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From Gilles Sadowski <>
Subject [Math] MATH-519
Date Mon, 21 Feb 2011 12:29:25 GMT
[Please refer to
for the context of this discussion.]

Hi Luc.

> Anyway, returning NaN or POSITIVE_INFINITY would work only with some
> optimizers.

Do you mean that it would fail with some optimization _algorithms_ or some
unsafe _implementations_ of those algorithms?

In the former case, would "Double.MAX_VALUE" be OK?
In the latter, wouldn't there be a way to make the implementations behave
correctly in the face of those "special" values?

> For simple bounds on estimated parameters, this can be done using
> intermediate variables and mapping functions, [...]

Yes, but that would be slightly less efficient (because of additional
function calls).
If this is the best choice, I'll implement a "conversion" class (for the
"simple" bound case).


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