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Posted to issues@commons.apache.org by "Luc Maisonobe (Updated) (JIRA)" <ji...@apache.org> on 2011/12/01 10:55:40 UTC
[jira] [Updated] (MATH-716) BracketingNthOrderBrentSolver exceeds
maxIterationCount while updating always the same boundary
[ https://issues.apache.org/jira/browse/MATH-716?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Luc Maisonobe updated MATH-716:
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Assignee: Luc Maisonobe
The problem Pascal (who works with me) describes has already been encountered during the development of the algorithm. The solution found at that time seems to be insufficient. What happens is that in order to still gain a few digits while rebalancing the bracketing interval, we base our retargeting on the currently best solution. In this case, we set targetY = -yA/16 and fail to rebalance. Using the other bracket would improve rebalancing but waste evaluations as was observed during development. So its not a perfect solution either.
I think a compromise would be to attempt rebalancing with a progressively more aggressive target. We could start from the current setting (i.e -1/16 of the best bracket), and if we still update the same side, move towards larger targets.
> BracketingNthOrderBrentSolver exceeds maxIterationCount while updating always the same boundary
> -----------------------------------------------------------------------------------------------
>
> Key: MATH-716
> URL: https://issues.apache.org/jira/browse/MATH-716
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.0
> Reporter: Pascal Parraud
> Assignee: Luc Maisonobe
> Priority: Minor
>
> In some cases, the aging feature in BracketingNthOrderBrentSolver fails.
> It attempts to balance the bracketing points by targeting a non-zero value instead of the real root. However, the chosen target is too close too zero, and the inverse polynomial approximation is always on the same side, thus always updates the same bracket.
> In the real used case for a large program, I had a bracket point xA = 12500.0, yA = 3.7e-16, agingA = 0, which is the (really good) estimate of the zero on one side of the root and xB = 12500.03, yB = -7.0e-5, agingB = 97. This shows that the bracketing interval is completely unbalanced, and we never succeed to rebalance it as we always updates (xA, yA) and never updates (xB, yB).
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