449877]: opt time 3.724645
I need too much time time to evaluate the gradient, do you have some insight? thx you!
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