Failing tests related to fminsearch

[jbect]

There currently two failing tests under Matlab (tested with R2016b) when fminsearch is used as last recourse for box-constrained problems.

The first one is in stk_optim_testmin_box.m and simply indicates that the solution not not satisfy the box constraint:

>> stk_test stk_optim_testmin_box
***** assert (stk_optim_testmin_box (algo));
!!!!! test failed
Error using stk_test>eval_test_code (line 505)
Assertion failed.

The second one is in stk_param_estim, and is probably a symptom of a more severe problem:

>> stk_test stk_param_estim
***** test  % noiseless
 zi = stk_feval (f, xi);
 param1 = stk_param_estim (model, xi, zi, param0);
 param2 = stk_param_estim (model, xi, zi, param0, [], @stk_param_relik);
 % We cannot assume a DETERMINISTIC optimization algorithm
 % (for some reason, Octave's sqp is not exactly deterministic)
 assert (stk_isequal_tolrel (param1, param2, 1e-2))
!!!!! test failed
Error using stk_cholcov (line 66)
A contains NaNs or Infs.

Perhaps should we try to provide a better default optimizer for Matlab users that have neither the Optimization toolbox nor MOSEK?

(ref original ticket on Sourceforge: https://sourceforge.net/p/kriging/tickets/65/)

[jbect]

We already have a copy of Octave's sqp inside STK. Therefore, a solution would be to make it possible to use a different QP solvers when neither MOSEK nor the Optimization toolbox are available. (For instance provide a copy of Octave's qp solver as well & recommend to install GLPKmex?)

Another option woulld be to rely on NLopt++.