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Posted to issues@commons.apache.org by "Gilles (JIRA)" <ji...@apache.org> on 2014/05/01 00:19:20 UTC
[jira] [Resolved] (MATH-1092) NonLinearConjugateGradientOptimizer's
Line search is a gradient search returns obviously suboptimal point.
[ https://issues.apache.org/jira/browse/MATH-1092?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Gilles resolved MATH-1092.
--------------------------
Resolution: Fixed
Fix Version/s: 3.3
> NonLinearConjugateGradientOptimizer's Line search is a gradient search returns obviously suboptimal point.
> ----------------------------------------------------------------------------------------------------------
>
> Key: MATH-1092
> URL: https://issues.apache.org/jira/browse/MATH-1092
> Project: Commons Math
> Issue Type: Bug
> Reporter: Ajo Fod
> Fix For: 3.3
>
> Attachments: MATH-1092.patch
>
>
> In package : org.apache.commons.math3.optim.nonlinear.scalar.gradient
> In a minimization problem, a line search should not return a point where the value is greater than the values at the edges of the interval. The line search violates this obvious requirement by focusing solely on solving for gradient=0 and ignoring the value.
> Moreover LineSearchFunction is something that can be used in other contexts, so perhaps this should be a standalone class.
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