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From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-1144) LevenbergMarquardtOptimizer does not allow to change current point during optimization
Date Thu, 14 Aug 2014 12:45:12 GMT

    [ https://issues.apache.org/jira/browse/MATH-1144?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14096920#comment-14096920
] 

Gilles commented on MATH-1144:
------------------------------

I don't understand what is going on.
At line 403 in "LeastSquaresFactory.java", a defensive copy is performed; so, whether a reallocation
is performed or not within "LevenbergMarquardtOptimizer" should not matter (and should not
have a side-effect).

It would be useful if you could provide a minimal example that shows the problem and how your
patch works around it.

Also, please start a discussion on the "dev" ML, perhaps with a pseudo-code showing what should
be accessible to the user for the purpose of renormalizing the parameters.


> LevenbergMarquardtOptimizer does not allow to change current point during optimization
> --------------------------------------------------------------------------------------
>
>                 Key: MATH-1144
>                 URL: https://issues.apache.org/jira/browse/MATH-1144
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 3.3
>            Reporter: Olexiy Movchan
>              Labels: fitting
>             Fix For: 3.4
>
>         Attachments: LevenbergMarquardtOptimizer.java.patch
>
>
> It's a regression to commons-math v2.0.
> Our software uses LevenbergMarquardtOptimizer for surface fitting by sampled points.
Our parameterization of the surface we are fitting may be unconstrained, for example it is
enough to have only 4 variables to represent cylinder axis and origin (using euler angles
and origin distance), but to simplify derivative computation we instead use 6 parameter representation
(vector + point). To make sure that the we constrain our search to valid vectors and origins,
we need to renormalize and update surface parameters on every step of optimization.
> Please see this article for details of 3d surface fitting and parameter normalization:
> http://nvlpubs.nist.gov/nistpubs/jres/103/6/j36sha.pdf



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