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From "Bruce A Johnson (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-1092) NonLinearConjugateGradientOptimizer's Line search is a gradient search returns obviously suboptimal point.
Date Sat, 01 Mar 2014 22:09:19 GMT

    [ https://issues.apache.org/jira/browse/MATH-1092?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13917206#comment-13917206
] 

Bruce A Johnson commented on MATH-1092:
---------------------------------------

The new line search works, but I think it needs one change.  The old version used a BracketingStep
parameter to set the initial search size.  That is not used in the new LineSearch code, which
has a hard-coded an upper limit of 1:
        bracket.search(f, goal, 0, 1);

For my optimization problem I find (with both the old and new code) I need a much smaller
upper limit (1.0e-5 for example).  Otherwise the minimum found isn't as good.  So I think
it would be important to pass the BracketingStep parameter into the new new LineSearch code.

> 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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