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From "Gilles (Issue Comment Edited) (JIRA)" <j...@apache.org>
Subject [jira] [Issue Comment Edited] (MATH-728) Errors in BOBYQAOptimizer when numberOfInterpolationPoints is greater than 2*dim+1
Date Sat, 11 Feb 2012 23:49:02 GMT

    [ https://issues.apache.org/jira/browse/MATH-728?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13206296#comment-13206296
] 

Gilles edited comment on MATH-728 at 2/11/12 11:47 PM:
-------------------------------------------------------

Although the bug that triggered this issue is fixed, failures of the unit test still miss
an explanation...

The poor performance is to be expected given the current state of the code (e.g. many matrix
calculations are done explicitly, with getters and setters, instead of calling methods of
the matrix objects).

                
      was (Author: erans):
    Although the bug that triggered this issue is fixed, failures of the unit test are still
miss an explanation...

The poor performance is to be expected given the current state of the code (e.g. many matrix
calculations are done explicitly, with getters and setters, instead of calling methods of
the matrix objects).

                  
> Errors in BOBYQAOptimizer when numberOfInterpolationPoints is greater than 2*dim+1
> ----------------------------------------------------------------------------------
>
>                 Key: MATH-728
>                 URL: https://issues.apache.org/jira/browse/MATH-728
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 3.0
>         Environment: Mac Java(TM) SE Runtime Environment (build 1.6.0_29-b11-402-11M3527)
>            Reporter: Bruce A Johnson
>             Fix For: 3.0
>
>
> I've been having trouble getting BOBYQA to minimize a function (actually a non-linear
least squares fit) so as one change I increased the number of interpolation points.  It seems
that anything larger than 2*dim+1 causes an error (typically at
> line 1662
>                    interpolationPoints.setEntry(nfm, ipt, interpolationPoints.getEntry(ipt,
ipt));
> I'm guessing there is an off by one error in the translation from FORTRAN.  Changing
the BOBYQAOptimizerTest as follows (increasing number of interpolation points by one) will
cause failures.
> Bruce
> Index: src/test/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizerTest.java
> ===================================================================
> --- src/test/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizerTest.java
(revision 1221065)
> +++ src/test/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizerTest.java
(working copy)
> @@ -258,7 +258,7 @@
>  //        RealPointValuePair result = optim.optimize(100000, func, goal, startPoint);
>          final double[] lB = boundaries == null ? null : boundaries[0];
>          final double[] uB = boundaries == null ? null : boundaries[1];
> -        BOBYQAOptimizer optim = new BOBYQAOptimizer(2 * dim + 1);
> +        BOBYQAOptimizer optim = new BOBYQAOptimizer(2 * dim + 2);
>          RealPointValuePair result = optim.optimize(maxEvaluations, func, goal, startPoint,
lB, uB);
>  //        System.out.println(func.getClass().getName() + " = " 
>  //              + optim.getEvaluations() + " f(");

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