Annotations in reference manual example code are incorrect
adcascone opened this issue · comments
I tested the code included on p. 46 of the reference manual:
## Solve the Hock-Schittkowski problem no. 100
x0.hs100 <- c(1, 2, 0, 4, 0, 1, 1)
fn.hs100 <- function(x) {
(x[1]-10)^2 + 5*(x[2]-12)^2 + x[3]^4 + 3*(x[4]-11)^2 + 10*x[5]^6 +
7*x[6]^2 + x[7]^4 - 4*x[6]*x[7] - 10*x[6] - 8*x[7]
}
hin.hs100 <- function(x) {
h <- numeric(4)
h[1] <- 127 - 2*x[1]^2 - 3*x[2]^4 - x[3] - 4*x[4]^2 - 5*x[5]
h[2] <- 282 - 7*x[1] - 3*x[2] - 10*x[3]^2 - x[4] + x[5]
h[3] <- 196 - 23*x[1] - x[2]^2 - 6*x[6]^2 + 8*x[7]
h[4] <- -4*x[1]^2 - x[2]^2 + 3*x[1]*x[2] -2*x[3]^2 - 5*x[6] +11*x[7]
return(h)
}
S <- slsqp(x0.hs100, fn = fn.hs100, # no gradients and jacobians provided
hin = hin.hs100,
control = list(xtol_rel = 1e-8, check_derivatives = TRUE))
S
## Optimal value of objective function: 690.622270249131 *** WRONG ***
# Even the numerical derivatives seem to be too tight.
# Let's try with a less accurate jacobian.
hinjac.hs100 <- function(x) nl.jacobian(x, hin.hs100, heps = 1e-2)
S <- slsqp(x0.hs100, fn = fn.hs100,
hin = hin.hs100, hinjac = hinjac.hs100,
control = list(xtol_rel = 1e-8))
S
## Optimal value of objective function: 680.630057392593 *** CORRECT ***
The included optimal values provided here seem to be swapped. That is, 680.630057392593 is the output of
S <- slsqp(x0.hs100, fn = fn.hs100, # no gradients and jacobians provided
hin = hin.hs100,
control = list(xtol_rel = 1e-8, check_derivatives = TRUE))
and 690.622270249131 is the output of
S <- slsqp(x0.hs100, fn = fn.hs100,
hin = hin.hs100, hinjac = hinjac.hs100,
control = list(xtol_rel = 1e-8))
I agree that 680.630057392593 is correct, as that's what's listed as the optimal solution value for No. 100 in the Hock-Schittkowski suite of questions (retrieved from: Test Problems for Nonlinear Programming at this link - https://klaus-schittkowski.de/downloads.htm)
Hello, @adcascone. As part of my addressing issue 148 I am redoing the examples. The incorrect values you list should be addressed as part of rewriting the documentation to reflect the desired inequality behavior of "<= 0". Thank you.
Thanks @aadler.