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From "Tillmann Gaida (JIRA)" <j...@apache.org>
Subject [jira] [Created] (MATH-1282) BOBYQA trsbox infinite loop
Date Tue, 20 Oct 2015 17:41:27 GMT
Tillmann Gaida created MATH-1282:
------------------------------------

             Summary: BOBYQA trsbox infinite loop
                 Key: MATH-1282
                 URL: https://issues.apache.org/jira/browse/MATH-1282
             Project: Commons Math
          Issue Type: Bug
    Affects Versions: 3.2
            Reporter: Tillmann Gaida


Apparently the BOBYQA optimizer can get stuck in the trsbox method. This happened to us out
of the blue after millions of successful optimizations.

Unfortunately our target function has too many dependencies, so I can't provide a unit test
for the full optimization. I have however created a unit test which isolates the call to trsbox:
http://pastebin.com/wYPVS3SC

I took a quick look at the code, but it looks like one can't understand a thing without having
read the original paper. Can someone help?



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