commons-issues mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
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 Mon, 03 Mar 2014 00:13:26 GMT

    [ https://issues.apache.org/jira/browse/MATH-1092?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13917636#comment-13917636
] 

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

Another constructor so one could do:

        line = new LineSearch(this, relativeTolerance,  absoluteTolerance,initialStep);

where initialStep is the value set with BracketingStep in NonLinearConjugateGradientOptimizer

I presume the BracketingStep parameter was added for a reason to NonLinearConjugateGradientOptimizer,
but we've lost this capability in the new code.  Setting a smaller initial step (than 1.0)
is clearly necessary for actual use of my application, but I'm not sure I can easily represent
this need in a unit test case.


> 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.



--
This message was sent by Atlassian JIRA
(v6.2#6252)

Mime
View raw message