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Posted to issues@commons.apache.org by "Luc Maisonobe (JIRA)" <ji...@apache.org> on 2012/04/26 10:30:12 UTC
[jira] [Commented] (MATH-783) Inconsistent assumptions about
tolerances in "PowellOptimizer"
[ https://issues.apache.org/jira/browse/MATH-783?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13262463#comment-13262463 ]
Luc Maisonobe commented on MATH-783:
------------------------------------
Seems good to me.
> Inconsistent assumptions about tolerances in "PowellOptimizer"
> --------------------------------------------------------------
>
> Key: MATH-783
> URL: https://issues.apache.org/jira/browse/MATH-783
> Project: Commons Math
> Issue Type: Improvement
> Affects Versions: 3.0
> Reporter: Gilles
> Assignee: Gilles
> Fix For: 3.1
>
> Attachments: MATH-783.patch
>
>
> Internally, the algorithm in "PowellOptimizer" (package "optimization.direct") uses "BrentOptimizer" (from package "optimization.univariate") to perform a "line" search. The problem is that the default stopping criterion of "BrentOptimizer" refers to the domain values while the default criterion in "PowellOptimizer" refers to function values.
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