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From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-1092) NonLinearConjugateGradientOptimizer's Line search is a gradient search returns obviously suboptimal point.
Date Sun, 02 Mar 2014 22:43:21 GMT

    [ https://issues.apache.org/jira/browse/MATH-1092?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13917592#comment-13917592
] 

Gilles commented on MATH-1092:
------------------------------

bq. Couldn't we have another constructor [...] 

Why another constructor?
"PowellOptimizer" does use 1 for the parameter.

We should have units tests for "LineSearch". It could help to understand what is going on
as the initial step gets smaller.


> NonLinearConjugateGradientOptimizer's Line search is a gradient search returns obviously
suboptimal point.
> ----------------------------------------------------------------------------------------------------------
>
>                 Key: MATH-1092
>                 URL: https://issues.apache.org/jira/browse/MATH-1092
>             Project: Commons Math
>          Issue Type: Bug
>            Reporter: Ajo Fod
>         Attachments: MATH-1092.patch
>
>
> In package : org.apache.commons.math3.optim.nonlinear.scalar.gradient
> In a minimization problem, a line search should not return a point where the value is
greater than the values at the edges of the interval. The line search violates this obvious
requirement by focusing solely on solving for gradient=0 and ignoring the value.
> Moreover LineSearchFunction is something that can be used in other contexts, so perhaps
this should be a standalone class.



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