Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Periodic function in nlp-expr/001_010 implies infinitely many global minimizers #50

Closed
cvanaret opened this issue Nov 13, 2024 · 2 comments · Fixed by #53
Closed

Periodic function in nlp-expr/001_010 implies infinitely many global minimizers #50

cvanaret opened this issue Nov 13, 2024 · 2 comments · Fixed by #53

Comments

@cvanaret
Copy link

The instance nlp-expr/001_010 contains the periodic cos(y), y free, in its objective.
This means that any point (-1, pi + 2k pi, 1) is a global solution.

return check_solution([x, y, z], [-1, pi, 1], tol = primal_tol)

An SQP method may converge towards y = pi from the starting point, but a trust-region SLP method (that captures no curvature) may travel a bit and get y = 3pi.

@ccoffrin
Copy link
Collaborator

I am open to changing the test to resolve this issue. Let's hear what @odow thinks as well.

@odow
Copy link
Member

odow commented Nov 13, 2024

This example proved challenging for Gurobi as well. Maybe we should just bound y.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Development

Successfully merging a pull request may close this issue.

3 participants