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From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] [Updated] (MATH-1144) LevenbergMarquardtOptimizer does not allow to change current point during optimization
Date Wed, 15 Oct 2014 20:25:34 GMT

     [ https://issues.apache.org/jira/browse/MATH-1144?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Gilles updated MATH-1144:
-------------------------
    Attachment:     (was: MATH-1144.patch)

> 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, surface_fitting_tests.zip.001,
surface_fitting_tests.zip.002
>
>
> 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
> Attached surface_fitting_tests.zip package with 2 unit tests that reproduce this problem.
> Contents of package:
> 1) simple - simple single file test that tests only in/out side effect of patched library
> 2) full - complex test that fits cylinder using sampled points (uses cylinder, fit, utils
sources)
> 3) lib - contains commons-math3 jar libraries: v3.3 and v3.3A1 (patched). There are also
library sources.
> 4) patch - contains SVN patch file
> To reproduce:
> Run SurfaceFitterFullTest.java and SurfaceFitterSimpleTest.java tests with commons-math3-3.3.jar
OR commons-math3-3.3A1.jar libraries.



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