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From "Nigel Goodwin (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-1137) BOBYQA incorrect indexing
Date Thu, 17 Jul 2014 16:29:04 GMT

    [ https://issues.apache.org/jira/browse/MATH-1137?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14065074#comment-14065074
] 

Nigel Goodwin commented on MATH-1137:
-------------------------------------

I have changed very, very little.

The current tests may not exercise that code, but the tests provided by Powell in his Fortran,
when implemented in Java, do exercise it (but not when implemented in Fortran, so far...).
At the very least, we should add the Powell tests to the set of tests (see below).

Changes:

Line 403 initialise trustRegionCenterInterpolationPointIndex to -1

Line 420 initialise knew to -1

Line 894 set knew to -1

Line 1137 change to if (knew > -1)   (of course, this has no effect, but is more consistent
and readable because -1 means 'not set')

Of course, -1 is just a Fortran workaround to mean 'null' or NA or whatever. I would suggest
using Integer.NaN, but there isn't such a thing, which is strange....So -1 will have to do.
But we ought to make a static final integer to take the place of '-1', so it is more readable.

I don't know whether the above changes had any effect, but they are certainly a better and
more consistent  translation of the Fortran. Line 1117 already set knew to -1, but in other
places it was set to 0 (as per the Fortran), which is incorrect because knew is a zero based
index. This was dangerous practice.

I also did changes to make double comparisons more consistent with the Fortran. This was so
I could compare as closely as possible to the Fortran, and these changes were necessary (but
not sufficient) to do this. I can see, longer term, value in making it as close as possible,
and ideally the same changes would be done to the Fortran. In this way, we can do a head to
head comparison between Java and Fortran. They start deviating as they converge to the solution,
and the higher the dimensions and the number of interpolation points used, the more quickly
they deviate. But I still like the idea of trying to make them as close as possible.

The things I changed were:

Line 787  if ((temp * den - scaden) > scaden * 1.0e-10)
Line 915 if ((temp * den - scaden) > scaden * 1.0e-10)
Line 1403 if ((predsq - presav)> presav * 1.0e-10)

No doubt there are others, but this was enough for the moment.

Now, there is no reason to believe that in general these will behave the same as the Fortran,
so really the Fortran should have the same changes, and then we have a closer correspondence
between java and Fortran which we can use for future testing.

Does that make sense?

When I tested, I ran the Fortran and Java side by side, output a host of diagnostics, used
the debugger extensively, and gradually convinced myself that, with the above changes, they
were doing the same thing. I now need to go to specsavers. I still don't know what country
you are based in.

The Powell test example looks like a good test, and it almost certainly covers branches which
the existing tests did not. I have, of course, the java code for my test environment.

Now, I have never participated in open source, I don't know what the procedure is, I don't
know your role, bla bla bla. But it would be nice to get my changes into Apache. What is the
best way to do this? Of course, I want somebody else (you?) to examine my changes and review
them. Also, all the existing tests need to be re run and results compared.

I run my own self employed business, I have spent maybe $6000 USD on this per my day rates.
I don't have an employer (or taxpayer) who can absorb these costs.

Also, of course, not to forget my original bug correction!

What is the best way forward?



> BOBYQA incorrect indexing
> -------------------------
>
>                 Key: MATH-1137
>                 URL: https://issues.apache.org/jira/browse/MATH-1137
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 3.3
>            Reporter: Nigel Goodwin
>




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