[jira] [Created] (MATH-1144) LevenbergMarquardtOptimizer does not allow to change current point during optimization

["Olexiy Movchan (JIRA)" <ji...@apache.org>]

Olexiy Movchan created MATH-1144:
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             Summary: LevenbergMarquardtOptimizer does not allow to change current point during optimization
                 Key: MATH-1144
                 URL: https://issues.apache.org/jira/browse/MATH-1144
             Project: Commons Math
          Issue Type: Bug
    Affects Versions: 3.3
            Reporter: Olexiy Movchan
             Fix For: 3.4


It's a regression to commons-math v2.0.

Our software uses LevenbergMarquardtOptimizer for surface fitting by sampled points. Our parameterization of the surface we are fitting may be unconstrained, for example it is enough to have only 4 variables to represent cylinder axis and origin (using euler angles and origin distance), but to simplify derivative computation we instead use 6 parameter representation (vector + point). To make sure that the we constrain our search to valid vectors and origins, we need to renormalize and update surface parameters on every step of optimization.

Please see this article for details of 3d surface fitting and parameter normalization:
http://nvlpubs.nist.gov/nistpubs/jres/103/6/j36sha.pdf




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