profile likelihood successive optimizations fail on Rastrigin #48
Description
to reproduce:
./test_functions -fname rastrigin -dim 10 -x0 5 -lambda 400 -sigma0 5 -le -seed 1234
yields
WARNING - profile likelihood linesearch: optimization error -15
WARNING - profile likelihood linesearch: optimization error -15
WARNING - profile likelihood linesearch: optimization error -15
WARNING - profile likelihood linesearch: optimization error -15
...
dim 0 in [-0.380559,0.184843] with error [-0.380559,0.184843] / status=[-15,-15]
x=([ 0.184843 -0.00323412 -0.0160101 0.00422739 0.010278 0.0214382 -0.0220671 -0.0547048 0.109611 -0.0142954],[ -0.380559 0.00108891 0.000162276 0.00359662 0.00277633 -0.000746278 0.00457592 0.00180682 -0.000621765 -0.00118962])
fvalue=(9.23829,17.4681)
where fvalue should be in between 0.09 and 0.11 instead.
Reducing lambda to 200 succeeds, though the optimization misses the global minimum.
From investigation, it seems the successive optimizations around the minimum in order to capture the bounds do fail with error -15, i.e. CONDITIONCOV.