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dtrnlspbc_solve solution outside the allowed range

Gianluca_G_1
Beginner
228 Views

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

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6 Replies
Pamela_H_Intel
Moderator
228 Views

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

Gianluca_G_1
Beginner
228 Views

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.

 

BR

Gianluca

Pamela_H_Intel
Moderator
228 Views

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?

Gianluca_G_1
Beginner
228 Views

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. 

BR

Gianluca

Pamela_H_Intel
Moderator
228 Views

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 . . .

VS-Dev-CommandPrompt.PNG

 

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.PNG

Pamela_H_Intel
Moderator
228 Views

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.

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