[jira] [Commented] (MATH-1552) Simplex optimizers fail standard test functions

["Gilles Sadowski (Jira)" <ji...@apache.org>]

    [ https://issues.apache.org/jira/browse/MATH-1552?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=17408130#comment-17408130 ] 

Gilles Sadowski commented on MATH-1552:
---------------------------------------

Several standard test functions are exercised from starting points randomly selected within a shell around the optimum (cf. MATH-1623).
3 simplex transforms
* NelderMeadTransform
* MultiDirectionalTransform
* HedarFukushimaTransform

seem to behave consistently wrt randomization.
However a systematic exploration of the parameter space could be useful to ensure that the implementations are correct...

> Simplex optimizers fail standard test functions
> -----------------------------------------------
>
>                 Key: MATH-1552
>                 URL: https://issues.apache.org/jira/browse/MATH-1552
>             Project: Commons Math
>          Issue Type: Test
>    Affects Versions: 3.6.1
>            Reporter: Gilles Sadowski
>            Priority: Major
>             Fix For: 4.X
>
>
> In [commit 3d2b2107b58ffc316c849da43734506b7fe04254|https://gitbox.apache.org/repos/asf?p=commons-math.git;a=commit;h=3d2b2107b58ffc316c849da43734506b7fe04254], 12 problems for exercising optimizers (originally provided in the {{BOBYQAOptimizer}} tests suite) were added to the unit test classes for {{NelderMeadSimplex}} and {{MultiDirectionalSimplex}}.
>  * {{MultiDirectionalSimplex}} fails 2 of them.
>  * {{NelderMeadSimplex}} fails 10 of them.
> All failing tests are set to "@Ignore" for now. 



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