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From "Luc Maisonobe (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-783) Inconsistent assumptions about tolerances in "PowellOptimizer"
Date Thu, 26 Apr 2012 08:30:12 GMT

    [ https://issues.apache.org/jira/browse/MATH-783?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13262463#comment-13262463
] 

Luc Maisonobe commented on MATH-783:
------------------------------------

Seems good to me.
                
> Inconsistent assumptions about tolerances in "PowellOptimizer"
> --------------------------------------------------------------
>
>                 Key: MATH-783
>                 URL: https://issues.apache.org/jira/browse/MATH-783
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.0
>            Reporter: Gilles
>            Assignee: Gilles
>             Fix For: 3.1
>
>         Attachments: MATH-783.patch
>
>
> Internally, the algorithm in "PowellOptimizer" (package "optimization.direct") uses "BrentOptimizer"
(from package "optimization.univariate") to perform a "line" search. The problem is that the
default stopping criterion of "BrentOptimizer" refers to the domain values while the default
criterion in "PowellOptimizer" refers to function values.

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