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From "Frank Hess (JIRA)" <j...@apache.org>
Subject [jira] [Created] (MATH-865) Wide bounds to CMAESOptimizer result in NaN parameters passed to fitness function
Date Wed, 19 Sep 2012 21:12:07 GMT
Frank Hess created MATH-865:
-------------------------------

             Summary: 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, 3.1
            Reporter: Frank Hess


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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