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From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-832) Brent solver calculates incorrect root (namley Double.MAX_VALUE)
Date Tue, 24 Jul 2012 22:35:35 GMT

    [ https://issues.apache.org/jira/browse/MATH-832?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13421841#comment-13421841
] 

Gilles commented on MATH-832:
-----------------------------

bq. min{100 sqrt(x)+1000000/x+10000/sqrt(x)|x>0}

Are you using the right class?
Optimizing (a.k.a. finding the minimum) and solving (a.k.a. finding the root) are not the
same thing.

Please try this:
{code}
public void testMath832() {
    final UnivariateFunction f = new UnivariateFunction() {
            public double value(double x) {
                final double sqrtX = FastMath.sqrt(x);
                final double a = 1e2 * sqrtX;
                final double b = 1e6 / x;
                final double c = 1e4 / sqrtX;

                return a + b + c;
            }
        };

    UnivariateOptimizer optimizer = new BrentOptimizer(1e-10, 1e-8);
    final double result = optimizer.optimize(1483,
                                             f,
                                             GoalType.MINIMIZE,
                                             Double.MIN_VALUE,
                                             Double.MAX_VALUE).getPoint();

    Assert.assertEquals(804.935582, result, 1e-6);
}
{code}

                
> Brent solver calculates incorrect root (namley Double.MAX_VALUE)
> ----------------------------------------------------------------
>
>                 Key: MATH-832
>                 URL: https://issues.apache.org/jira/browse/MATH-832
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 3.0
>         Environment: Netbeans 7.1.2
>            Reporter: Alex
>
> *Wolfram-Alpha-Solution:*
> [http://www.wolframalpha.com/input/?i=min+100*sqrt%28x%29%2B1000000%2Fx%2B10000%2Fsqrt%28x%29+with+x%3E0]
> {code:borderStyle=solid}min{100 sqrt(x)+1000000/x+10000/sqrt(x)|x>0}~~4431.94 at x~~804.936{code}
> *Java-Input:*{code:borderStyle=solid}
> int startValue1 = 100 + 1000000 + 10000;
> int startValue2 = 100;
> UnivariateFunction uf = new UnivariateFunction() {
>     @Override
>     public double value(double x) {
>         return 100/(2*Math.sqrt(x)) - 1000000/Math.pow(x,2) - 10000/(2*Math.pow(x,(double)
3/2));
>     }
> };
> System.out.println(
>     (new BrentSolver()).solve(Integer.MAX_VALUE, uf, 1/Double.MAX_VALUE, Double.MAX_VALUE,
startValue1)
> );
> System.out.println(
>     (new BrentSolver()).solve(Integer.MAX_VALUE, uf, 1/Double.MAX_VALUE, Double.MAX_VALUE,
startValue2)
> );{code}
> *Java-Output:*{code:borderStyle=solid}
> 804.9355821866686
> 1.7976931348623157E308 (= Double.MAX_VALUE){code} 

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