[jira] [Updated] (MATH-865) Wide bounds to CMAESOptimizer result in NaN parameters passed to fitness function

["Frank Hess (JIRA)" <ji...@apache.org>]

     [ https://issues.apache.org/jira/browse/MATH-865?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Frank Hess updated MATH-865:
----------------------------

    Attachment: Math865Test.java

Attached test program that demonstrates the problem.
                
> Wide bounds to CMAESOptimizer result in NaN parameters passed to fitness function
> ---------------------------------------------------------------------------------
>
>                 Key: MATH-865
>                 URL: https://issues.apache.org/jira/browse/MATH-865
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 3.0, 3.1
>            Reporter: Frank Hess
>         Attachments: Math865Test.java
>
>
> If you give large values as lower/upper bounds (for example -Double.MAX_VALUE as a lower bound), the optimizer can call the fitness function with parameters set to NaN.  My guess is this is due to FitnessFunction.encode/decode generating NaN when normalizing/denormalizing parameters.  For example, if the difference between the lower and upper bound is greater than Double.MAX_VALUE, encode could divide infinity by infinity.

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