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From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-902) org.apache.commons.math3.exception.TooManyEvaluationsException should return best found result
Date Wed, 21 Nov 2012 23:34:58 GMT

    [ https://issues.apache.org/jira/browse/MATH-902?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13502427#comment-13502427
] 

Gilles commented on MATH-902:
-----------------------------

First, please note that in the checker, the {{converged}} method is passed the number of _iterations_
(main loop of the algorithm). In the {{optimize}} method, it is the number of _evaluations_
(calls to the objective function).

In an algorithm where there is one evaluation for each iteration, the checker will return
{{true}} when it reaches "maxEval", leading the algorithm to return the current best point
(no exception raised).

                
> org.apache.commons.math3.exception.TooManyEvaluationsException should return best found
result
> ----------------------------------------------------------------------------------------------
>
>                 Key: MATH-902
>                 URL: https://issues.apache.org/jira/browse/MATH-902
>             Project: Commons Math
>          Issue Type: Wish
>         Environment: any
>            Reporter: Konstantin Berlin
>            Assignee: Gilles
>            Priority: Minor
>             Fix For: 3.1
>
>
> The org.apache.commons.math3.exception.TooManyEvaluationsException should contain within
it the best found solution so far. There are numerous examples when the optimization might
not have converged to the stopping condition but the minimum point is better than the starting
point that was provided. The user should have the ability to at least decide if it is good
enough, or use it as a starting point into a different optimization run.

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