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From Gilles Sadowski <gil...@harfang.homelinux.org>
Subject Re: BOBYQA Question
Date Thu, 29 Sep 2011 23:06:39 GMT
Hi.

The work to be done on "BOBYQAOptimizer" is discussed in issue 621:
  https://issues.apache.org/jira/browse/MATH-621

There is still a lot to do on this code. And I wouldn't advise you to use it
as is because the interface is likely to change: In fact, CM lacks an
interface/base class for optimizers with constraints.

> 
> I am testing some Limited Dependent Variable regressions and in shopping for
> an optimizer I ran BOBYQA. I got the following exception:
> 
> If this exception is thrown, just remove it from the code
> org.apache.commons.math.optimization.direct.PathIsExploredException: If this
> exception is thrown, just remove it from the code
>     at
> org.apache.commons.math.optimization.direct.BOBYQAOptimizer.prelim(BOBYQAOptimizer.java:1780)
>     at
> org.apache.commons.math.optimization.direct.BOBYQAOptimizer.bobyqb(BOBYQAOptimizer.java:436)
> 
> What is this message? Is it significant?

Please see the issue referred to above.
In short, the current set of unit tests does not cover all code paths. I've
added "throw" statements at those places which I've currently spotted
(probably not all of them yet).

So, you've run a case that exercises a branch not covered by any of the
current tests: Hence, it would be very useful if you could make a unit test
out of your use case, and add it to "BOBYQAOptimizerTest"!
But please, do read the issue page: the unit tests that we have now are
supposed to reproduce the behaviour of the original Fortran code. I think
that any additional test (and the more the better and ideally covering all
the code) should become part of this baseline, intended to ensure that the
incremental code changes do not alter the efficiency (i.e. the number of
function evalutations).


Thanks,
Gilles

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