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From "Thomas Neidhart (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-970) Provide a way to retrieve the best solution found so far when reaching the maxIteration limit in SimplexSolver
Date Fri, 13 Sep 2013 18:13:52 GMT

    [ https://issues.apache.org/jira/browse/MATH-970?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13766744#comment-13766744
] 

Thomas Neidhart commented on MATH-970:
--------------------------------------

The disadvantage of this approach is that the user has no means to know if the solution is
optimal (within the given epsilon bounds), or the optimizer has just returned the last valid
solution before exceeding the max iteration count.

I would prefer a SolutionCallback which contains the last valid solution. For some optimizers
this is very straight-forward, e.g. for the SimplexSolver you just need a reference to the
SimplexTableau and can derive from it the solution. For other optimizers this may not be so
simple.
                
> Provide a way to retrieve the best solution found so far when reaching the maxIteration
limit in SimplexSolver
> --------------------------------------------------------------------------------------------------------------
>
>                 Key: MATH-970
>                 URL: https://issues.apache.org/jira/browse/MATH-970
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.2
>            Reporter: Thomas Neidhart
>


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