commons-issues mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From "Luc Maisonobe (JIRA)" <j...@apache.org>
Subject [jira] Commented: (MATH-427) LevenbergMarquardtOptimizer: able to customize convergence condition
Date Mon, 18 Oct 2010 19:14:23 GMT

    [ https://issues.apache.org/jira/browse/MATH-427?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12922220#action_12922220
] 

Luc Maisonobe commented on MATH-427:
------------------------------------

Could you check if this still happens with the current versions in ths subversion repository
(either the trunk where work for 3.0 is done or branch 2.X where work for 2.2 is done) ?
This seems similar to bug MATH-362 which has been solved this summer.

> LevenbergMarquardtOptimizer: able to customize convergence condition
> --------------------------------------------------------------------
>
>                 Key: MATH-427
>                 URL: https://issues.apache.org/jira/browse/MATH-427
>             Project: Commons Math
>          Issue Type: Improvement
>            Reporter: Christiaan
>
> Currently it is not possible to customize the condition for exiting the iterations in
the doOptimize() of LevenbergMarquardtOptimizer. I ran into the scenario where the following
condition was already met after 2 iterations, however in this scenario a better result could
be achieved after 118 iterations:
> Current condition:
>                 // tests for convergence.
>                 if (((Math.abs(actRed) <= costRelativeTolerance) &&
>                         (preRed <= costRelativeTolerance) &&
>                         (ratio <= 2.0)) ||
>                         (delta <= parRelativeTolerance * xNorm)) {
>                     return new VectorialPointValuePair(point, objective);
>                 }
> Preferred condition:
> delta <= 2.2204e-16 * xNorm
> Eg. code should probably invoke VectorialConvergenceChecker in AbstractLeastSquaresOptimizer

-- 
This message is automatically generated by JIRA.
-
You can reply to this email to add a comment to the issue online.


Mime
View raw message