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From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] [Resolved] (MATH-865) Wide bounds to CMAESOptimizer result in NaN parameters passed to fitness function
Date Sat, 22 Sep 2012 10:05:07 GMT

     [ https://issues.apache.org/jira/browse/MATH-865?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Gilles resolved MATH-865.
-------------------------

    Resolution: Fixed
    
> Wide bounds to CMAESOptimizer result in NaN parameters passed to fitness function
> ---------------------------------------------------------------------------------
>
>                 Key: MATH-865
>                 URL: https://issues.apache.org/jira/browse/MATH-865
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 3.0
>            Reporter: Frank Hess
>            Assignee: Gilles
>             Fix For: 3.1
>
>         Attachments: Math865Test.java
>
>
> If you give large values as lower/upper bounds (for example -Double.MAX_VALUE as a lower
bound), the optimizer can call the fitness function with parameters set to NaN.  My guess
is this is due to FitnessFunction.encode/decode generating NaN when normalizing/denormalizing
parameters.  For example, if the difference between the lower and upper bound is greater than
Double.MAX_VALUE, encode could divide infinity by infinity.

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