topic Gianluca, in Intel® oneAPI Math Kernel Library

dtrnlspbc_solve solution outside the allowed range

Gianluca_G_1 — Mon, 14 Oct 2019 06:40:10 GMT

We are using a Trust Region MKL API: dtrnlspbc_solve and related functions.
We use the optimization with constraints.
The objective function written by us worked properly for years, in your algorithm.
Untill a customer of us signalated a strange behaviour, this is, a valid solution outside the allowed range!

We observed that, moving a little bit the initial conditions, if works! why this can happen?
Any suggestions?

Thank you

Gianluca

Gianluca,

Pamela_H_Intel — Fri, 18 Oct 2019 20:32:37 GMT

Gianluca,

I would like to try to reproduce this issue so that I can help find the cause. Could you please give me a simple program that shows this anomaly? And give me more details?

What link/compile lines do you use? This should give me the following info:
- Linux/Win/macOS
- Which compiler
Which MKL version?
Which threading library, if any?

Pamela

Dear Pamela,

Gianluca_G_1 — Mon, 21 Oct 2019 06:42:35 GMT

Dear Pamela,

to prepare a demo it takes us some time because is all integrated in our software, that have a copyright.

By the way, I will see to create something.

We are integrating MKL in C# and we use VS2019. So we use dll already compiled.

MLK version is 2019.0.1.1

this is all.

PS. we found a partial solution in order to solve this bug, simply moving a little the initial values, after a wrong result.

Gianluca

Gianluca - what do you mean

Pamela_H_Intel — Mon, 28 Oct 2019 23:38:51 GMT

Gianluca - what do you mean you use an already compiled dll?

MKL does not yet support VS 2019 - so this introduces an unknown. Is there any chance you can try your code on VS 2017?

I mean that we use API, form

Gianluca_G_1 — Tue, 29 Oct 2019 09:28:00 GMT

I mean that we use API, from dll.

I've attached pictures of this strange behaviour:

If you want a demo, I've created it, but I prefer send you in a private channel.

Gianluca

Gianluca,

Pamela_H_Intel — Tue, 29 Oct 2019 17:11:53 GMT

Gianluca,

I am trying to figure out your environment.

"API from dll" - are you saying that someone in your company has constructed a dll with all the MKL functionality you need? so you are using a statically built MKL object file, and only linking that, in which case I would not be able to determine what you are linking from your link line.

I know that you are using MKL with Visual Studio.

are you using the VS developer command prompt (see image) OR the full VS application
if you are using the VS dev cmd prompt, please send me your compile and link lines (though as indicated above, if you are linking to a dll pre-built from MKL, this won't likely be helpful)
if you are using the full application, it is a bit more difficult to tease out exactly which dlls you are linking to . . .

A demo would be great. You can send me anything privately by using the SendAuthorAMessage link at the top right of any of my posts:

Gianluca - I just saw an

Pamela_H_Intel — Tue, 29 Oct 2019 17:32:38 GMT

Gianluca - I just saw an older post of yours . . . where you say you had a current license for Parallel Studio. If you still do, and it's a paid license, you can submit a ticket to https://supporttickets.intel.com/servicecenter - that is our premier customer support channel.