Problem with method residualNorm() in the class NonLinearLeastSquare

[Silakhdar Krikeb]

Hi!

 

Lately I did some optimization work and wrote code using class NonLinearLeastSquare. I discovered that the method residualNorm()  does not return the proper expected result with the optimization method LevenbergMarquardt. After some investigation, I think I solved the problem by adding the following line:

 

P.setFunctionValue(P.costFunction().value(x_));  

 

to the metod LevenbergMarquardt::minimize(Problem&,const EndCriteria&) (levenbergmarquardt.cpp, Ln 95 just after P.setCurrentValue(x_))

 

I also checked the simplex optimization method and I think it does not suffer of this problem.

 

Is there anybody in this forum who can investigate the solution and do the corrections if necessary.

 

My best regards

SK

 

 

 

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[Luigi Ballabio]

Klaus,
        I guess you're the expert here. May you have a look at it?

Thanks,
        Luigi

On Thu, 2009-01-29 at 10:43 +0100, Silakhdar Krikeb wrote:

> Lately I did some optimization work and wrote code using class
> NonLinearLeastSquare. I discovered that the method residualNorm()
> does not return the proper expected result with the
> optimization method LevenbergMarquardt. After some investigation, I
> think I solved the problem by adding the following line:
>  
> P.setFunctionValue(P.costFunction().value(x_));  
>  
> to the metod LevenbergMarquardt::minimize(Problem&,const
> EndCriteria&) (levenbergmarquardt.cpp, Ln 95 just after
> P.setCurrentValue(x_))

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