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?
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?
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 - 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 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.
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 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.