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Posted to issues@commons.apache.org by "Gilles (JIRA)" <ji...@apache.org> on 2012/09/03 01:53:07 UTC
[jira] [Created] (MATH-855) "BrentOptimizer" not always reporting
the best point
Gilles created MATH-855:
---------------------------
Summary: "BrentOptimizer" not always reporting the best point
Key: MATH-855
URL: https://issues.apache.org/jira/browse/MATH-855
Project: Commons Math
Issue Type: Bug
Affects Versions: 3.0
Reporter: Gilles
Priority: Minor
Fix For: 3.1
{{BrentOptimizer}} (package "o.a.c.m.optimization.univariate") does not check that the point it is going to return is indeed the best one it has encountered. Indeed, the last evaluated point might be slightly worse than the one before last.
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[jira] [Resolved] (MATH-855) "BrentOptimizer" not always reporting
the best point
Posted by "Gilles (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-855?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Gilles resolved MATH-855.
-------------------------
Resolution: Fixed
Committed in revision 1381195.
> "BrentOptimizer" not always reporting the best point
> ----------------------------------------------------
>
> Key: MATH-855
> URL: https://issues.apache.org/jira/browse/MATH-855
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.0
> Reporter: Gilles
> Priority: Minor
> Fix For: 3.1
>
> Attachments: MATH-855.patch
>
>
> {{BrentOptimizer}} (package "o.a.c.m.optimization.univariate") does not check that the point it is going to return is indeed the best one it has encountered. Indeed, the last evaluated point might be slightly worse than the one before last.
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[jira] [Commented] (MATH-855) "BrentOptimizer" not always reporting
the best point
Posted by "Gilles (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-855?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13451564#comment-13451564 ]
Gilles commented on MATH-855:
-----------------------------
Yet another small change in revision 1382441.
> "BrentOptimizer" not always reporting the best point
> ----------------------------------------------------
>
> Key: MATH-855
> URL: https://issues.apache.org/jira/browse/MATH-855
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.0
> Reporter: Gilles
> Priority: Minor
> Fix For: 3.1
>
> Attachments: MATH-855.patch
>
>
> {{BrentOptimizer}} (package "o.a.c.m.optimization.univariate") does not check that the point it is going to return is indeed the best one it has encountered. Indeed, the last evaluated point might be slightly worse than the one before last.
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[jira] [Commented] (MATH-855) "BrentOptimizer" not always reporting
the best point
Posted by "Gilles (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-855?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13447066#comment-13447066 ]
Gilles commented on MATH-855:
-----------------------------
OK to apply?
> "BrentOptimizer" not always reporting the best point
> ----------------------------------------------------
>
> Key: MATH-855
> URL: https://issues.apache.org/jira/browse/MATH-855
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.0
> Reporter: Gilles
> Priority: Minor
> Fix For: 3.1
>
> Attachments: MATH-855.patch
>
>
> {{BrentOptimizer}} (package "o.a.c.m.optimization.univariate") does not check that the point it is going to return is indeed the best one it has encountered. Indeed, the last evaluated point might be slightly worse than the one before last.
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[jira] [Commented] (MATH-855) "BrentOptimizer" not always reporting
the best point
Posted by "Gilles (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-855?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13450725#comment-13450725 ]
Gilles commented on MATH-855:
-----------------------------
That was not it yet; further improvement committed in revision 1382070, together with a Javadoc update explaining some change wrt the original version of the algorithm.
> "BrentOptimizer" not always reporting the best point
> ----------------------------------------------------
>
> Key: MATH-855
> URL: https://issues.apache.org/jira/browse/MATH-855
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.0
> Reporter: Gilles
> Priority: Minor
> Fix For: 3.1
>
> Attachments: MATH-855.patch
>
>
> {{BrentOptimizer}} (package "o.a.c.m.optimization.univariate") does not check that the point it is going to return is indeed the best one it has encountered. Indeed, the last evaluated point might be slightly worse than the one before last.
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[jira] [Updated] (MATH-855) "BrentOptimizer" not always reporting
the best point
Posted by "Gilles (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-855?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Gilles updated MATH-855:
------------------------
Attachment: MATH-855.patch
Proposed patch.
The (somewhat contrived) unit test fails with the current version of the algorithm.
> "BrentOptimizer" not always reporting the best point
> ----------------------------------------------------
>
> Key: MATH-855
> URL: https://issues.apache.org/jira/browse/MATH-855
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.0
> Reporter: Gilles
> Priority: Minor
> Fix For: 3.1
>
> Attachments: MATH-855.patch
>
>
> {{BrentOptimizer}} (package "o.a.c.m.optimization.univariate") does not check that the point it is going to return is indeed the best one it has encountered. Indeed, the last evaluated point might be slightly worse than the one before last.
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