2021-11-18
Weave BlockOpt Simulation Report
SUCCESS 4.614541962878716e-10 ≤ 1.0e-8 in 352 steps
--------------------------------------
Minimum f: 1.5433835151600563e-22
Minimum ||∇f||: 4.614541962878716e-10
Minimum Δ: 0.010839909178269337
Minimum Step: 4.675207839846417e-11
Model: Rosenbrock
-------------------
objective: rosen
gradient: ∇rosen!
initial iterate: [-0.198769, ..., -0.000817, 0.722782, -1.377209]
dimension: 100
directory: /Users/daniel/.julia/dev/BlockOpt/Rosenbrock
objective formula: loaded
Driver:
-------------------
S_update: S_update_d
QN_update: SR1
pflag: false
Options:
samples: 4
Δ_max: 100.0
δ_tol: 1.0e-12
ϵ_tol: 1.0e-8
max_iterations: 2000
Trace:
-------------------
Weaver:
f_vals: [32502.962268, ..., 0.000000, 0.000000, 0.000000]
∇f_norms: [14222.694242, ..., 0.000000, 0.000000, 0.000000]
Δ_vals: [5.550033, ..., 0.173439, 0.173439, 0.173439]
p_norms: [5.074243, ..., 0.000000, 0.000000, 0.000000]
ρ_vals: [0.880892, ..., 1.001860, 0.619002, 0.996455]
Profile:
trs_counter: 352
trs_timer: 3.6074986457824707
ghs_counter: 288
ghs_timer: 0.03607916831970215
SUCCESS 2.1252981240750064e-9 ≤ 1.0e-8 in 266 steps
--------------------------------------
Minimum f: 3.445468753015829e-21
Minimum ||∇f||: 2.1252981240750064e-9
Minimum Δ: 0.024632536455251857
Minimum Step: 5.519063890264519e-10
Model: Rosenbrock
-------------------
objective: rosen
gradient: ∇rosen!
initial iterate: [-0.198769, ..., -0.000817, 0.722782, -1.377209]
dimension: 100
directory: /Users/daniel/.julia/dev/BlockOpt/Rosenbrock
objective formula: loaded
Driver:
-------------------
S_update: S_update_d
QN_update: SR1
pflag: false
Options:
samples: 8
Δ_max: 100.0
δ_tol: 1.0e-12
ϵ_tol: 1.0e-8
max_iterations: 2000
Trace:
-------------------
Weaver:
f_vals: [32502.962268, ..., 0.000000, 0.000000, 0.000000]
∇f_norms: [14222.694242, ..., 0.000005, 0.000000, 0.000000]
Δ_vals: [6.305929, ..., 0.394121, 0.394121, 0.394121]
p_norms: [5.086128, ..., 0.000011, 0.000000, 0.000000]
ρ_vals: [0.965956, ..., 0.999625, 1.007890, 1.000079]
Profile:
trs_counter: 266
trs_timer: 0.3955800533294678
ghs_counter: 237
ghs_timer: 0.35724639892578125
SUCCESS 9.856927477797043e-9 ≤ 1.0e-8 in 233 steps
--------------------------------------
Minimum f: 7.436966115210377e-20
Minimum ||∇f||: 9.856927477797043e-9
Minimum Δ: 0.0239119467368384
Minimum Step: 6.093301598698951e-9
Model: Rosenbrock
-------------------
objective: rosen
gradient: ∇rosen!
initial iterate: [-0.198769, ..., -0.000817, 0.722782, -1.377209]
dimension: 100
directory: /Users/daniel/.julia/dev/BlockOpt/Rosenbrock
objective formula: loaded
Driver:
-------------------
S_update: S_update_d
QN_update: SR1
pflag: false
Options:
samples: 12
Δ_max: 100.0
δ_tol: 1.0e-12
ϵ_tol: 1.0e-8
max_iterations: 2000
Trace:
-------------------
Weaver:
f_vals: [32502.962268, ..., 0.000000, 0.000000, 0.000000]
∇f_norms: [14222.694242, ..., 0.000102, 0.000002, 0.000000]
Δ_vals: [6.121458, ..., 0.382591, 0.382591, 0.382591]
p_norms: [4.964154, ..., 0.000069, 0.000000, 0.000000]
ρ_vals: [1.063542, ..., 1.000573, 1.001664, 1.000341]
Profile:
trs_counter: 233
trs_timer: 0.10953044891357422
ghs_counter: 199
ghs_timer: 0.26195549964904785
SUCCESS 5.331705479017438e-9 ≤ 1.0e-8 in 208 steps
--------------------------------------
Minimum f: 2.303679704581931e-20
Minimum ||∇f||: 5.331705479017438e-9
Minimum Δ: 0.011899853119339983
Minimum Step: 1.82100427612063e-8
Model: Rosenbrock
-------------------
objective: rosen
gradient: ∇rosen!
initial iterate: [-0.198769, ..., -0.000817, 0.722782, -1.377209]
dimension: 100
directory: /Users/daniel/.julia/dev/BlockOpt/Rosenbrock
objective formula: loaded
Driver:
-------------------
S_update: S_update_d
QN_update: SR1
pflag: false
Options:
samples: 16
Δ_max: 100.0
δ_tol: 1.0e-12
ϵ_tol: 1.0e-8
max_iterations: 2000
Trace:
-------------------
Weaver:
f_vals: [32502.962268, ..., 0.000000, 0.000000, 0.000000]
∇f_norms: [14222.694242, ..., 0.000182, 0.000005, 0.000000]
Δ_vals: [6.092725, ..., 0.380795, 0.380795, 0.380795]
p_norms: [4.948345, ..., 0.000339, 0.000001, 0.000000]
ρ_vals: [1.097822, ..., 1.000363, 0.996105, 1.000040]
Profile:
trs_counter: 208
trs_timer: 0.17092204093933105
ghs_counter: 187
ghs_timer: 0.25211215019226074
SUCCESS 4.7547098820484366e-9 ≤ 1.0e-8 in 204 steps
--------------------------------------
Minimum f: 1.828422124059323e-20
Minimum ||∇f||: 4.7547098820484366e-9
Minimum Δ: 0.04453513317151033
Minimum Step: 6.036930300514093e-9
Model: Rosenbrock
-------------------
objective: rosen
gradient: ∇rosen!
initial iterate: [-0.198769, ..., -0.000817, 0.722782, -1.377209]
dimension: 100
directory: /Users/daniel/.julia/dev/BlockOpt/Rosenbrock
objective formula: loaded
Driver:
-------------------
S_update: S_update_d
QN_update: SR1
pflag: false
Options:
samples: 20
Δ_max: 100.0
δ_tol: 1.0e-12
ϵ_tol: 1.0e-8
max_iterations: 2000
Trace:
-------------------
Weaver:
f_vals: [32502.962268, ..., 0.000000, 0.000000, 0.000000]
∇f_norms: [14222.694242, ..., 0.000740, 0.000003, 0.000000]
Δ_vals: [5.700497, ..., 0.178141, 0.178141, 0.178141]
p_norms: [5.700497, ..., 0.001586, 0.000010, 0.000000]
ρ_vals: [0.925619, ..., 0.994024, 1.000592, 1.000115]
Profile:
trs_counter: 204
trs_timer: 0.2996041774749756
ghs_counter: 179
ghs_timer: 0.28152012825012207
