Powell's Algorithm not obeying Upper Bound (UB)
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I am running Powell's algorithm with Golden Section method, to find the minimum of a function. My function call statement is as follows:
My_Func is a user defined function. I am getting xo = -0.0727 as output, which is greater than U. Please explain why Powell's algorithm is not obeying boundaries.
Jan on 19 May 2022
Edited: Jan on 19 May 2022
Yes, this is the documented behavior:
% Lb, Ub: lower and upper bound vectors to plot (default = x0*(1+/-2))
Lb and Ub are used for the graphics only.
Summary: You are using a function provided 15 years ago with a limited quality. It does not do, what you need and this is mentioned in the lean documentation. Then you explain in the forum, that this function does not do, what you need, but do not mention initially, which function you actually mean.
"Please explain why Powell's algorithm is not obeying boundaries."
Because this implementation of Powell's algorithm is not designed to consider the boundries for finding the result.
Sorry, you made it as hard as possible to find this trivial answer. You even found this answer by your own already: "I could not find a check for L or U anywhere in the code."