Call NLopt with vectors

[aloispichler]

I am struggling with NLopt.jl. The following, simple objective is called with initial value [1,1,1,1], this value never changes, and the algorithm will not find the solution [0,0,0,0].
Any help is highly appreciated and thanks in advance.

using NLopt

function fun(Y::Vector, grad::Vector)::Float64
	if length(grad) > 0
		grad= 2*Y
	end
	@show "objective", length(grad), Y
	return Y'*Y
end

opt= Opt(:LD_MMA, 4)
opt.maxeval= 10

opt.max_objective= fun
(minf,minx,ret)= optimize(opt, ones(4))
numevals= opt.numevals
println("got $minf at $minx after $numevals iterations (returned $ret)")

[odow]

You need to edit the grad vector in-place.

function fun(Y::Vector, grad::Vector)::Float64
   if length(grad) > 0
       grad .= 2*Y  #  Note `.=` not `=`
   end
   @show "objective", length(grad), Y
   return Y'*Y
end

Please post on the Julia discourse forum if you have other questions: https://discourse.julialang.org/c/domain/opt/13